Cite
HARVARD Citation
Yin, F. et al. (2021). A short cut: Directly pricing VIX futures with discrete‐time long memory model and asymmetric jumps. Journal of futures markets. 41 (4), pp. 458-477. [Online].
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Yin, F. et al. (2021). A short cut: Directly pricing VIX futures with discrete‐time long memory model and asymmetric jumps. Journal of futures markets. 41 (4), pp. 458-477. [Online].