The rise and fall of S&P500 variance futures
Year of publication: |
2013
|
---|---|
Authors: | Chang, Chia-Lin ; Jimenez-Martin, Juan-Angel ; McAleer, Michael ; Amaral, Teodosio Perez |
Published in: |
The North American Journal of Economics and Finance. - Elsevier, ISSN 1062-9408. - Vol. 25.2013, C, p. 151-167
|
Publisher: |
Elsevier |
Subject: | Risk management | Financial derivatives | Futures | Options | Swaps | 3-Month variance futures | 12-Month variance futures | Risk exposure | Volatility |
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