Top results
1 the effect of futures trading on the underlying volatility: evidence from the indian stock market p. sakthivel** abstract the effect of the introduction of futures trading…
impact of futures introduction on underlying index volatility evidence from india abstract this paper addresses whether and to what extent the introduction of index futures…
volatility futures at eurex axel vischer eurex business development equity & index derivatives november 2006 agenda n trading volatility: available instruments and concepts…
emlyon quant 12 workshop 1 38 seasonal stochastic volatility and correlation together with the samuelson effect in commodity futures markets lorenz schneider emlyon business…
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…
thesis for master in international economics and business studiesthesis for master in international economics and business studies unraveling the underlying causes of price
livestock futures and options: introduction to underlying market fundamentalsconclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
predictive accuracy of futures options implied volatility: the case of the exchange rate futures mexican peso – u.s. dollar guillermo benavides* tecnológico de monterrey…