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A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong - In: Journal of econometrics 72 (1996) 1, pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
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The dynamics of S&P 500 index and S&P 500 futures intraday price volatilities
Cheung, Yin-Wong - In: Review of futures markets 9 (1990) 2, pp. 458-486
Persistent link: https://www.econbiz.de/10001124321