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~isPartOf:"KIER Working Papers"
~person:"McAleer, Michael"
~subject:"3-month variance futures"
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3-month variance futures
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The Rise and Fall of S&P500 Variance Futures
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
Institute of Economic Research, Kyoto University
-
2011
Modelling, monitoring and forecasting volatility are indispensible to sensible portfolio risk
management
. The …
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