Bujar Huskaj (Former)

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2015
Mark Two order books are better than one? Trading at settlement (TAS) in VIX futures
Huskaj, Bujar ^LU and Nordén, Lars (2015) In Journal of Futures Markets 35(6). p.506-521
- Contribution to journal › Article
Mark An Empirical Study of the Dynamics of Implied Volatility Indices: International Evidence
Huskaj, Bujar ^LU and Larsson, Karl ^LU (2015)
- Working paper/Preprint › Working paper
2013
Mark A Term Structure Model for VIX Futures
Huskaj, Bujar ^LU and Nossman, Marcus (2013) In Journal of Futures Markets 33(5). p.421-442
- Contribution to journal › Article
Mark Long Memory in VIX Futures Volatility
Huskaj, Bujar ^LU (2013) In Review of Futures Markets 21(1). p.31-48
- Contribution to journal › Article
2012
Mark Essays on VIX Futures and Options
Huskaj, Bujar ^LU (2012)
- Thesis › Doctoral thesis (compilation)

Publications

Open access (%)

Subjects

Economics (5)

Frequent LU co-authors

Larsson, Karl (1)

Keywords

your query:: Remove author: Huskaj, Bujar (LU)