Robert T. Daigler

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Person:2893206



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
Dynamics of information leadership in the volatility complex with trading time changes: Evidence from VIX futures and VIX ETPs
Algorithmic Finance
2022-09-16Paper
An unbiased autoregressive conditional intraday seasonal variance filtering process
Quantitative Finance
2012-06-26Paper


Research outcomes over time


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