Determinants of intraday price discovery in VIX exchange traded notes.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 5, p. 535, doi. 10.1002/fut.21907
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2018 AND VI 38 AND IP 5
Results: 7
1
2
On full calibration of hybrid local volatility and regime‐switching models.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 5, p. 586, doi. 10.1002/fut.21901
- By:
- Publication type:
- Article
3
Macroeconomic news announcements, systemic risk, financial market volatility, and jumps.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 5, p. 513, doi. 10.1002/fut.21898
- By:
- Publication type:
- Article
4
Asymmetric and nonlinear dynamics in sovereign credit risk markets.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 5, p. 563, doi. 10.1002/fut.21896
- By:
- Publication type:
- Article
5
Quadratic approximation of the slow factor of volatility in a multifactor stochastic volatility model.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 5, p. 607, doi. 10.1002/fut.21895
- By:
- Publication type:
- Article
6
Price discovery dynamics in European agricultural markets.
- Published in:
- Journal of Futures Markets, 2018, v. 38, n. 5, p. 549, doi. 10.1002/fut.21891
- By:
- Publication type:
- Article
7
Journal of Futures Markets: Volume 38, Number 5, May 2018.
- Published in:
- 2018
- Publication type:
- Table of Contents