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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"The journal of futures markets"
~person:"Das, Debojyoti"
~person:"Faff, Robert W."
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Aktienindex
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Das, Debojyoti
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ECONIS (ZBW)
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Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
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2
New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.
;
Brailsford, Timothy J.
;
Faff, …
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
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