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A Term Structure Model for VIX Futures
Huskaj, Bujar; Nossman, Marcus - In: The journal of futures markets 33 (2013) 5, pp. 421-442
Persistent link: https://www.econbiz.de/10010072343
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Risk contagion among international stock markets
Asgharian, Hossein; Nossman, Marcus - In: Journal of international money and finance 30 (2011) 1, pp. 22-39
Persistent link: https://www.econbiz.de/10008786946
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Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks
Asgharian, Hossein; Nossman, Marcus - In: The financial review : the official publication of the … 48 (2013) 2, pp. 343-363
Persistent link: https://www.econbiz.de/10010101238
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Jumps and stochastic volatility in oil prices: Time series evidence
Larsson, Karl; Nossman, Marcus - In: Energy economics 33 (2011) 3, pp. 504-515
Persistent link: https://www.econbiz.de/10008893701