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Change in unconditional foreign exchange rate volatility : an analysis of the GBP and USD price of the Euro from 2002 to 2003

Heaney, Richard A.; Pattenden, Kerry - In: Applied economics letters 12 (2005) 15, pp. 929-932

Persistent link: https://www.econbiz.de/10003237730

Volatility in returns from trading

Heaney, Richard A.; Foster, F. Douglas; Gregor, Shirley; … - In: The journal of behavioral finance : a publication of … 8 (2007) 1, pp. 35-42

Persistent link: https://www.econbiz.de/10003496706

An examination of the variation in equity market returns and volatility in the Asia Pacific region

Heaney, Richard A. - 1997

Persistent link: https://www.econbiz.de/10000978403

Predictability of Implied Volatility : Evidence from the Over-the-counter Currency Option Markets

Wong, Alfred H.S. - 2011

This paper provides an empirical study on the predictability of implied volatility using dataset collected from the London over-the-counter currency option market. The present work is motivated by the lack of empirical studies that address implied volatility characteristics across various...

Persistent link: https://www.econbiz.de/10013121151

Seasonal factors and outlier effects in rate of return on electricity spot prices in Australia's national electricity market

Thomas, Stuart; Ramiah, Vikash; Mitchell, Heather; … - In: Applied economics 43 (2011) 1/3, pp. 355-369

Persistent link: https://www.econbiz.de/10009012241

Volatility smile and one-month foreign currency volatility forecasts

Wong, Alfred Huah-Syn; Heaney, Richard A. - In: The journal of futures markets 37 (2017) 3, pp. 286-312

Persistent link: https://www.econbiz.de/10011669812