Milena Tieves

University of Hagen

Universitätsstrasse 41

Hagen, 58084

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

230

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Information Shares in Stationary Time Series and Global Volatility Discovery

Number of pages: 58 Posted: 16 Feb 2016 Last Revised: 25 Jul 2017
Rainer Baule, Bart Frijns and Milena Tieves
University of Hagen, Auckland University of Technology - Faculty of Business & Law and University of Hagen
Downloads 146 (201,632)
Citation 2

Abstract:

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information share, stationarity, co-integration, variance decomposition, volatility spillover

2.

Volatility Discovery and Volatility Quoting on Markets for Options and Warrants

Number of pages: 43 Posted: 03 Oct 2017
Rainer Baule, Bart Frijns and Milena Tieves
University of Hagen, Auckland University of Technology - Faculty of Business & Law and University of Hagen
Downloads 84 (298,951)
Citation 1

Abstract:

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Information Share, Volatility Discovery, VDAX-NEW, Bank-Issued Warrants, Options, Retail Investors