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~isPartOf:"The journal of futures markets"
~person:"Bohl, Martin T."
~person:"Clements, Adam"
~person:"Hautsch, Nikolaus"
~person:"Ma, Feng"
~person:"Wohar, Mark E."
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Search: subject_exact:"Volatilität"
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Bohl, Martin T.
Clements, Adam
Hautsch, Nikolaus
Ma, Feng
Wohar, Mark E.
Zhang, Jin E.
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The journal of futures markets
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Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
2
Directly pricing VIX futures with observable dynamic jumps based on high-frequency VIX
Jiang, Gongyue
;
Qiao, Gaoxiu
;
Ma, Feng
;
Wang, Lu
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1518-1548
Persistent link: https://www.econbiz.de/10013288000
Saved in:
3
Spot market volatility and futures trading : the pitfalls of using a dummy variable approach
Bohl, Martin T.
;
Diesteldorf, Jeanne
;
Salm, Christian
; …
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10011567524
Saved in:
4
Do individual index futures investors destabilize the underlying spot market?
Bohl, Martin T.
;
Salm, Christian
;
Wilfling, Bernd
- In:
The journal of futures markets
31
(
2011
)
1
,
pp. 81-101
Persistent link: https://www.econbiz.de/10008908410
Saved in:
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