Works matching IS 02707314 AND DT 2020 AND VI 40 AND IP 12
Results: 6
Valuation of VIX and target volatility options with affine GARCH models.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 12, p. 1880, doi. 10.1002/fut.22157
- By:
- Publication type:
- Article
Bitcoin and sentiment.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 12, p. 1861, doi. 10.1002/fut.22156
- By:
- Publication type:
- Article
Can commodity futures risk factors predict economic growth?
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 12, p. 1825, doi. 10.1002/fut.22155
- By:
- Publication type:
- Article
Stochastic multifactor models in risk management of energy futures.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 12, p. 1918, doi. 10.1002/fut.22154
- By:
- Publication type:
- Article
Is the synthetic stock price really lower than actual price?
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 12, p. 1809, doi. 10.1002/fut.22153
- By:
- Publication type:
- Article
Journal of Futures Markets: Volume 40, Number 12, December 2020.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 12, p. 1807, doi. 10.1002/fut.22034
- Publication type:
- Article