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On the intraday relation between the VIX and its futures
Frijns, Bart; Tourani Rad, Alireza; Webb, Robert I. - In: The journal of futures markets 36 (2016) 9, pp. 870-886
Persistent link: https://www.econbiz.de/10011568650
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The information content of implied volatility : evidence from Australia
Frijns, Bart; Tallau, Christian; Tourani Rad, Alireza - In: The journal of futures markets 30 (2010) 2, pp. 134-155
Persistent link: https://www.econbiz.de/10003962434
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Contemporaneous spill-over among equity, gold, and exchange rate implied volatility indices
Badshah, Ihsan Ullah; Frijns, Bart; Tourani Rad, Alireza - In: The journal of futures markets 33 (2013) 6, pp. 555-572
Persistent link: https://www.econbiz.de/10009756565
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Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices
Badshah, Ihsan Ullah; Frijns, Bart; Tourani‐Rad, Alireza - In: The journal of futures markets 33 (2013) 6, pp. 555-572
Persistent link: https://www.econbiz.de/10010094096
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A maximal affine stochastic volatility model of oil prices
Frijns, Bart; Tallau, Christian; Tourani-Rad, Alireza - In: The journal of futures markets 30 (2010) 2, pp. 101-134
Persistent link: https://www.econbiz.de/10008348713
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The informativeness of trades and quotes in the FTSE 100 index futures market
Frijns, Bart; Tse, Yiuman - In: The journal of futures markets 35 (2015) 2, pp. 105-126
Persistent link: https://www.econbiz.de/10011348464