Affiliation:
1. Bond Business School Bond University Gold Coast QLD Australia
Subject
Economics, Econometrics and Finance (miscellaneous),Finance,Accounting
Reference35 articles.
1. The simultaneous relation between fund flows and returns
2. Bibinger M. andP. A.Mykland 2013 Inference for multi‐dimensional high‐frequency data: Equivalence of methods central limit theorems and an application to conditional independence testing. Available at:http://arxiv.org/pdf/1301.2074.pdf.
3. Tail Wags Dog: Intraday Price Discovery in VIX Markets
4. INDEX FUTURES OPTIONS IN AUSTRALIA -AN EMPIRICAL FOCUS ON VOLATILITY
5. An evaluation of volatility forecasting techniques
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献