๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Reclaiming Futures: A Model for Judicial Leadership

โœ Scribed by Judge Leonard P. Edwards (ret.)


Book ID
118078260
Publisher
National Council of Juvenile and Family Court Judges
Year
2006
Tongue
English
Weight
43 KB
Volume
57
Category
Article
ISSN
0161-7109

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A Term Structure Model for VIX Futures
โœ BUJAR HUSKAJ; MARCUS NOSSMAN ๐Ÿ“‚ Article ๐Ÿ“… 2012 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 568 KB

This study develops a term structure model for VIX futures. Instead of deriving the VIX futures price from a model for the instantaneous variance of the S&P 500 or a model for the VIX, the VIX futures price dynamics are specified exogenously. The empirical features of VIX futures returns (positive s