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Trading volatility : at what cost?
Whaley, Robert E. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 95-108
Persistent link: https://www.econbiz.de/10010246274
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Understanding the VIX
Whaley, Robert E. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 98-105
Persistent link: https://www.econbiz.de/10003852143
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Do expirations of Hang Seug Index derivatives affect stock market volatility?
Bollen, Nicolas P. B.; Whaley, Robert E. - In: Pacific-Basin finance journal 7 (1999) 5, pp. 453-470
Persistent link: https://www.econbiz.de/10001450512
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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000936200
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Implied volatility functions : empirical tests
Dumas, Bernard - In: The journal of finance : the journal of the American … 53 (1998) 6, pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - 1996
Persistent link: https://www.econbiz.de/10000584825
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Implied volatility functions : empirical tests
Dumas, Bernard; Fleming, Jeff; Whaley, Robert E. - In: New research in financial markets, (pp. 39-81). 2001
Persistent link: https://www.econbiz.de/10001674478
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Does net buying pressure affect the shape of implied volatility functions?
Bollen, Nicolas P. B.; Whaley, Robert E. - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 711-753
Persistent link: https://www.econbiz.de/10002013823
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Volatility derivatives
Whaley, Robert E. - 2008
Persistent link: https://www.econbiz.de/10003763512
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Futures market volatility : what has changed?
Bollen, Nicolas P. B.; Whaley, Robert E. - In: The journal of futures markets 35 (2015) 5, pp. 426-454
Persistent link: https://www.econbiz.de/10011405386