Article

Trading the VIX Futures Roll using Exchange Traded Funds

David L. Buehler and Patrick J. Cusatis
The Journal of Trading Spring 2018, jot.2018.1.061; DOI: https://doi.org/10.3905/jot.2018.1.061

Article Information

jot.2018.1.061
DOI 
https://doi.org/10.3905/jot.2018.1.061
Published By 
Pageant Media Ltd
Print ISSN 
1559-3967
Online ISSN 
2168-8427
History 
  • Published online March 12, 2018.
Copyright & Usage 
© 2018 Pageant Media Ltd

Author Information

  1. David L. Buehler
    1. is an assistant professor of economics in the School of Business Administration of Penn State University Harrisburg in Middletown, PA. (dlb74{at}psu.edu)
  2. Patrick J. Cusatis
    1. is an associate professor of finance in the School of Business Administration of Penn State University Harrisburg in Middletown, PA. (pjc101{at}psu.edu)
  1. To order reprints of this article, please contact David Rowe at drowe{at}iijournals.com or 212-224-3045.
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Trading the VIX Futures Roll using Exchange Traded Funds
David L. Buehler, Patrick J. Cusatis
The Journal of Trading Mar 2018, jot.2018.1.061; DOI: 10.3905/jot.2018.1.061
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