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~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Dawson, Paul"
~person:"Wang, Zhiguang"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Research Report"
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Dawson, Paul
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The journal of futures markets
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1
Multistep forecast of the implied volatility surface using deep learning
Medvedev, Nikita
;
Wang, Zhiguang
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 645-667
Persistent link: https://www.econbiz.de/10013187579
Saved in:
2
A jump diffusion model for agricultural commodities with Bayesian analysis
Schmitz, Adam
;
Wang, Zhiguang
;
Kimn, Jung-han
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 235-260
Persistent link: https://www.econbiz.de/10010355435
Saved in:
3
Variance risk premiums and predictive power of alternative forward variances in the corn market
Wang, Zhiguang
;
Fausti, Scott W.
;
Qasmi, Bashir A.
- In:
The journal of futures markets
32
(
2012
)
6
,
pp. 587-608
Persistent link: https://www.econbiz.de/10010218789
Saved in:
4
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:
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
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