The Term Structure of VIX

By Xingguo Luo, Jin E. Zhang. 2012

70 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/cdfc7088c98f68dcc62b54900460384da8fcb1d7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Carol Alexander
2. Andreas Kaeck
3. Giovanni Guazzarotti
4. Antonio Di Cesare
5. Mario Hernandez Tinoco
6. N. Wilson
7. Matthias R. Fengler
8. Gregor N. F. Weiß

Citations in the corpus

• Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions (2012, methodology): “Some previous research (for instance Luo and Zhang, 2010) imposes the same restriction a priori.”