Work

Is the VIX Futures Market Able to Predict the VIX Index? A Test of the Expectation Hypothesis

Year: 2009

Type: article

Source: The Journal of Alternative Investments

DOI: 10.3905/jai.2009.12.2.054

Authors: Marcus Nossman, Anders Wilhelmsson

Institution: Lund University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2163340050

FWCI: 5.636

Cites: 28

Cited by: 32

Related to: 10