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Modelling financial time series
Taylor, Stephen - 1986
Persistent link: https://www.econbiz.de/10000692464
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An extensive analysis on the Japanese markets via S. Taylor' s model
Kariya, Takeaki (contributor) - 1995
Persistent link: https://www.econbiz.de/10000625222
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Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
Peters, Edgar E. - 1991 - 1. [print.]
Persistent link: https://www.econbiz.de/10000327743
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How efficient are the most liquid futures contracts? : a study of treasury bond futures
Taylor, Stephen - In: Review of futures markets 7 (1988), pp. 456-638
Persistent link: https://www.econbiz.de/10001273586
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Multivariate information dynamics between prices and futures trading volume
Hodgson, Allan; Masih, Abdul Mansur M.; Masih, Rumi - 1998
Persistent link: https://www.econbiz.de/10000992991
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A time series test of calendar seasonalities in the S & P 500 index since the introduction of index derivative securities
Cyr, Don J. - In: The journal of futures markets 14 (1994) 5, pp. 511-529
Persistent link: https://www.econbiz.de/10001169818
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The interrelation of stock and options market trading-volume data
Anthony, Joseph H. - In: The journal of finance : the journal of the American … 43 (1988) 4, pp. 949-964
Persistent link: https://www.econbiz.de/10001073072
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Implied volatility in options markets and conditional heteroscedasticity in stock markets
Choi, Seung-mook S. - In: The financial review : the official publication of the … 27 (1992) 4, pp. 503-530
Persistent link: https://www.econbiz.de/10001143740
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Price dynamics and error correction in stock index and stock index futures markets : a cointegration approach
Wahab, Mamoud S. - In: The journal of futures markets 13 (1993) 7, pp. 711-742
Persistent link: https://www.econbiz.de/10001152239
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An extensive analysis on the Japanese markets via S. Taylor's model
Kariya, Takeaki (contributor) - In: Financial engineering and the Japanese markets 2 (1995) 1, pp. 15-86
Persistent link: https://www.econbiz.de/10001189443