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the journal of futures markets vol 19 no 2 195–216 1999 q 1999 by john wiley sons inc ccc 0270-731499020195-22 mid-day volatility spikes in us futures markets diane scott…
volatility futures at eurex axel vischer eurex business development equity & index derivatives november 2006 agenda n trading volatility: available instruments and concepts…
paola_zerilli_paper_fma.dvioption pricing and spikes in volatility: theoretical and empirical analysis∗ paola zerilli boston college abstract this paper considers
food price spikes, increasing volatility and global economic shocks: coping with challenges to food security in asia a comparative regional study of the experiences of ten…
emlyon quant 12 workshop 1 38 seasonal stochastic volatility and correlation together with the samuelson effect in commodity futures markets lorenz schneider emlyon business…
8/4/2019 price spikes and volatility (the new face of global agriculture) 1/368/4/2019 price spikes and volatility (the new face of global agriculture) 2/368/4/2019 price…
1.24.09.2012 option implied volatility skew parameters by terms: at the money implied volatilities by termsivt = atx + btx2 + ctconveniencskew skew skew skew skew skew skew…
“impact of stock futures on spot market volatility: a study on nifty” . a dissertation report on “impact of stock futures on spot market volatility: a study on nifty” …
caleb seeley fall 2009 ___________________________ * this report was completed in compliance with the duke community standard † professor george tauchen, faculty advisor
volatility and liquidity in futures markets
jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility christopher f bauma,b,1, paola zerillic adepartment of economics,…
implied volatility from options on gold futures: do econometric forecasts add value or simply paint the lilly? christopher j. neely* june 2, 2004 to be possess’d with double…
8/4/2019 the market for volatility trading vix futures 1/30the market for volatility trading; vix futuresmenachem brennerstern school of businessnew york universitynew york,…
g3982.docxresearch on futures price volatility transmission effect: evidence from the cbot and dce soybean futures quan gu*, xinghui lei school of economics and management,
soybean.dvifutures and options: the case of soybeans∗ martin richter danske research integrated time-series estimation ∗ the paper was partly written while
powerpoint volatility spillovers in commodity futures markets: a network approach jian yang j.p. morgan center for commodities, university of colorado denver, usa zheng li
powerpoint presentationtrading volatility chicago board options exchange trading volatility – 2 disclosures in order to simplify the computations, commissions have
nimbussanl-reguitalfutures trading, spot price volatility and market efficiency: evidence from european real estate securities futures article accepted version lee, c. l.,
pricing the cboe vix term structure and vix futures with realized volatility zhuo huang∗ chen tong† tianyi wang‡ may 2017 abstract using an extended lharg model proposed…
predictive accuracy of futures options implied volatility: the case of the exchange rate futures mexican peso – u.s. dollar guillermo benavides* tecnológico de monterrey…