Catalina I. Hurwitz

Publication Activity (10 Years)

Years Active: 2022-2022
Publications (10 Years): 1

Top Topics

Video Sequences

Highly Nonlinear

Financial Markets

Contextual Information

Top Venues

Algorithmic Finance

Publications

Catalina I. Hurwitz, Suchismita Mishra, Robert T. Daigler, Ihsan Badshah
Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs. Algorithmic Finance 9 (3-4) (2022)