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~person:"Bali, Turan G."
~person:"Hjalmarsson, Erik"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Working Paper"
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Bali, Turan G.
Hjalmarsson, Erik
McAleer, Michael
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Rise of the machines : algorithmic trading in the foreign exchange market
Chaboud, Alain
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
-
2009
Persistent link: https://www.econbiz.de/10009535470
Saved in:
2
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
-
2007
Persistent link: https://www.econbiz.de/10003997594
Saved in:
3
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
-
2013
Persistent link: https://www.econbiz.de/10010191590
Saved in:
4
The joint cross section of stocks and options
An, Byeong-je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
-
2013
Persistent link: https://www.econbiz.de/10010210735
Saved in:
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