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Sugar with your coffee? : fundamentals, financials, and softs price uncertainty
Covindassamy, Genèvre; Robe, Michel A.; Wallen, Jonathan - In: The journal of futures markets 37 (2017) 8, pp. 744-765
Persistent link: https://www.econbiz.de/10011950876
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Predicting financial volatility : high-frequency time-series forecasts vis-à-Vis implied volatility
Martens, Martin; Zein, Jason - In: The journal of futures markets 24 (2004) 11, pp. 1005-1028
Persistent link: https://www.econbiz.de/10002248611
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Estimation and forecasting of stock volatility with range-based estimators
Vipul, Joshy Jacob - In: The journal of futures markets 28 (2008) 6, pp. 561-581
Persistent link: https://www.econbiz.de/10003715011
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The specification of GARCH models with stochastic covariates
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of futures markets 28 (2008) 10, pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
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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
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Options listings and individual equity volatility
Jubinski, Daniel; Tomljanovich, Marc - In: The journal of futures markets 27 (2007) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003492992
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Estimation and hedging effectiveness of time-varying hedge ratio : flexible bivariate GARCH approaches
Park, Sung Y.; Jei, Sang Young - In: The journal of futures markets 30 (2010) 1, pp. 71-99
Persistent link: https://www.econbiz.de/10003962426
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The information content of model-free implied volatility
Cheng, Xin; Fung, Joseph K. W. - In: The journal of futures markets 32 (2012) 8, pp. 792-806
Persistent link: https://www.econbiz.de/10009554749
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An analytical formula for VIX futures and its applications
Zhu, Song-ping; Lian, Guang-hua - In: The journal of futures markets 32 (2012) 2, pp. 166-190
Persistent link: https://www.econbiz.de/10009487022
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Volatility risk premium in Indian options prices
Garg, Sonia; Vipul - In: The journal of futures markets 35 (2015) 9, pp. 795-812
Persistent link: https://www.econbiz.de/10011392659