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Intradaily volatility and adjustment
Theobald, Michael; Yallup, Peter - In: Journal of international financial markets, … 15 (2005) 5, pp. 407-424
Persistent link: https://www.econbiz.de/10003270571
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Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market
Poshakwale, Sunil S.; Theobald, Michael - In: Journal of international financial markets, … 14 (2004) 4, pp. 385-400
Persistent link: https://www.econbiz.de/10002142015
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Mean reversion and basis dynamics
Theobald, Michael; Yallup, Peter - In: The journal of futures markets 21 (2001) 9, pp. 797-818
Persistent link: https://www.econbiz.de/10001595304