G. Geoffrey Booth

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting
European Journal of Operational Research
2001-02-22Paper
Common volatility in major stock index futures markets
European Journal of Operational Research
1999-11-29Paper
Intraday Volatility in International Stock Index Futures Markets: Meteor Showers or Heat Waves?
Management Science
1998-06-08Paper
Prudent Margin Levels in the Finnish Stock Index Futures Market
Management Science
1998-05-25Paper
Stochastic modeling of security returns: Evidence from the Helsinki stock exchange
European Journal of Operational Research
1993-01-16Paper


Research outcomes over time


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