//-->
Information in the cash market and stock index future market
Chan, Kalok, (1990)
A general volatility framework and the generalised historical volatility estimator
Bollen, Bernard, (1998)
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff, (1998)
The effect of futures trading on the price volatility of GNMA securities
Simpson, W. Gary, (1985)
Simpson, W. Gary, (1982)
An empirical test of agency cost reduction using interest rate swaps
Harper, Joel T., (2000)