Closed‐Form Formulae for Variance and Volatility Swaps Under Stochastic Volatility With Stochastic Liquidity Risks.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 8, p. 1447, doi. 10.1002/fut.22531
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2024 AND VI 44 AND IP 8
Results: 9
1
2
Forecasting Crude Oil Volatility Using the Deep Learning‐Based Hybrid Models With Common Factors.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 8, p. 1429, doi. 10.1002/fut.22529
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- Publication type:
- Article
3
Modeling and forecasting stock return volatility using the HARGARCH model with VIX information.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 8, p. 1383, doi. 10.1002/fut.22516
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- Publication type:
- Article
4
Journal of Futures Markets: Volume 44, Number 8, August 2024.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 8, p. 1293, doi. 10.1002/fut.22434
- Publication type:
- Article
5
Financialization of commodity markets: New evidence from temporal and spatial domains.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 8, p. 1357, doi. 10.1002/fut.22514
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- Publication type:
- Article
6
Managing risk and reaping rewards: Climate‐change futures as a game‐changer for energy futures markets.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 8, p. 1338, doi. 10.1002/fut.22513
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- Publication type:
- Article
7
The asymmetry in day and night option returns: Evidence from an emerging market.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 8, p. 1320, doi. 10.1002/fut.22512
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- Publication type:
- Article
8
High–low volatility spillover network between economic policy uncertainty and commodity futures markets.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 8, p. 1295, doi. 10.1002/fut.22511
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- Publication type:
- Article
9
Leave‐one‐out least squares Monte Carlo algorithm for pricing Bermudan options.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 8, p. 1404, doi. 10.1002/fut.22515
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- Publication type:
- Article