Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models
| Autor: | Escobar-Anel, Marcos, Stentoft, Lars, Ye, Xize |
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| Zdroj: | In Finance Research Letters November 2024 69 Part A |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Escobar-Anel, Marcos, Stentoft, Lars, Ye, Xize |
|---|---|
| Zdroj: | In Finance Research Letters November 2024 69 Part A |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect