Intraday momentum in the VIX futures market
Autor: | Huang, Hong-Gia, Tsai, Wei-Che, Weng, Pei-Shih, Yang, J. Jimmy |
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Zdroj: | In Journal of Banking and Finance March 2023 148 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Huang, Hong-Gia, Tsai, Wei-Che, Weng, Pei-Shih, Yang, J. Jimmy |
---|---|
Zdroj: | In Journal of Banking and Finance March 2023 148 |
Databáze: | ScienceDirect |
Externí odkaz: |