The new market for volatility trading
Year of publication: |
2010
|
---|---|
Authors: | Zhang, Jin E. ; Shu, Jinghong ; Brenner, Menachem |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 9, p. 809-833
|
Subject: | VIX futures | volatility trading | Volatilität | Volatility | Zinsstruktur | Yield curve | Index-Futures | Index futures | USA | United States | 1990-2009 |
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