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2 research outputs found
The Role and Relevance of Option Implied Volatility in Financial Markets
Author
A Bakanova
B Blair
+13Â more
B Chang
B Christensen
B Frijins
C Cao
D Chiras
K Amin
L Canina
Megha Agarwal
P Giot
S Hillegeist
S Swindler
T Day
T Driouchi
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
No full text
Crossref
An Extended MRR Model for Transaction-Level Analysis of High Frequency Trading Processes
Author
A Dufour
A Madhavan
+29Â more
B B Sita
B Chen
B Mizrach
Bernard Sita
C Armstrong
C Majois
Frijins
G Andros
H J Ahn
H J Ahn
H Sakawa
J A Matos
J Hasbrouck
K R Ahern
L Glosten
Qiang Zhang
R F Engle
R Riordan
S Han
S Lai
Shancun Liu
T Angelidis
T Bollerslev
T C Green
V Medina
Yin-Feng Gau
Yu-Lun Chen
Z Yue
Zudi Lu
Publication venue
'Elsevier BV'
Publication date
01/01/2017
Field of study
No full text
Crossref