"Dynamics of information leadership in the volatility complex with trading ..."

Catalina I. Hurwitz et al. (2022)

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DOI: 10.3233/AF-200342

access: closed

type: Journal Article

metadata version: 2023-09-30

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  - https://dblp.org/rec/journals/af/HurwitzMDB22
Catalina I. Hurwitz, Suchismita Mishra, Robert T. Daigler, Ihsan Badshah:
Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs. Algorithmic Finance 9(3-4): 63-79 (2022)

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