No. 39-6, June 2019
Index
- Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model
- Institutional quality and sovereign credit default swap spreads
- Journal of Futures Markets: Volume 39, Number 6, June 2019
- Losers and prospectors in the short‐term options market
- Pricing variance swaps under the Hawkes jump‐diffusion process
- The impacts of public news announcements on intraday implied volatility dynamics
- Valuation and applications of compound basket options