The temporal relationship between derivatives trading and spot market volatility in the UK : empirical analysis and Monte Carlo evidence
Kyriacos Kyriacou; Lucio Sarno
| Year of publication: |
1999
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|---|---|
| Authors: | Kyriacou, Kyriacos ; Sarno, Lucio |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 19.1999, 3, p. 245-270
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| Subject: | Derivat | Derivative | Börsenkurs | Share price | Volatilität | Volatility | Lag-Modell | Lag model | Monte-Carlo-Simulation | Monte Carlo simulation | Großbritannien | United Kingdom | 1992-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001377821