| A term structure model for VIX futures B Huskaj, M Nossman Journal of Futures Markets 33 (5), 421-442, 2013 | 38 | 2013 |
| VIX Futures Trading Activity and Volatility B Huskaj Available at SSRN 2308001, 2015 | 22* | 2015 |
| Long memory in VIX futures volatility B Huskaj Review of Futures Markets 21 (1), 31-48, 2013 | 16* | 2013 |
| An empirical study of the dynamics of implied volatility indices: international evidence B Huskaj, K Larsson Quantitative Finance Letters 4 (1), 77-85, 2016 | 7 | 2016 |
| Two order books are better than one? Trading at settlement (TAS) in VIX futures B Huskaj, LL Nordén Journal of Futures Markets 35 (6), 506-521, 2015 | 7 | 2015 |
| Impacts of Credit Rating Announcements on Share Price in the NASDAQ Market and the Role Of the Credit Rating Agencies W Wu, A Michaildis, B Nilsson, B Huskaj Lund University School of Economics and Management, 2014 | 2 | 2014 |
| Essays on VIX Futures and Options B Huskaj Lund University, 2012 | | 2012 |
| Pricing Derivatives: Implementing Heston and Nandi's (2000) Model on the Swedish Stock Index B Huskaj, S Hanna | | 2007 |
| VIX Futures Volume and Volatility B Huskaj | | |
| Empiriskt test av den konsumtionsbaserade CAPM B Huskaj | | |
| Two Order Books are Better than One? B Huskaj, L Nordén | | |
