Long-term dynamics of the VIX index and its tradable counterpart VXX
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F19%3A00053418" target="_blank" >RIV/61384399:31110/19:00053418 - isvavai.cz</a>
Alternative codes found
RIV/61384399:31140/19:00053418
Result on the web
<a href="https://onlinelibrary.wiley.com/doi/abs/10.1002/fut.21974" target="_blank" >https://onlinelibrary.wiley.com/doi/abs/10.1002/fut.21974</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1002/fut.21974" target="_blank" >10.1002/fut.21974</a>
Alternative languages
Result language
angličtina
Original language name
Long-term dynamics of the VIX index and its tradable counterpart VXX
Original language description
Main topics of the document: comovement; implied volatility; predictability; VIX index; VXX index
Czech name
—
Czech description
—
Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Journal of Futures Markets
ISSN
0270-7314
e-ISSN
1096-9934
Volume of the periodical
39
Issue of the periodical within the volume
3
Country of publishing house
US - UNITED STATES
Number of pages
20
Pages from-to
322-341
UT code for WoS article
000457744300004
EID of the result in the Scopus database
2-s2.0-85055935385