Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets

✍ Scribed by Soosung Hwang; Stephen E. Satchell

• Book ID: 117529212
• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 305 KB
• Volume: 24
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/s0378-4266(99)00065-5