Meriton Ibraimi und Zhang - Info zur Person

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A remark on Lin and Chang's paper 'Consistent modeling ...RePEc: Research Papers in Economics

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von J CHENG · · Zitiert von: 17 — Meriton IBRAIMI. (University of Zurich). Markus LEIPPOLD. (University of Zurich and Swiss Finance Institute). Jin E. ZHANG. (University of Hong Kong and ...

Instantaneous Squared VIX and VIX DerivativesACFR - AUT

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von X Luo · Zitiert von: 26 — [10] Cheng, Jun, Meriton Ibraimi, Markus Leippold and Jin E. Zhang, 2012, A remark on Lin and Chang's paper “Consistent modeling of S&P 500 and VIX ...

[PDF] Markus Leippold - SILO of research documentssilo.tips › download › markus-leippold-curriculum-vitae-february-2016

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Cheng, Meriton Ibraimi, and Jin E. Zhang), Journal of Economic Dynamics and Control, Volume 36, 2012, Data Snooping and the Global Accrual ...

EconPapers: A remark on Lin and Chang's paper ‘Consistent modeling of...

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By Jun Cheng, Meriton Ibraimi, Markus Leippold and Jin E. Zhang; Abstract: Lin and Chang (2009, 2010) establish a VIX futures and option pricing theory when ...

VARIANCE TERM STRUCTURE AND VIX FUTURES ...World Scientific Publishing

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von Y ZHU · · Zitiert von: 101 — Jun Cheng, Meriton Ibraimi, Markus Leippold and Jin E. Zhang. 1 May | Journal of Economic Dynamics and Control, Vol. 36, No. 5. An analytical formula for ...

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Cheng, Jun, Meriton Ibraimi, Markus Leippold and Jin E. Zhang, 2012, A Remark on Lin and Chang's Paper `Consistent modeling of S&P 500 and VIX ...

Markus Leippold Curriculum Vitae February PDF Free Download

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... s paper Consistent modeling of S&P 500 and VIX derivatives (with Jun Cheng, Meriton Ibraimi, and Jin E. Zhang), Journal of Economic Dynamics and Control, ...

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