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The return-implied volatility...
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1
Volume weighted volatility : empirical evidence for a new realised volatility measure
Padungsaksawasdi, Chaiyuth
;
Daigler, Robert T.
- In:
International journal of banking, accounting and finance
9
(
2018
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10011955195
Saved in:
2
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
Saved in:
3
Futures bibliography
Daigler, Robert T.
(
contributor
)
- In:
The journal of futures markets
(
1995
)
Persistent link: https://www.econbiz.de/10001273439
Saved in:
4
The impact of trader type on the futures volatility-volume relation
Daigler, Robert T.
;
Wiley, Marilyn K.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
6
,
pp. 2297-2316
Persistent link: https://www.econbiz.de/10001496836
Saved in:
5
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
Saved in:
6
Hedging money market CDs with Treasury-bill futures
Parker, Jack W.
- In:
The journal of futures markets
1
(
1981
)
4
,
pp. 597-606
Persistent link: https://www.econbiz.de/10001081054
Saved in:
7
Is international diversification really beneficial?
You, Leyuan
;
Daigler, Robert T.
- In:
Journal of banking & finance
34
(
2010
)
1
,
pp. 163-173
Persistent link: https://www.econbiz.de/10003905752
Saved in:
8
Derivatives pricing and liquidity dominance alternative trading venues
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
Journal of derivatives & hedge funds
17
(
2011
)
3
,
pp. 198-218
Persistent link: https://www.econbiz.de/10009385298
Saved in:
9
The strength and source of asymmetric international diversification
You, Leyuan
;
Daigler, Robert T.
- In:
Journal of economics and finance
34
(
2010
)
3
,
pp. 349-364
Persistent link: https://www.econbiz.de/10008990253
Saved in:
10
Examining the return-volatility relation for foreign exchange : evidence from the euro VIX
Daigler, Robert T.
;
Hibbert, Ann Marie
;
Pavlova, Ivelina
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 74-92
Persistent link: https://www.econbiz.de/10010254956
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