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- 2020
-
Mark
The economic value of VIX ETPs
(
- Contribution to journal › Article
- 2018
-
Mark
What Drives Bitcoin Volatility?
2018) In Working Papers(
- Working paper/Preprint › Working paper
- 2015
-
Mark
Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges
(
- Contribution to journal › Article
- 2014
-
Mark
Language, News and Volatility
2014) In Working Paper / Department of Economics, School of Economics and Management, Lund University(
- Working paper/Preprint › Working paper
-
Mark
Forward variance dynamics: Bergomi’s model revisited.
(
- Contribution to journal › Article
- 2012
-
Mark
Essays on VIX Futures and Options
2012)(
- Thesis › Doctoral thesis (compilation)
- 2009
-
Mark
Is the VIX futures market able to predict the VIX index? A test of the expectation hypothesis
(
- Contribution to journal › Article