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The impact of firm specific news on implied volatilities
Donders, Monique; Vorst, Ton - 1994
Persistent link: https://www.econbiz.de/10000912211
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A threshold error-correction model for intraday futures and index returns
Martens, Martin - In: Journal of applied econometrics 13 (1998) 3, pp. 245-263
Persistent link: https://www.econbiz.de/10001244202
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The impact of firm specific news on implied volatilities
Donders, Monique; Vorst, Ton - 1996
Persistent link: https://www.econbiz.de/10000966915
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An empirical analysis of CDO data
Leijdekker, Vincent; Voort, Martijn van der; Vorst, Ton - In: Credit risk : models, derivatives, and management, (pp. 457-484). 2008
Persistent link: https://www.econbiz.de/10003718593