Pricing VIX futures: Evidence from integrated physical and risk-neutral probability measures.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 12, p. 1175, doi. 10.1002/fut.20291
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2007 AND VI 27 AND IP 12
Results: 5
1
2
Order imbalance and the dynamics of index and futures prices.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 12, p. 1129, doi. 10.1002/fut.20288
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- Publication type:
- Article
3
Market microstructure effects on volatility at the TAIFEX.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 12, p. 1219, doi. 10.1002/fut.20289
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- Publication type:
- Article
4
Transactions in futures markets: Informed or uninformed?
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 12, p. 1159, doi. 10.1002/fut.20290
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- Publication type:
- Article
5
Editor's note.
- Published in:
- Journal of Futures Markets, 2007, v. 27, n. 12, p. 1127, doi. 10.1002/fut.20295
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- Publication type:
- Article