Is the VIX Futures Market Able to Predict the VIX Index? A Test of the Expectation Hypothesis
Marcus Nossman and Anders Wilhelmsson
The Journal of Alternative Investments Fall 2009, 12 (2) 54-67; DOI: https://doi.org/10.3905/JAI.2009.12.2.054
Marcus Nossman
is a Ph.D. at the department of economics, Lund University in Lund, Sweden.
Anders Wilhelmsson
is a post-doctoral research fellow at the department of economics, Lund University in Lund, Sweden.
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Is the VIX Futures Market Able to Predict the VIX Index? A Test of the Expectation Hypothesis
Marcus Nossman, Anders Wilhelmsson
The Journal of Alternative Investments Sep 2009, 12 (2) 54-67; DOI: 10.3905/JAI.2009.12.2.054
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