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

By McMillan David G   Speight Alan E H  

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

Palgrave Macmillan Ltd

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Temporal aggregation, volatility components and volume in high frequency UK bond futures

By McMillan David G.   Speight Alan E.H.  

The European Journal of Finance, Vol. 8, Iss. 1, 2002-03 ,pp. : 70-92

Routledge Ltd

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Detecting market crashes by analysing long-memory effects using high-frequency data

By Barany E.   Varela M. P. Beccar   Florescu I.   Sengupta I.  

Quantitative Finance, Vol. 12, Iss. 4, 2012-04 ,pp. : 623-634

Routledge Ltd

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Implied volatility surfaces: uncovering regularities for options on financial futures

By Tompkins Robert G.  

The European Journal of Finance, Vol. 7, Iss. 3, 2001-09 ,pp. : 198-230

Routledge Ltd

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Power laws and long memory

By Lux T.  

Quantitative Finance, Vol. 1, Iss. 6, 2001-06 ,pp. : 560-562

Routledge Ltd

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