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Volatility
USA
36
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36
Börsenkurs
20
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20
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20
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20
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20
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19
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English
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Whaley, Robert E.
15
Dumas, Bernard
6
Fleming, Jeff
6
Bollen, Nicolas P. B.
4
Barraclough, Kathryn
1
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1
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The journal of finance : the journal of the American Finance Association
3
The journal of futures markets
2
The journal of portfolio management : a publication of Institutional Investor
2
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1
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1
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ECONIS (ZBW)
15
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1
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
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2
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
Saved in:
3
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
4
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000584825
Saved in:
5
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
Saved in:
6
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Early experience of put options on stocks
Barraclough, Kathryn
;
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
67
(
2012
)
4
,
pp. 1423-1456
Persistent link: https://www.econbiz.de/10010219834
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