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
S. Hwang, and S. Satchell. Journal of Banking & Finance, 24 (5):
759--785(May 2000)
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%0 Journal Article
%1 Hwang2000
%A Hwang, Soosung
%A Satchell, Stephen E.
%D 2000
%J Journal of Banking & Finance
%K Fundamental volatility
%N 5
%P 759--785
%T 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
%U http://www.sciencedirect.com/science/article/B6VCY-401HG07-5/1/fb32f206e308519affa9e4e3a27dd1e2
%V 24
@article{Hwang2000,
added-at = {2008-04-22T13:53:19.000+0200},
author = {Hwang, Soosung and Satchell, Stephen E.},
biburl = {https://www.bibsonomy.org/bibtex/2319fbba7fc4d01eaf603513a1cdea32b/smicha},
description = {Journal of Banking & Finance},
interhash = {b2ba2fffeba31d3fe8efbe9173ed30e3},
intrahash = {319fbba7fc4d01eaf603513a1cdea32b},
journal = {Journal of Banking \& Finance},
keywords = {Fundamental volatility},
month = May,
number = 5,
pages = {759--785},
timestamp = {2008-04-22T13:58:22.000+0200},
title = {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},
url = {http://www.sciencedirect.com/science/article/B6VCY-401HG07-5/1/fb32f206e308519affa9e4e3a27dd1e2},
volume = 24,
year = 2000
}