Implied Volatility Dynamics Among Exchange-Traded Funds and Their Largest Component Stocks
Year of publication: |
2016
|
---|---|
Authors: | Krause, Timothy A. |
Other Persons: | Lien, Donald D. (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Indexderivat | Index derivative | Investmentfonds | Investment Fund | Aktienindex | Stock index | Index-Futures | Index futures |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Derivatives, Vol. 22, No. 1, 2014, pp. 7-26 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 10, 2014 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Implied volatility dynamics among exchange-traded funds and their largest component stocks
Krause, Timothy A., (2014)
-
Index trading and portfolio risk
Kvamvold, Joakim, (2017)
-
Dunham, Lee M., (2011)
- More ...
-
Exchange Traded Funds, Liquidity, and Market Volatility
Krause, Timothy A., (2017)
-
Risk and uncertainty in style rotation
Krause, Timothy A., (2018)
-
Hedge fund returns and uncertainty
Krause, Timothy A., (2019)
- More ...