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Pricing vulnerable options with jump clustering
Ma, Yong; Shrestha, Keshab; Xu, Weidong - In: The journal of futures markets 37 (2017) 12, pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
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Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo; Wang, Tianyi; Hansen, Peter Reinhard - In: The journal of futures markets 37 (2017) 4, pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
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An intraday analysis of bid-ask spreads and price volatility in the S&P 500 index futures market
Wang, George H. K. (contributor) - In: The journal of futures markets 14 (1994) 7, pp. 837-859
Persistent link: https://www.econbiz.de/10001171172
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On the dynamic effects of global commodities on stock market blocks in Africa
Omane-Adjepong, Maurice; Dramani, John Bosco - In: Applied economics letters 25 (2018) 11, pp. 800-805
Persistent link: https://www.econbiz.de/10012129866
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The impact of 11/13 Paris terrorist attacks on stock prices : evidence from the international defence industry
Apergis, Emmanuel; Apergēs, Nikolaos - In: Applied economics letters 24 (2017) 1/3, pp. 45-48
Persistent link: https://www.econbiz.de/10011703810
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Crude oil and agricultural futures : an analysis of correlation dynamics
Silvennoinen, Annastiina; Thorp, Susan - In: The journal of futures markets 36 (2016) 6, pp. 522-544
Persistent link: https://www.econbiz.de/10011568451
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Estimation of market information shares : a comparison
Lien, Da-hsiang Donald; Wang, Zijun - In: The journal of futures markets 36 (2016) 11, pp. 1108-1124
Persistent link: https://www.econbiz.de/10011569017
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An international comparison of implied, realized, and GARCH volatility forecasts
Kourtis, Apostolos; Markellos, Raphaēl N.; Symeonidis, … - In: The journal of futures markets 36 (2016) 12, pp. 1164-1193
Persistent link: https://www.econbiz.de/10011665609
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Capitalism and (versus?) democracy : stock markets and democratization in transition
Hartwell, Christopher A. - In: Applied economics letters 21 (2014) 13/15, pp. 979-983
Persistent link: https://www.econbiz.de/10010418285
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Interrelationship between crude oil and the stock markets of major demanders and suppliers in emerging and developed markets
Bein, Murad A. - In: Applied economics letters 26 (2019) 15, pp. 1247-1252
Persistent link: https://www.econbiz.de/10012204714