Zhenlong Zheng, Zhengyun Jiang and Rong Chen, AVIX, Journal of Futures Markets, 2017, 37:374-410.

 Zhenlong Zheng, Zhengyun Jiang and Rong Chen, AVIX: An Improved VIX Based on Stochastic Interest Rates and an Adaptive Screening Mechanism[J], Journal of Futures Markets, 2017, 37:374-410.