Modelling the Stochastic Dynamics of Volatility for Equity Indices David HeathSimon HurstEckhard Platen OriginalPaper Pages: 179 - 195
Financial Deregulation and Economies of Scale and Scope: Evidence from the Major Australian Banks Piyadasa EdirisuriyaG. C. O'Brien OriginalPaper Pages: 197 - 214
Bivariate Nonparametric Density Estimation of Stock Prices and Volume Teruko Takada OriginalPaper Pages: 215 - 236
Dynamic Hedging Effectiveness in South Korean Index Futures and the Impact of the Asian Financial Crisis Ah-Boon SimRalf Zurbruegg OriginalPaper Pages: 237 - 258