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The pricing of unexpected volatility in the currency market
Lu, Wenna; Copeland, Laurence S.; Xu, Yongdeng - In: The European journal of finance 29 (2023) 17, pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
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LIFFE cycles : intraday evidence from the FTSE-100 Stock Index futures market
Abhyankar, Abhay; Copeland, Laurence S.; Wong, W. - In: The European journal of finance 5 (1999) 2, pp. 123-139
Persistent link: https://www.econbiz.de/10001439629
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Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia; Copeland, Laurence S. - In: The European journal of finance 29 (2023) 5, pp. 483-507
Persistent link: https://www.econbiz.de/10014322539