LONG MEMORY IN VIX FUTURES VOLATILITY.
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 1, p. 33
- By:
- Publication type:
- Article
Works matching IS 0898011X AND DT 2013 AND VI 21
Results: 16
1
2
INTRADAY DYNAMIC HEDGING AND FUTURES MARKET VOLATILITY.
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 1, p. 9
- By:
- Publication type:
- Article
3
THE IMPACT OF DERIVATIVES REGULATIONS ON THE LIQUIDITY AND PRICING EFFICIENCY OF EXCHANGE TRADED DERIVATIVES.
- Published in:
- Review of Futures Markets, 2013, v. 21, p. 71
- By:
- Publication type:
- Article
4
HEDGING WITH VIX FUTURES: WHAT IS THE OPTIMAL HEDGE RATIO?
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 2, p. 221
- By:
- Publication type:
- Article
5
THE INFORMATION CONTENT OF THE EURO-BUND FUTURES OPTION MARKETS.
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 2, p. 195
- By:
- Publication type:
- Article
6
INTRADAY PATTERNS IN CHINESE FUTURES MARKETS.
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 2, p. 173
- By:
- Publication type:
- Article
7
PRICING FUTURES AND OPTIONS ON A BASKET OF TEMPERATURE INDICES.
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 2, p. 151
- By:
- Publication type:
- Article
8
IN THIS ISSUE.
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 2, p. 1
- Publication type:
- Article
9
THE EFFECTS OF TAIWAN VIX INDEX ON THE INTRADAY ORDERING BEHAVIOR OF STOCK INDEX OPTIONS.
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 1, p. 111
- By:
- Publication type:
- Article
10
NET BUYING PRESSURE, VOLATILITY SMILE, TRADING OPPORTUNITIES IN EURIBOR OPTIONS, AND IMPLICATION OF MARKET EFFICIENCY.
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 1, p. 79
- By:
- Publication type:
- Article
11
THE INFORMATION CONTENT OF IMPLIED COVOLATILITY AND COVARIANCE SWAP.
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 1, p. 51
- By:
- Publication type:
- Article
12
OTC DERIVATIVES: A COMPARATIVE ANALYSIS OF REGULATION IN THE UNITED STATES, EUROPEAN UNION, AND SINGAPORE.
- Published in:
- Review of Futures Markets, 2013, v. 21, p. 31
- By:
- Publication type:
- Article
13
IN THIS ISSUE.
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 1, p. 5
- By:
- Publication type:
- Article
14
SYSTEMIC RISK: CLUSTERING AND CONTAGION MECHANISMS.
- Published in:
- Review of Futures Markets, 2013, v. 21, p. 57
- By:
- Publication type:
- Article
15
THE TALE OF TWO REGULATIONS -- DODD-FRANK ACT AND BASEL III: A REVIEW AND COMPARISON OF THE TWO REGULATORY FRAMEWORKS.
- Published in:
- Review of Futures Markets, 2013, v. 21, p. 7
- By:
- Publication type:
- Article
16
IN THIS ISSUE.
- Published in:
- Review of Futures Markets, 2013, v. 21, p. 5
- By:
- Publication type:
- Article