Browsing by Author rp01125

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TitleAuthor(s)Issue DateViews
 
The term structure of Chinese Treasury yields: dynamic models and their forecasting ability
Proceeding/Conference:Annual Meeting of the Financial Management Association International, FMA 2011
2011
101
 
The Term Structure of VIX
Proceeding/Conference:2010 FMA European Conference
2010
124
 
The term structure of VIX
Proceeding/Conference:Financial Management Association (FMA) Asian Conference 2010
2009
85
 
The Term Structure of VIX
Journal:Journal of Futures Markets
2012
27
 
The term structure of VIX
Proceeding/Conference:Asian Finance Association (AsianFA) 2011 International Conference
2011
85
 
The Term Structure of VIX
Proceeding/Conference:International Risk Management Conference
2010
138
 
The term structure of VIX
Proceeding/Conference:Annual Asia-Pacific Futures Research Symposium
2012
85
 
Testing range estimators of historical volatility
Journal:Journal of Futures Markets
2006
229
 
The Chinese Warrant Market
Proceeding/Conference:China International Conference in Finance (CICF2008)
2008
79
 
The Dynamics of Interest Rate Term Structure
Proceeding/Conference:Quantitative Methods in Finance Conference
2008
97
 
The Market for Volatility Trading
Proceeding/Conference:Conference on Financial Modeling and Related Topics, Hong Kong, 16-17 January 2009
2009
103
 
The Market for Volatility Trading: Variance Futures
Proceeding/Conference:Financial Management Association (FMA) Annual Meeting
2008
76
 
2005
65
 
Variance term structure and VIX futures pricing
Journal:International Journal of Theoretical and Applied Finance
2007
186
 
VIX futures
Journal:Journal of Futures Markets
2006
127