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Temporal relationships and dynamic interactions between spot and futures stock markets
Koutmos, Gregory - In: The journal of futures markets 16 (1996) 1, pp. 55-69
Persistent link: https://www.econbiz.de/10001193437
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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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Speculative activity and stock market volatility
Chatrath, Arjun - In: Journal of economics & business 50 (1998) 4, pp. 323-337
Persistent link: https://www.econbiz.de/10001248858
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The relation between implied and realized volatility
Christensen, Bent Jesper - In: Journal of financial economics 50 (1998) 2, pp. 125-150
Persistent link: https://www.econbiz.de/10001250560
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Common volatility in major stock index futures markets
Booth, G. Geoffrey; Chowdhury, Mustafa; Tse, Yiuman - 1995
Persistent link: https://www.econbiz.de/10000921825
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The relation between implied and realized volatility
Christensen, Bent Jesper; Prabhala, N. R. - 1998
Persistent link: https://www.econbiz.de/10000995465
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A general volatility framework and the generalised historical volatility estimator
Bollen, Bernard - 1998
Persistent link: https://www.econbiz.de/10000995980
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Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L. - 1997
Persistent link: https://www.econbiz.de/10000964264
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Time-varying volatility in Canadian and US stock index and index futures markets : a multivariate analysis
Racine, Marie D.; Ackert, Lucy F. - 1999
Persistent link: https://www.econbiz.de/10001408054
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188