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LIFFE cycles : intraday evidence from the FTSE-100 Stock Index futures market
Abhyankar, Abhay; Copeland, Laurence S.; Wong, W. - In: The European journal of finance 5 (1999) 2, pp. 123-139
Persistent link: https://www.econbiz.de/10001439629
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Hedging effectiveness in the index futures market
Copeland, Laurence S. (contributor); Zhu, Yanhui (contributor) - 2006
Persistent link: https://www.econbiz.de/10003390738
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The CDS-bond basis puzzle in the financial sector
Kryukova, Marina; Copeland, Laurence S. - 2015
Persistent link: https://www.econbiz.de/10011471435
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Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia; Copeland, Laurence S. - In: The European journal of finance 29 (2023) 5, pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
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A stochastic volatility model with Markov switching
So, Mike Ka-pui - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
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Forecasting exchange rate volatility using autoregressive random variance model
So, Mike Ka-pui; Lam, Kin; Li, Wai Keung - In: Applied financial economics 9 (1999) 6, pp. 583-591
Persistent link: https://www.econbiz.de/10001525271
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An empirical test of the variance gamma option pricing model
Lam, Kin; Chang, Eric Chieh; Lee, M. C. - In: Pacific-Basin finance journal 10 (2002) 3, pp. 267-285
Persistent link: https://www.econbiz.de/10001705578