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The new market for volatility trading
Zhang, Jin E.; Shu, Jinghong; Brenner, Menachem - In: The journal of futures markets 30 (2010) 9, pp. 809-833
Persistent link: https://www.econbiz.de/10008900929
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Testing range estimators of historical volatility
Shu, Jinghong; Zhang, Jin E. - In: The journal of futures markets 26 (2006) 3, pp. 297-313
Persistent link: https://www.econbiz.de/10003304002
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Causality in the VIX futures market
Shu, Jinghong; Zhang, Jin E. - In: The journal of futures markets 32 (2012) 1, pp. 24-46
Persistent link: https://www.econbiz.de/10010218057
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Investor sentiment, variance risk premium and delta-hedged gains
Chen, Yankun; Shu, Jinghong; Zhang, Jin E. - In: Applied economics 48 (2016) 31/33, pp. 2952-2964
Persistent link: https://www.econbiz.de/10011615237