Volatility components: The term structure dynamics of VIX futures
Version of Record online: 27 JUL 2009
© 2009 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 30, Issue 3, pages 230–256, March 2010
How to Cite
Lu, Z. and Zhu, Y. (2010), Volatility components: The term structure dynamics of VIX futures. J. Fut. Mark., 30: 230–256. doi: 10.1002/fut.20415
- Issue online: 6 JAN 2010
- Version of Record online: 27 JUL 2009
- Manuscript Accepted: APR 2009
- Manuscript Received: MAY 2008
- Minoru Kobayashi China Economic Research Fund
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