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~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Chen, Zhiyao"
~person:"Dawson, Paul"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Research Report"
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Chen, Zhiyao
Dawson, Paul
Zhang, Jin E.
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7
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5
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The journal of futures markets
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The review of financial studies
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ECONIS (ZBW)
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1
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:
2
The impact of volatility derivatives on S&P500 volatility
Dawson, Paul
;
Staikouras, Sotiris K.
- In:
The journal of futures markets
29
(
2009
)
12
,
pp. 1190-1213
Persistent link: https://www.econbiz.de/10003900993
Saved in:
3
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:
4
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:
5
The intraday distribution of volatility and the value of wildcard options
Dawson, Paul
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 307-320
Persistent link: https://www.econbiz.de/10001485212
Saved in:
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