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RePEcDerivatives & Volatility

Volatility index futures hedging: a cointegration approach

A cointegration approach: The paper explores the relationship between stock index futures and VIX futures prices and suggests a hedging strategy based on this.

Featured in No. 5 on 28 Jun 2023 · on release day

Released
28 Jun 2023
First featured
No. 5 · 28 Jun 2023
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01153-4

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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