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Volumn 35, Issue 3, 2009, Pages

Understanding the VIX

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EID: 65649085987     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2009.35.3.098     Document Type: Article
Times cited : (421)

References (6)
  • 1
    • 1842663101 scopus 로고    scopus 로고
    • Does net buying pressure affect the shape of implied volatility functions?
    • Bollen, Nicolas P.B., and Robert E. Whaley. "Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? Journal of Finance, 59 (2004), pp. 711-754.
    • (2004) Journal of Finance , vol.59 , pp. 711-754
    • Bollen, N.P.B.1    Whaley, R.E.2
  • 2
    • 0039245811 scopus 로고    scopus 로고
    • Towards a theory of volatility trading
    • edited by Robert A. Jarrow, New York: Risk Books
    • Carr, Peter, and Dileep Madan. "Towards a Theory of Volatility Trading." In Volatility edited by Robert A. Jarrow, pp. 417-427. New York: Risk Books, 1998.
    • (1998) Volatility , pp. 417-427
    • Carr, P.1    Madan, D.2
  • 3
    • 33646687136 scopus 로고    scopus 로고
    • Chicago Board Options Exchange. Working Paper
    • Chicago Board Options Exchange. "VIX: CBOE Volatility Index." Working Paper, 2003.
    • (2003) VIX: CBOE Volatility Index
  • 5
    • 0001908035 scopus 로고
    • Derivatives on market volatility: Hedging tools long overdue
    • Whaley, Robert E. "Derivatives on Market Volatility: Hedging Tools Long Overdue." Journal of Derivatives, 1 (1993), pp. 71-84.
    • (1993) Journal of Derivatives , vol.1 , pp. 71-84
    • Whaley, R.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.