Hedging performance of volatility index futures: a partial cointegration approach
Crossref DOI link: https://doi.org/10.1007/s11156-023-01153-4
Published Online: 2023-04-13
Published Print: 2023-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lee, Hsiu-Chuan
Lien, Donald
Sheu, Her-Jiun
Text and Data Mining valid from 2023-04-13
Version of Record valid from 2023-04-13
Article History
Accepted: 6 March 2023
First Online: 13 April 2023