Does the introduction of stock index futures effectively reduce stock market volatility? Is the 'futures effect' immediate? Evidence from the Italian stock exchange using GARCH

By Bologna Pierluigi   Cavallo Laura  

Applied Financial Economics, Vol. 12, Iss. 3, 2002-03 ,pp. : 183-192

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On the predictive ability of several common models of volatility: an empirical test on the FOX index

By Maukonen Marko S.  

Applied Financial Economics, Vol. 12, Iss. 11, 2002-11 ,pp. : 813-826

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Estimating stock market volatility using asymmetric GARCH models

By Alberg Dima   Shalit Haim   Yosef Rami  

Applied Financial Economics, Vol. 18, Iss. 15, 2008-08 ,pp. : 1201-1208

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Back to the future: an empirical investigation into the validity of stock index models over time

By Summers Barbara   Griffiths Evan   Hudson Robert  

Applied Financial Economics, Vol. 14, Iss. 3, 2004-02 ,pp. : 209-214

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Index option market activity and cash market volatility under different market conditions: an empirical study from Sweden

By Hagelin Niclas  

Applied Financial Economics, Vol. 10, Iss. 6, 2000-12 ,pp. : 597-613

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