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260
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198
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194
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180
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151
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137
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137
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136
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135
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133
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132
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132
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132
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130
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129
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129
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128
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125
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124
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122
Creedy, John
121
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121
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118
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118
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113
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111
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ECONIS (ZBW)
119,109
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1
Derivative
asset analysis in models with level-dependent and stochastic
volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
2
Margin requirements,
volatility
, and market integrity : what have we learned since the crash?
Kupiec, Paul H.
-
1997
Persistent link: https://www.econbiz.de/10000966018
Saved in:
3
Price and volume effects associated with listings and expirations of
derivative
warrants on the stock exchange of Hong Kong
Wei, K. C. John
;
Chan, Yue-cheong
-
1997
Persistent link: https://www.econbiz.de/10000977568
Saved in:
4
Local parametric analysis of derivatives pricing and hedging
Bossaerts, Peter L.
;
Hillion, Pierre Henri
-
1997
Persistent link: https://www.econbiz.de/10000980780
Saved in:
5
The effect of contemporaneous futures market volume on spot market
volatility
Board, John L. G.
;
Sandmann, Gleb
;
Sutcliffe, Charles M. S.
-
1997
Persistent link: https://www.econbiz.de/10000975065
Saved in:
6
Margin requirements,
volatility
, and market integrity : what have we learned since the crash?
Kupiec, Paul H.
-
1997
Persistent link: https://www.econbiz.de/10000633327
Saved in:
7
Financial globalisation, derivatives,
volatility
and the challenge for the policies of central banks
Goodhart, Charles A. E.
-
1995
Persistent link: https://www.econbiz.de/10000612642
Saved in:
8
Pricing and hedging
derivative
securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000646551
Saved in:
9
Liquidity-induced dynamics in futures markets
Fagan, Stephen
;
Gençay, Ramazan
-
2007
liquid instrument suffers from liquidity shocks that induce periods of increased
volatility
and significant return …
Persistent link: https://www.econbiz.de/10011523414
Saved in:
10
Forward trading and collusion of firms in volatile markets
Aichele, Markus
-
2014
Commodity markets are characterized by large volumes of forward contracts as well as high
volatility
. They are often …, forward trading and
volatility
simultaneously. The expected collusive pro t may depart from the monopoly outcome in a volatile …
Persistent link: https://www.econbiz.de/10010426239
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