M2S1 Lecture Notes
Since there exist different categories of VIX ETPs, we study price ... 2. VIX Short-?Term ETN. UVXY Proshares Ultra VIX. 2400. 238 ... If the unit root test indicates that the residuals are stationary then the prices are coin- ... In order to select which ETP to use as the hedge, regressions are performed with the. Télécharger M2S1 Lecture Notes pdf
