Mean-Reverting Logarithmic Modeling of VIX by Qunfang Bao | Menrva Books

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Mean-Reverting Logarithmic Modeling of VIX

Mean-Reverting Logarithmic Modeling of VIX

Qunfang Bao

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Author Description

Since March 26, 2004, whe...

Page Count:
100

Publication Date:
2018-01-05

Publisher:
SSRN

ISBN-10:
3659900060

ISBN-13:
9783659900068

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Mean-Reverting Logarithmic Modeling of VIX by Qunfang Bao | Menrva Books