Market risk and the concept of fundamental volatility : measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets
Year of publication: |
1999
|
---|---|
Authors: | Hwang, Soosung ; Satchell, S. |
Publisher: |
Warwick Business School Financial Econometrics Research Centre |
Subject: | HB Economic Theory | HG Finance | QA Mathematics |
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