Goto, Mika (contributor); Karolyi, G. Andrew (contributor) - 2004 - [Elektronische Ressource]
nonparametric techniques to test for changes in volatility around key supply-driven
events in the U.K. (most notably, the expiry of … constraints. Mount (2001) shows that the U.K. experienced
an unusual pattern of price spikes associated with the use of market …