Density forecast comparisons for stock prices, obtained from high‐frequency returns and daily option prices
Fan, Rui, Taylor, Stephen J., Sandri, Matteo
Published in The journal of futures markets (01.01.2018)
Published in The journal of futures markets (01.01.2018)
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Journal Article
Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures
Fu, Xi, Sandri, Matteo, Shackleton, Mark B.
Published in The journal of futures markets (01.11.2016)
Published in The journal of futures markets (01.11.2016)
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Journal Article