Open AccessPortfolio Effects of VIX Futures Index
Author(s) -
Mitchell Ratner,
Chih-Chieh Chiu
Publication year - 2017
Publication title -
quantitative finance and economics
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2017.3.288
Subject(s) - economics , stock market index , financial economics , financial crisis , autoregressive conditional heteroskedasticity , volatility (finance) , econometrics , portfolio , index (typography) , stock market , monetary economics , geography , context (archaeology) , archaeology , world wide web , computer science , macroeconomics