Clustering of Trading Activity in the DAX Index Options Market
Year of publication: |
2001-11
|
---|---|
Authors: | Koch, Alexander K. ; Lazarov, Zdravetz |
Institutions: | University of Bonn, Germany |
Subject: | Clustering | Incidental Truncation | Index Options | Volume |
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Clustering of Trading Activity in the DAX Index Options Market
Koch, Alexander K., (2001)
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Clustering of Trading Activity in the DAX Index Options Market
Koch, Alexander K., (2005)
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Clustering of trading activity in the DAX index options market
Koch, Alexander K., (2001)
- More ...
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Modeling and Forecasting DAX Index Volatility
Lazarov, Zdravetz, (2004)
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Distribution of Trading Activity across Strike Prices in the DAX Index Options Market
Lazarov, Zdravetz, (2004)
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An experimental test of career concerns
Koch, Alexander K., (2004)
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