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Items where Author is "Markose, Sheri M"

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Number of items: 5.

Article

Markose, Sheri M and Peng, Yue and Alentorn, Amadeo (2012) 'Forecasting Extreme Volatility of FTSE-100 With Model Free VFTSE, Carr-Wu and Generalized Extreme Value (GEV) Option Implied Volatility Indices.'

Markose, Sheri M 'Systemic Risk from Global Financial Derivatives; A Network Analysis of Contagion and Its Mitigation with Super-Spreader Tax.'

Monograph

Markose, Sheri M and Alentorn, Amadeo (2005) The Generalized Extreme Value (GEV) Distribution, Implied Tail Index and Option Pricing. Working Paper. University of Essex Department of Economics Discussion Papers.

Markose, Sheri M (2004) Novelty And Surprises In Complex Adaptive System (CAS) Dynamics: A Computational Theory of Actor Innovation. UNSPECIFIED. UNSPECIFIED.

Markose, Sheri M and Loke, Yiing Jia (2000) Network effects on Cash-Card Substitution in Transactions and Low Interest Rate Regimes. UNSPECIFIED. UNSPECIFIED.

This list was generated on Tue Nov 19 04:56:10 2019 GMT.