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~isPartOf:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Chevallier, Julien"
~person:"Grasselli, Martino"
~person:"Lux, Thomas"
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Chevallier, Julien
Grasselli, Martino
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Bundesbank Series 1 Discussion Paper
International journal of theoretical and applied finance
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Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
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2
Volatility clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
3
Genetic Learning as an Explanation of Stylized Facts of Foreign Exchange Markets
Lux, Thomas
-
2016
Persistent link: https://www.econbiz.de/10012991383
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4
VIX versus VXX : a joint analytical framework
Grasselli, Martino
;
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012496543
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