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2020
Mark The economic value of VIX ETPs
Christensen, Kim ; Christiansen, Charlotte ^LU and Posselt, Anders M. (2020) In Journal of Empirical Finance 58. p.121-138
- Contribution to journal › Article
2018
Mark What Drives Bitcoin Volatility?
Byström, Hans ^LU and Krygier, Dominika ^LU (2018) In Working Papers
- Working paper/Preprint › Working paper
2015
Mark Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges
Byström, Hans ^LU (2015) In Journal of Futures Markets 35(8). p.753-775
- Contribution to journal › Article
2014
Mark Language, News and Volatility
Byström, Hans ^LU (2014) In Working Papers
- Working paper/Preprint › Working paper
Mark Forward variance dynamics: Bergomi’s model revisited.
Aly, Sidi Mohamed ^LU (2014) In Applied Mathematical Finance 21(1). p.84-107
- Contribution to journal › Article
2012
Mark Essays on VIX Futures and Options
Huskaj, Bujar ^LU (2012)
- Thesis › Doctoral thesis (compilation)
2009
Mark Is the VIX futures market able to predict the VIX index? A test of the expectation hypothesis
Vilhelmsson, Anders ^LU and Nossman, Marcus ^LU (2009) In The Journal of Alternative Investments 12(2). p.54-67
- Contribution to journal › Article

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