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Volatility and trading demands in stock index futures
Pan, Ming-Shiun; Liu, Y. Angela; Roth, Herbert J. - In: The journal of futures markets 23 (2002) 4, pp. 399-414
Persistent link: https://www.econbiz.de/10001765137
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Common stochastic trends and volatility in Asian-Pacific equity markets
Pan, Ming-Shiun; Liu, Y. Angela; Roth, Herbert J. - In: Global finance journal 10 (1999) 2, pp. 161-172
Persistent link: https://www.econbiz.de/10001493037
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Mean and volatility spillover effects in the US and Pacific-Basin stock markets
Liu, Y. Angela; Pan, Ming-Shiun - In: Multinational finance journal : MF ; quarterly … 1 (1997) 1, pp. 47-62
Persistent link: https://www.econbiz.de/10001443878