Sandmann, Gleb

Number of items: 2.
Financial Markets Group
  • Board, John, Sandmann, Gleb, Sutcliffe, Charles (2001). The effect of futures market volume on spot market volatility. Journal of Business, Finance and Accounting, 28(7/8), 799-819. https://doi.org/10.1111/1468-5957.00394
    • LSE
  • Sandmann, Gleb (1997). Stochastic volatility Estimation and empirical validity. [Doctoral thesis]. London School of Economics and Political Science.