Is there information in the volatility skew?
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 10, p. 921, doi. 10.1002/fut.20279
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2007 AND VI 27 AND IP 10
Results: 4
1
2
Benchmark tipping and the role of the swap market in price discovery.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 10, p. 981, doi. 10.1002/fut.20282
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- Publication type:
- Article
3
The stock closing calland futures price behavior: Evidence from the Taiwan futures market.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 10, p. 1003, doi. 10.1002/fut.20284
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- Publication type:
- Article
4
On estimating an asset's implicit beta.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 10, p. 961, doi. 10.1002/fut.20285
- By:
- Publication type:
- Article