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A reconsideration of the volume : volatility relationship in the futures market for stocks
Moosa, Imad A.; Bollen, Bernard - In: The Asia Pacific journal of economics and business : APJEB 7 (2003), pp. 2/p78-88
Persistent link: https://www.econbiz.de/10002519336
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A benchmark for measuring bias in estimated daily value at risk
Moosa, Imad A.; Bollen, Bernard - In: International review of financial analysis 11 (2002) 1, pp. 85-100
Persistent link: https://www.econbiz.de/10001745213