Information transmission across Eurodollar futures markets
Year of publication: |
1998
|
---|---|
Authors: | Lim, Kian-Guan |
Other Persons: | Terry, Eric (contributor) ; How, Desmond (contributor) |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 1.1998, 2, p. 235-245
|
Subject: | GARCH | Chicago Mercantile Exchange | Singapore International Monetary Exchange | Währungsderivat | Currency derivative | Volatilität | Volatility | Euromarkt | Euromarkets | Schätztheorie | Estimation theory | Theorie | Theory | 1986-1990 |
-
Stochastic volatility functions implicit in Eurodollar futures options
Bhanot, Karan, (1998)
-
The multifactor nature of the volatility of the eurodollar futures market
Chiarella, Carl, (2005)
-
The intraday multivariate structure of the Eurofutures markets
Ballocchi, Giuseppe, (1999)
- More ...
-
The valuation of multiple stock warrants
Lim, Kian-Guan, (2003)
-
The valuation of multiple stock warrants
Lim, Kian-Guan, (2003)
-
Style matters : investment performance presentation effects on investor preferences
Terry, Eric, (2012)
- More ...