How are VIX and Stock Index ETF Related?

C-L (Chia-Lin) Chang, T-L (Tai-Lin) Hsieh, Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageEnglish
Place of PublicationRotterdam
Number of pages46
EditionEI report serie EI2016-07
Publication statusPublished - 2016

Publication series

SeriesEI report serie
VolumeEI2016-07

Research programs

  • EUR ESE 31

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