Norman J. Seeger

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Empirical Analysis of Affine Versus Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices
Journal of Business and Economic Statistics
2025-01-20Paper
VIX derivatives, hedging and vol-of-vol risk
European Journal of Operational Research
2020-01-23Paper


Research outcomes over time


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