%0 Journal Article %1 Hwang2000 %A Hwang, Soosung %A Satchell, Stephen E. %D 2000 %J Journal of Banking & Finance %K Fundamental volatility %N 5 %P 759--785 %T Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets %U http://www.sciencedirect.com/science/article/B6VCY-401HG07-5/1/fb32f206e308519affa9e4e3a27dd1e2 %V 24

@article{Hwang2000, added-at = {2008-04-22T13:53:19.000+0200}, author = {Hwang, Soosung and Satchell, Stephen E.}, biburl = {https://www.bibsonomy.org/bibtex/2319fbba7fc4d01eaf603513a1cdea32b/smicha}, description = {Journal of Banking & Finance}, interhash = {b2ba2fffeba31d3fe8efbe9173ed30e3}, intrahash = {319fbba7fc4d01eaf603513a1cdea32b}, journal = {Journal of Banking \& Finance}, keywords = {Fundamental volatility}, month = May, number = 5, pages = {759--785}, timestamp = {2008-04-22T13:58:22.000+0200}, title = {Market risk and the concept of fundamental volatility: Measuring volatility across asset and derivative markets and testing for the impact of derivatives markets on financial markets}, url = {http://www.sciencedirect.com/science/article/B6VCY-401HG07-5/1/fb32f206e308519affa9e4e3a27dd1e2}, volume = 24, year = 2000 }