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~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"mul"
~language:"spa"
~person:"Daigler, Robert T."
~person:"Ederington, Louis H."
~subject:"Commodity derivative"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Daigler, Robert T.
Ederington, Louis H.
Zhang, Jin E.
9
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The journal of futures markets
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4
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2
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ECONIS (ZBW)
13
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13
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1
Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
Saved in:
2
Examining the return-volatility relation for foreign exchange : evidence from the euro VIX
Daigler, Robert T.
;
Hibbert, Ann Marie
;
Pavlova, Ivelina
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 74-92
Persistent link: https://www.econbiz.de/10010254956
Saved in:
3
The return-implied volatility relation for commodity ETFs
Padungsaksawasdi, Chaiyuth
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 261-281
Persistent link: https://www.econbiz.de/10010355434
Saved in:
4
A Markowitz optimization of commodity futures portfolios
You, Leyuan
;
Daigler, Robert T.
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 343-368
Persistent link: https://www.econbiz.de/10009725617
Saved in:
5
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
6
The bias in time series volatility forecasts
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 305-323
Persistent link: https://www.econbiz.de/10003962585
Saved in:
7
An examination of the complementary volume-volatility information theories
Chen, Zhiyao
;
Daigler, Robert T.
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 963-992
Persistent link: https://www.econbiz.de/10003769899
Saved in:
8
Persistence of volatility in futures markets
Chen, Zhiyao
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
26
(
2006
)
6
,
pp. 571-594
Persistent link: https://www.econbiz.de/10003319540
Saved in:
9
Forecasting volatility
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of futures markets
25
(
2005
)
5
,
pp. 465-490
Persistent link: https://www.econbiz.de/10002811542
Saved in:
10
Volatility trade design
Chaput, J. Scott
;
Ederington, Louis H.
- In:
The journal of futures markets
25
(
2005
)
3
,
pp. 243-279
Persistent link: https://www.econbiz.de/10002647703
Saved in:
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