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VIX VERSUS VXX: A JOINT ANALYTICAL FRAMEWORK - MaRDI portal

VIX VERSUS VXX: A JOINT ANALYTICAL FRAMEWORK (Q5147999)

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scientific article; zbMATH DE number 7303450
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English
VIX VERSUS VXX: A JOINT ANALYTICAL FRAMEWORK
scientific article; zbMATH DE number 7303450

    Statements

    title
    VIX VERSUS VXX: A JOINT ANALYTICAL FRAMEWORK (English)
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    author
    Martino Grasselli
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    Lakshithe Wagalath
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    publication date
    29 January 2021
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    zbMATH Keywords
    volatility index
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    VIX
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    VIX exchange-traded notes
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    VXX
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    Identifiers

    zbMATH DE Number
    7303450
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    OpenAlex ID
    W3124020233
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