Mike Buckle

University of Wales, Swansea - School of Business and Economics

Singleton Park

Swansea, Wales SA2 8PP

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

420

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

How Predictable are Equity Covariance Matrices? Evidence from High Frequency Data for Four Markets

Number of pages: 48 Posted: 31 Jul 2012
Jing Chen, Julian M. Williams and Mike Buckle
Cardiff University - School of Mathematics, Durham Business School and University of Wales, Swansea - School of Business and Economics
Downloads 183 (165,963)

Abstract:

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Realized Covariance, Microstructure, Wishart Distribution

2.

Realised Higher Moments: Theory and Practice

Number of pages: 33 Posted: 31 Jul 2012
Jing Chen, Mike Buckle and Julian M. Williams
Cardiff University - School of Mathematics, University of Wales, Swansea - School of Business and Economics and Durham Business School
Downloads 125 (227,777)

Abstract:

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Higher Moments, Asset Allocation, Portfolio Management, Co-movement

3.

A Network Visualization Approach and Global Stock Market Integration

Number of pages: 2 Posted: 07 Feb 2015
Mike Buckle, Jing Chen and Chen Tong
University of Wales, Swansea - School of Business and Economics, Cardiff University - School of Mathematics and Swansea University, School of Management
Downloads 112 (246,841)

Abstract:

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Network, Stock Market, Integration

4.

The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for Ftse-100 Stock Index Options

J. OF DERIVATIVES, Summer 1997
Posted: 31 Jul 1997
Owain Ap Gwilym, Mike Buckle and Stephen Thomas
Bangor Business School, University of Wales, Swansea - School of Business and Economics and University of Southampton - School of Management

Abstract:

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