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Share price volatility with the introduction of individual share futures on the Sydney Futures Exchange
Dennis, Steven A.; Sim, Ah-boon - In: International review of financial analysis 8 (1999) 2, pp. 153-163
Persistent link: https://www.econbiz.de/10001495512
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The market for options on ten-year Treasury bond futures in Australia : some empirical evidence using the Black model
Harrison, Mark - In: Review of futures markets 11 (1994) 3, pp. 369-410
Persistent link: https://www.econbiz.de/10001185975
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Markovian spot rate dynamics with stochastic volatility structures
Au, Kelly T. - In: Applied mathematical finance 4 (1997) 2, pp. 101-108
Persistent link: https://www.econbiz.de/10001226700
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Intertemporal volatility and price interactions between Australian and Japanese spot and future stock index markets
Sim, Ah-boon; Zurbreugg, Ralf - In: The journal of futures markets 19 (1999) 5, pp. 523-540
Persistent link: https://www.econbiz.de/10001410418
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Regulation change and volatility spillovers : evidence from China's stock markets
Chen, Zhian; Jiang, Hai; Sim, Ah-boon - In: Emerging markets finance & trade : a journal of the … 46 (2010) 6, pp. 140-157
Persistent link: https://www.econbiz.de/10009238965