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
Works matching IS 0898011X AND DT 2013 AND VI 21 AND IP 1
Results: 6
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2
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
3
INTRADAY DYNAMIC HEDGING AND FUTURES MARKET VOLATILITY.
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 1, p. 9
- By:
- Publication type:
- Article
4
IN THIS ISSUE.
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 1, p. 5
- By:
- Publication type:
- Article
5
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
6
LONG MEMORY IN VIX FUTURES VOLATILITY.
- Published in:
- Review of Futures Markets, 2013, v. 21, n. 1, p. 33
- By:
- Publication type:
- Article