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~person:"Cho, Jang Hyung"
~person:"Patterson, Fernando M."
~source:"econis"
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Cho, Jang Hyung
Patterson, Fernando M.
Daigler, Robert T.
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The implied convexity of VIX futures
Daigler, Robert T.
;
Dupoyet, Brice
;
Patterson, Fernando M.
- In:
The journal of derivatives : the official publication …
23
(
2016
)
3
,
pp. 73-90
Persistent link: https://www.econbiz.de/10011687233
Saved in:
2
The abnormal psychology of investment performance
Patterson, Fernando M.
;
Daigler, Robert T.
- In:
Review of financial economics : RFE
23
(
2014
)
2
,
pp. 55-63
Persistent link: https://www.econbiz.de/10010442607
Saved in:
3
A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
Saved in:
4
Derivatives pricing and liquidity dominance alternative trading venues
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
Journal of derivatives & hedge funds
17
(
2011
)
3
,
pp. 198-218
Persistent link: https://www.econbiz.de/10009385298
Saved in:
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