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subject:"Risk management"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chang, Chia-Lin"
~person:"Minton, Bernadette A."
~subject:"United States"
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Risk management
United States
12-Month variance futures
1
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ARCH model
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Chang, Chia-Lin
Minton, Bernadette A.
Hammoudeh, Shawkat
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McAleer, Michael
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Charlin, Ventura
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Cifuentes, Arturo
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Grossmann, Axel
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Jimenez-Martin, Juan-Angel
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Lai, Yi-Hsun
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
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Fisher College of Business working paper series
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The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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