THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY.
- Published in:
- Journal of Financial Research, 2009, v. 32, n. 3, p. 231, doi. 10.1111/j.1475-6803.2009.01249.x
- By:
- Publication type:
- Article
Works matching IS 02702592 AND DT 2009 AND VI 32 AND IP 3
Results: 5
1
2
TRADER EXPLOITATION OF ORDER FLOW INFORMATION DURING THE LTCM CRISIS.
- Published in:
- Journal of Financial Research, 2009, v. 32, n. 3, p. 261, doi. 10.1111/j.1475-6803.2009.01250.x
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- Publication type:
- Article
3
TIME VARIABILITY IN MARKET RISK AVERSION.
- Published in:
- Journal of Financial Research, 2009, v. 32, n. 3, p. 285, doi. 10.1111/j.1475-6803.2009.01251.x
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- Publication type:
- Article
4
SLIPPAGE AND THE CHOICE OF MARKET OR LIMIT ORDERS IN FUTURES TRADING.
- Published in:
- Journal of Financial Research, 2009, v. 32, n. 3, p. 309, doi. 10.1111/j.1475-6803.2009.01252.x
- By:
- Publication type:
- Article
5
INTERNALIZATION AND MARKET QUALITY: AN EMPIRICAL INVESTIGATION.
- Published in:
- Journal of Financial Research, 2009, v. 32, n. 3, p. 337, doi. 10.1111/j.1475-6803.2009.01253.x
- By:
- Publication type:
- Article