Published: 09/11/2022

DOI: https://doi.org/10.12660/rbfin.v20n3.2022.86117

Estimation of VIX futures through Gaussian factor models

Felipe Fernandes, Fernando Aiube, Carla Souza

31-49

DOI: https://doi.org/10.12660/rbfin.v20n3.2022.84969
DOI: https://doi.org/10.12660/rbfin.v20n3.2022.85468
DOI: https://doi.org/10.12660/rbfin.v20n3.2022.84912
DOI: https://doi.org/10.12660/rbfin.v20n3.2022.81999