The Efficiency of the VIX Futures Market:
A Panel Data Approach
Athanasios P. Fassas and Costas Siriopoulos
The Journal of Alternative Investments Winter 2012, 14 (3) 55-65; DOI: https://doi.org/10.3905/jai.2012.14.3.055
Athanasios P. Fassas
is a researcher in the Department of Applied Informatics at the University of Macedonia in Thessaloniki, Greece.
Costas Siriopoulos
is a professor in the Department of Business Administration in the University of Patras in Rion, Greece.
Explore our content to discover more relevant research
In this issue
The Journal of Alternative Investments
Vol. 14, Issue 3
Winter 2012
The Efficiency of the VIX Futures Market:
A Panel Data Approach
A Panel Data Approach
Athanasios P. Fassas, Costas Siriopoulos
The Journal of Alternative Investments Dec 2011, 14 (3) 55-65; DOI: 10.3905/jai.2012.14.3.055