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Understanding the VIX

Whaley, Robert E. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 98-105

Persistent link: https://www.econbiz.de/10003852143

Trading volatility : at what cost?

Whaley, Robert E. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 95-108

Persistent link: https://www.econbiz.de/10010246274

Implied volatility functions : empirical tests

Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996

Persistent link: https://www.econbiz.de/10000584825

Futures market volatility : what has changed?

Bollen, Nicolas P. B.; Whaley, Robert E. - In: The journal of futures markets 35 (2015) 5, pp. 426-454

Persistent link: https://www.econbiz.de/10011405386

Implied volatility functions : empirical tests

Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996

Persistent link: https://www.econbiz.de/10000936200

Does net buying pressure affect the shape of implied volatility functions?

Bollen, Nicolas P. B.; Whaley, Robert E. - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 711-753

Persistent link: https://www.econbiz.de/10002013823

Implied volatility functions : empirical tests

Dumas, Bernard - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2059-2106

Persistent link: https://www.econbiz.de/10001251913

Do expirations of Hang Seug Index derivatives affect stock market volatility?

Bollen, Nicolas P. B.; Whaley, Robert E. - In: Pacific-Basin finance journal 7 (1999) 5, pp. 453-470

Persistent link: https://www.econbiz.de/10001450512

Implied volatility functions : empirical tests

Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - In: New research in financial markets, (pp. 39-81). 2001

Persistent link: https://www.econbiz.de/10001674478

Levered and Inverse Vix Etp Option Contract Adjustments : No Harm, No Foul?

Tengulov, Angel - 2020

The terms of exchange-traded stock option contracts are usually adjusted when corporate actions take place. These adjustments are made to safeguard the value of the outstanding option contracts. Recently, a new type of corporate event has appeared—levered and inverse exchange-traded product...

Persistent link: https://www.econbiz.de/10012825447