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    • The Rise and Fall of S&P500 Variance Futures 

      Chang, C-L.; Jimenez-Martin, J.A.; McAleer, M.; Perez Amaral, T. (College of Business and Economics, University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2011)
      Modelling, monitoring and forecasting volatility are indispensible to sensible portfolio risk management. The volatility of an asset of composite index can be traded by using volatility derivatives, such as volatility and ...