The Efficiency of the VIX Futures Market: A Panel Data Approach

被引:6
|
作者
Fassas, Athanasios P. [1 ]
Siriopoulos, Costas [2 ]
机构
[1] Univ Macedonia, Dept Appl Informat, Thessaloniki, Greece
[2] Univ Patras, Dept Business Adm, Rion, Greece
来源
JOURNAL OF ALTERNATIVE INVESTMENTS | 2012年 / 14卷 / 03期
关键词
D O I
10.3905/jai.2012.14.3.055
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
[No abstract available]
引用
收藏
页码:55 / 65
页数:11
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