1
H index
1
i10 index
13
Citations
Schweizerische Nationalbank (SNB) | 1 H index 1 i10 index 13 Citations RESEARCH PRODUCTION: 1 Papers RESEARCH ACTIVITY: 1 years (2013 - 2013). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbu334 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ralf Buesser. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Empirical performance of component GARCH models in pricing VIX term structure and VIX futures. (2023). Tsai, Jeffrey Tzuhao ; Lo, Chien-Ling ; Chang, Li-Han ; Cheng, Hung-Wen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:122-142. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Variance Risk Premiums in Foreign Exchange Markets In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 13 |
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