Extreme value analysis of return time series : stock market volatility and its causes revisited

von Pericli, Andreas Neophytou
Veröffentlicht 1993

Extreme value analysis of return time series : stock market volatility and its possible causes revisited

von Pericli, Andreas Neophytou
Veröffentlicht 1993

Index futures and options and stock market volatility

von Pericli, Andreas Neophytou
Veröffentlicht in The journal of futures markets (1997)

Hedging GNMA mortgage-backed securities with T-note futures : dynamic versus static hedging

von Koutmos, Gregory
Veröffentlicht in Real estate economics (1999)

Short-term dynamics in the Cyprus Stock Exchange

von Koutmos, Gregory
Veröffentlicht in The European journal of finance (2006)

Index futures and positive feedback trading : evidence from major stock exchanges

von Antoniou, Antonios
Veröffentlicht in Journal of empirical finance (2005)

The asymmetric relation between margin requirements and stock market volatility across bull and bear markets

von Hardouvelis, Gikas A.
Veröffentlicht 1997

Dynamic cross hedging with mortgage-backed securities

von Koutmos, Gregory
Veröffentlicht in The journal of fixed income (1998)