Items where Author is "Sandri, Matteo"

Journal Article

Fan, Rui and Taylor, Stephen John and Sandri, Matteo (2018) Density forecast comparisons for stock prices, obtained from high-frequency returns and daily option prices. Journal of Futures Markets, 38 (1). pp. 83-103. ISSN 0270-7314

Fu, Xi and Sandri, Matteo and Shackleton, Mark Broughton (2016) Asymmetric effects of volatility risk on stock returns : evidence from VIX and VIX futures. Journal of Futures Markets, 36 (11). pp. 1029-1056. ISSN 0270-7314