The Economic Value of VIX ETPs
Author:
Publisher
Elsevier BV
Reference29 articles.
1. Trading and investing in volatility products. Financial Markets;C Alexander;Institutions & Instruments,2015
2. Volatility exchange-traded notes: curse or cure;C Alexander;Journal of Alternative Investments,2013
3. Diversification with volatility products;C Alexander;Journal of International Money and Finance,2016
4. The distribution of realized exchange rate volatility;T Andersen;Journal of the American Statistical Association,2001
5. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility;T G Andersen;Review of Economics and Statistics,2007
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