Clustering of Trading Activity in the DAX Index Options Market
Year of publication: |
2005-03
|
---|---|
Authors: | Koch, Alexander K. ; Lazarov, Zdravetz |
Institutions: | Department of Economics, Royal Holloway University of London |
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., (2001)
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Clustering of Trading Activity in the DAX Index Options Market
Koch, Alexander K., (2001)
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