VIX and VIX Futures Pricing Algorithms: Cultivating Understanding

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Modern Economy

ISSN Print: 2152-7245
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"VIX and VIX Futures Pricing Algorithms: Cultivating Understanding"
written by Hancock G. D’Anne,
published by Modern Economy, Vol.3 No.3, 2012

has been cited by the following article(s):

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[1]	Nonlinear GARCH-type models for ordinal time series Stochastic Environmental Research and Risk Assessment, 2024 DOI:10.1007/s00477-023-02591-1

[2]	Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning The Journal of Finance and Data Science, 2021 DOI:10.1016/j.jfds.2021.06.001

[3]	Torpedo Your Competition: Strategic Reporting and Peer Firm IPO SSRN Electronic Journal , 2020 DOI:10.2139/ssrn.3682867

[4]	Torpedo Your Competition: Strategic Reporting and Peer Firm IPO SSRN Electronic Journal , 2020 DOI:10.2139/ssrn.3682867

[5]	Measures of Dispersion and Serial Dependence in Categorical Time Series Econometrics, 2019 DOI:10.3390/econometrics7020017

[6]	Financial Contagion Effect and Investor Behavior in African Financial Markets During the 2007–09 Global Financial Crisis SSRN Electronic Journal , 2019 DOI:10.2139/ssrn.3442636

[7]	Measures of Dispersion and Serial Dependence in Categorical Time Series Econometrics, 2019 DOI:10.3390/econometrics7020017

Follow SCIRP

	+1 323-425-8868
	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

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