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subject:"Volatility"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The European journal of finance"
~person:"Ap Gwilym, Owain"
~subject:"options"
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The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
2
Volatility forecasting in the framework of the option expiry cycle
Ap Gwilym, Owain
;
Buckle, Michael J.
- In:
The European journal of finance
5
(
1999
)
1
,
pp. 73-94
Persistent link: https://www.econbiz.de/10001439610
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