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Jonathan Dark · Study

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Jonathan Dark

3 works· latest 2010· 1 institutionscluster: provisionalORCID 0000-0002-7688-0193

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i103

Citations76

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Most cited in this library

Exchange traded contracts for difference: Design, pricing, and effects2010 · 29 citations
Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk2010 · 24 citations
Basis Convergence and Long Memory in Volatility When Dynamic Hedging with Futures2007 · 23 citations

Works

3 shown

Exchange traded contracts for difference: Design, pricing, and effects

Journal of Futures Markets·2010·3 authors·Open access

29citations

Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk

Studies in Nonlinear Dynamics and Econometrics·2010·1 author

24citations

Basis Convergence and Long Memory in Volatility When Dynamic Hedging with Futures

Journal of Financial and Quantitative Analysis·2007·1 author

23citations