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Dr Matteo Sandri

Formerly at Lancaster University

  1. Published

    Density forecast comparisons for stock prices, obtained from high-frequency returns and daily option prices

    Fan, R., Taylor, S. J. & Sandri, M., 01/2018, In: Journal of Futures Markets. 38, 1, p. 83-103 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Published

    Asymmetric effects of volatility risk on stock returns: evidence from VIX and VIX futures

    Fu, X., Sandri, M. & Shackleton, M. B., 11/2016, In: Journal of Futures Markets. 36, 11, p. 1029-1056 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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