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northwestern university information and volatility dynamics in the bitcoin futures market by zachary herron a thesis submitted in partial fulfillment for the degree of bachelor…
volatility transmission between gold and oil futures under structural breaks bradley t. ewing a and farooq malik b abstract: this paper employs univariate and bivariate garch…
cboe volatility index® (vix® index®) futures what is the vix? the cboe volatility index (vix index) is a key measure of market expectations of near-term volatility conveyed…
1. volatility linkages between gold futures in emerging markets hasan f. baklaci (izmir university of economics-turkey) Ömür sÜer (galatasaray university-turkey) tezer…
8/13/2019 directional exposure to volatility via listed futures agosto 1/14|s&p indices research & design october 2010access to volatility via listed futures in certain…
forecasting the volatility of eua futures with economic policy uncertainty using the garch-midas modelforecasting the volatility of eua futures with economic
factor structure in commodity futures returns and volatilitypeter christoffersen, rotman, cbs and creates asger lunde, aarhus university and creates kasper olesen, bofa merrill
the volatility of returns from commodity futures: evidence from indiaresearch open access the volatility of returns from commodity futures: evidence from india isita mukherjee*
the return–volatility relation in commodity futures marketsthis is a repository copy of the return–volatility relation in commodity futures markets. white rose
pricing for stochastic volatility models anatoliy swishchuk department of mathematics and statistics university of calgary 2500 university drive nw calgary, alberta, canada,
pricing vix futures with stochastic volatility and random jumpspricing vix futures with stochastic volatility and random jumps song-ping zhu, guang-hua lian* school of math.
front. bus. res. china 2011, 5(3): 512–536 doi 10.1007/s11782-011-0143-2 received december 10, 2010 yun wang ( ) center for non-traditional security studies, hubei
microsoft word - thesis.doccaleb seeley fall 2009 ___________________________ * this report was completed in compliance with the duke community standard † professor
vvolatility transmission between gold and oil futures under structural breaks bradley t. ewing a and farooq malik b abstract: this paper employs univariate and bivariate
the fpo fuxns furunps ranr as a pnenrcror of feosrar rgserve porrcv joel t. krueger kenneth n. kuttner introduction monetary policy's effects on the economy are pervasive,…
the office of financial research (ofr) working paper series allows members of the ofr staff and their coauthors to disseminate preliminary research findings in a format intended…
economic uncertainty and commodity futures volatility∗ sumudu w. watugala† december 7, 2014‡ abstract this paper investigates the dynamics of commodity futures volatility.…
international econometric review ier 33 the commodity futures volatility and macroeconomic fundamentals – the case of oil and oilseed commodities in india ms suranjana…
volatility measurement and comparison between spot and futures markets govind chandra patra assistant professor regional college of management autonomous mba dept. bhubaneswar,…
munich personal repec archive futures basis, inventory and commodity price volatility: an empirical analysis symeonidis, lazaros and prokopczuk, marcel and brooks, chris…