Clustering of Trading Activity in the DAX Index Options Market
Year of publication: |
2001
|
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Authors: | Koch, Alexander K. ; Lazarov, Zdravetz |
Publisher: |
Bonn : University of Bonn, Bonn Graduate School of Economics (BGSE) |
Subject: | Clustering | Incidental Truncation | Index Options | Volume |
Series: | Bonn Econ Discussion Papers ; 30/2001 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 869496050 [GVK] hdl:10419/78402 [Handle] RePEc:zbw:bonedp:302001 [RePEc] |
Classification: | C24 - Truncated and Censored Models ; G10 - General Financial Markets. General |
Source: |
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Clustering of trading activity in the DAX index options market
Koch, Alexander K., (2001)
-
Clustering of Trading Activity in the DAX Index Options Market
Koch, Alexander K., (2005)
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Clustering of Trading Activity in the DAX Index Options Market
Koch, Alexander K., (2001)
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The trade-off between liquidity and precision of position in option contracts
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Clustering of trading activity in the DAX index options market
Koch, Alexander K., (2001)
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Clustering of trading activity in the DAX index options market
Koch, Alexander K., (2001)
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