An empirical comparison of transformed diffusion models for VIX and VIX futures

Bu, R, Jawadi, F and Li, Y (2016) An empirical comparison of transformed diffusion models for VIX and VIX futures. Journal of International Financial Markets, Institutions and Money.

Text Bu et al. (2016) Empirical Comparison.pdf - Author Accepted Manuscript Access to this file is embargoed until Unspecified. Download (559kB)

Item Type:	Article
Depositing User:	Symplectic Admin
Date Deposited:	17 Oct 2016 09:06
Last Modified:	19 Jan 2023 07:29
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3003789

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• An empirical comparison of transformed diffusion models for VIX and VIX futures. (deposited 17 Oct 2016 09:06) [Currently Displayed]
  • An empirical comparison of transformed diffusion models for VIX and VIX futures. (deposited 24 Nov 2016 14:30)
    • An empirical comparison of transformed diffusion models for VIX and VIX futures. (deposited 22 Feb 2017 11:20)