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VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah; Ruan, Xinfeng; Zhang, Jin E. - In: The journal of futures markets 42 (2022) 6, pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
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VIX futures
Zhang, Jin E.; Zhu, Yingzi - In: The journal of futures markets 26 (2006) 6, pp. 521-531
Persistent link: https://www.econbiz.de/10003319527
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The new market for volatility trading
Zhang, Jin E.; Shu, Jinghong; Brenner, Menachem - In: The journal of futures markets 30 (2010) 9, pp. 809-833
Persistent link: https://www.econbiz.de/10008900929
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The dynamics of long forward rate term structures
Luo, Xingguo; Zhang, Jin E. - In: The journal of futures markets 30 (2010) 10, pp. 957-982
Persistent link: https://www.econbiz.de/10008900931
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Testing range estimators of historical volatility
Shu, Jinghong; Zhang, Jin E. - In: The journal of futures markets 26 (2006) 3, pp. 297-313
Persistent link: https://www.econbiz.de/10003304002
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The skewness implied in the Heston model and its application
Zhang, Jin E.; Zhen, Fang; Sun, Xiaoxia; Zhao, Huimin - In: The journal of futures markets 37 (2017) 3, pp. 211-237
Persistent link: https://www.econbiz.de/10011669807