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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
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A Markowitz optimization of commodity futures portfolios
You, Leyuan; Daigler, Robert T. - In: The journal of futures markets 33 (2013) 4, pp. 343-368
Persistent link: https://www.econbiz.de/10009725617
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Intraday trading and bid-ask spread characteristics for SPX and SPY options
Mishra, Suchismita; Daigler, Robert T. - In: The journal of derivatives : the official publication … 21 (2014) 3, pp. 70-84
Persistent link: https://www.econbiz.de/10010387685
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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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An examination of the complementary volume-volatility information theories
Chen, Zhiyao; Daigler, Robert T. - In: The journal of futures markets 28 (2008) 10, pp. 963-992
Persistent link: https://www.econbiz.de/10003769899
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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
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The effect of high-frequency market making on option market liquidity
Mishra, Suchi; Daigler, Robert T.; Holowczak, Richard - In: The journal of trading 11 (2016) 4, pp. 56-76
Persistent link: https://www.econbiz.de/10011697653