Pricing the CBOE VIX Futures with the Heston-Nandi GARCH Model.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 7, p. 641, doi. 10.1002/fut.21820
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2017 AND VI 37 AND IP 7
Results: 5
1
2
Expanding the Explanations for the Return-Volatility Relation.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 7, p. 689, doi. 10.1002/fut.21827
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- Publication type:
- Article
3
Investor Sentiment and Credit Default Swap Spreads During the Global Financial Crisis.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 7, p. 660, doi. 10.1002/fut.21828
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- Publication type:
- Article
4
Journal of Futures Markets: Volume 37, Number 7, July 2017.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 7, p. 639, doi. 10.1002/fut.21814
- Publication type:
- Article
5
Could the Extended Trading of CSI 300 Index Futures Facilitate Its Role of Price Discovery?
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 7, p. 717, doi. 10.1002/fut.21804
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- Publication type:
- Article