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Assessing the economic significance of the intra-daily volatility seasonalities
Lazarov, Zdravetz N. - 2005
Persistent link: https://www.econbiz.de/10003264009
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Clustering of trading activity in the DAX index options market
Koch, Alexander K.; Lazarov, Zdravetz N. - 2001
Persistent link: https://www.econbiz.de/10001642009
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Three essays on the econometrics of options markets
Lazarov, Zdravetz N. - 2004
Persistent link: https://www.econbiz.de/10002613885
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Modeling and forecasting DAX index volatility
Lazarov, Zdravetz (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040246
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Distribution of trading activity across strike prices in the DAX index options market
Lazarov, Zdravetz (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002040448
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Clustering of trading activity in the DAX index options market
Koch, Alexander K.; Lazarov, Zdravetz N. - 2001
Trades in DAX index options with identical maturities cluster around particular classes of strike prices. For example, options with strikes ending on 50 are less traded than options with strikes ending on 00. Clustering is higher when options with close strike prices are good substitutes. The...
Persistent link: https://www.econbiz.de/10011539670