The distribution of realised volatility: Evidence of normality and long memory in UK bond futures

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Derivatives Use, Trading Regulation, Vol. 12, Iss. 3, 2006-11 ,pp. : 200-208

Palgrave Macmillan Ltd

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Uncovering long memory in high frequency UK futures

By Cotter John  

The European Journal of Finance, Vol. 11, Iss. 4, 2005-08 ,pp. : 325-337

Routledge Ltd

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Trade size, trade frequency, and the volatility-volume relation

By (Fengming) Song Frederick   Tan Hui   Wu Yunfeng  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 6, Iss. 5, 2005-01 ,pp. : 424-437

Emerald Group Publishing Ltd

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Volatility persistence and trading volume in an emerging futures market: Evidence from NSE Nifty stock index futures

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The Journal of Risk Finance Incorporating Balance Sheet, Vol. 11, Iss. 3, 2010-01 ,pp. : 296-309

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Fourier volatility forecasting with high-frequency data and microstructure noise

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Quantitative Finance, Vol. 12, Iss. 2, 2012-02 ,pp. : 281-293

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