Asset Details
- Identifier:
- fut22159-tbl-0001
- Description:
- Table
- License:
- Rights Managed
- Rights Holder:
- John Wiley & Sons, Inc.
- License Rights Holder:
- © 2020 Wiley Periodicals LLC
- Asset Type:
- Image
- Asset Subtype:
- Table
- Image Orientation:
- Portrait
- Image Dimensions:
- 1024 x 1386
- Image File Size:
- 396 KB
- Creator:
- Qi Wang, Zerong Wang
- Credit:
- Wang, Q., & Wang, Z. (2021). VIX futures and its closed‐form pricing through an affine GARCH model with realized variance. Journal of Futures Markets, 41(1), 135-156. https://doi.org/10.1002/fut.22159.
- Collection:
- Keywords:
- Restrictions:
- Property Release:
- No
- Model Release:
- No
- Purchasable:
- Yes
- Sensitive Materials:
- No
- Article Title:
- VIX futures and its closed‐form pricing through an affine GARCH model with realized variance
- Article Authors:
- Qi Wang, Zerong Wang
- Article Copyright Year:
- 2021
- Publication Title:
- Journal of Futures Markets
- Publication Volume:
- 41
- Publication Issue:
- 1
- Publication Date:
- 01/01/2021
- DOI:
- https://doi.org/10.1002/fut.22159
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