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Volume relationships among types of traders in the financial futures markets
Wiley, Marilyn K. - In: The journal of futures markets 18 (1998) 1, pp. 91-113
Persistent link: https://www.econbiz.de/10001234358
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Intraday futures volatility and theories of market behavior
Daigler, Robert T. - In: The journal of futures markets 17 (1997) 1, pp. 45-74
Persistent link: https://www.econbiz.de/10001216344
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Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear; Daigler, Robert T.; Parhizgari, Ali M. - In: The journal of futures markets 37 (2017) 7, pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
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Depth characteristics for the electronic futures limit order book
Aidov, Alexandre; Daigler, Robert T. - In: The journal of futures markets 35 (2015) 6, pp. 542-560
Persistent link: https://www.econbiz.de/10011405409
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The limits to stock index arbitrage : examining S&P 500 futures and SPDRS
Richie, Nivine; Daigler, Robert T.; Gleason, Kimberly - In: The journal of futures markets 28 (2008) 12, pp. 1182-1205
Persistent link: https://www.econbiz.de/10003773148
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A simplified pricing model for volatility futures
Dupoyet, Brice; Daigler, Robert T.; Chen, Zhiyao - In: The journal of futures markets 31 (2011) 4, pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
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The performance of VIX option pricing models : empirical evidence beyond simulation
Wang, Zhiguang; Daigler, Robert T. - In: The journal of futures markets 31 (2011) 3, pp. 251-281
Persistent link: https://www.econbiz.de/10008908399
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A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung; Daigler, Robert T. - In: The journal of futures markets 34 (2014) 5, pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
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Persistence of volatility in futures markets
Chen, Zhiyao; Daigler, Robert T.; Parhizgari, Ali M. - In: The journal of futures markets 26 (2006) 6, pp. 571-594
Persistent link: https://www.econbiz.de/10003319540