The authors would like to thank two anonymous referees and Bob Webb (editor). Bujar Huskaj would also like to thank Hossein Asgharian, Hans Byström, Karl Larsson, Frederik Lundtofte, Kristian R. Miltersen, Birger Nilsson, Magnus Wiktorsson, and Anders Wilhelmsson.
A Term Structure Model for VIX Futures
Version of Record online: 15 MAR 2012
© 2012 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 33, Issue 5, pages 421–442, May 2013
How to Cite
Huskaj, B. and Nossman, M. (2013), A Term Structure Model for VIX Futures. J. Fut. Mark., 33: 421–442. doi: 10.1002/fut.21550
- Issue online: 5 FEB 2013
- Version of Record online: 15 MAR 2012
- Manuscript Accepted: 18 DEC 2011
- Manuscript Received: 3 NOV 2010
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