Browsing School of Business by Subject "High frequency futures"

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Browsing School of Business by Subject "High frequency futures"

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  • Cotter, John (University College Dublin. School of Business. Centre for Financial Markets, 2004)
    Accurate volatility modelling is paramount for optimal risk management practices. One stylized feature of financial volatility that impacts the modelling process is long memory explored in this paper for alternative risk ...
  • Cotter, John (Taylor & Francis, 2005-08)
    Accurate volatility modelling is paramount for optimal risk management practices. One stylized feature of financial volatility that impacts the modelling process is long memory explored in this paper for alternative risk ...

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