Blar i Brage NMBU på forfatter "Helle, Huldeborg Elin"
-
The weekend volatility effect, value at risk and option pricing in the market for gold futures at the Chicago Mercantile Exchange
Helle, Huldeborg Elin (Master thesis, 2013-10-21)This thesis’ objective is to explore the existence of a Weekend Volatility Effect in the market for gold futures at the Chicago Mercantile Exchange during the period 1992-‐ 2012, providing ...