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Works matching IS 02707314 AND DT 2020 AND VI 40 AND IP 12

Results: 6

1

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:

Cao, Hongkai;
Badescu, Alexandru;
Cui, Zhenyu;
Jayaraman, Sarath Kumar

Publication type:

Article

2

Bitcoin and sentiment.

Published in:

Journal of Futures Markets, 2020, v. 40, n. 12, p. 1861, doi. 10.1002/fut.22156

By:

Jo, Hoje;
Park, Haehean;
Shefrin, Hersh

Publication type:

Article

3

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:

Kang, Jangkoo;
Kwon, Kyung Yoon

Publication type:

Article

4

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:

Guo, Zi‐Yi

Publication type:

Article

5

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:

Hu, Jianfeng

Publication type:

Article

6

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