Open and Closed Positions and Stock Index Futures Volatility
Year of publication: |
2012
|
---|---|
Authors: | Carchano, Oscar |
Other Persons: | Lucia, Julio J. (contributor) ; Pardo Tornero, Ángel (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Index-Futures | Index futures | Theorie | Theory |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 12, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1958606 [DOI] |
Classification: | C22 - Time-Series Models ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger, (2002)
-
Jablecki, Juliusz, (2014)
-
Asymmetry in the price impact of trades in an high-frequency microstructure model with jumps
Jondeau, Eric, (2013)
- More ...
-
A new perspective on the relationship between trading variables and volatility in futures markets
Carchano, Oscar, (2017)
-
Calendar Anomalies in Stock Index Futures
Carchano, Oscar, (2012)
-
Carchano, Oscar, (2012)
- More ...