Work

The rise and fall of S&P500 variance futures

Year: 2012

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2012.06.011

Authors: Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Perez Amaral

Institutions: National Chung Hsing University, National Taipei University, Universidad Complutense de Madrid, Tinbergen Institute, Kyoto University, Erasmus University Rotterdam

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2166960396

FWCI: 8.508

Cites: 27

Cited by: 21

Related to: 10