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Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L. - 1997
Persistent link: https://www.econbiz.de/10000964264
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Simultaneous volatility transmission and spillover effects
Gannon, Gerard L. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035616
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Simultaneous volatility transmission and spillover effects
Gannon, Gerard L. - In: Review of Pacific Basin financial markets and policies 13 (2010) 1, pp. 127-156
Persistent link: https://www.econbiz.de/10008857171
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Market makers V's the general public : a first look at S&P500 futures trade data
Gannon, Gerard L. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003794270
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Simultaneous volatility transmissions and spillover effects : US and Hong Kong Stock and futures markets
Gannon, Gerard L. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035603
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Simultaneous volatility transmissions and spillover effects : US and Hong Kong stock and futures markets
Gannon, Gerard L. - In: International review of financial analysis 14 (2005) 3, pp. 326-336
Persistent link: https://www.econbiz.de/10002960529
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The trading performance of dynamic hedging models : time varying covariance and volatility transmission effects
Chng, Michael T. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003794234
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Trading performance of dynamic hedging models : time varying covariance and volatility transmission Effects
Chng, Michael T.; Gannon, Gerard L. - 2009
Persistent link: https://www.econbiz.de/10003958883
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Transmigration across price discovery categories : evidence from the US CDS and equity markets
Xiang, Vincent; Chng, Michael; Fang, Victor - In: The journal of futures markets 33 (2013) 6, pp. 573-599
Persistent link: https://www.econbiz.de/10009756561