Stock Trading

Posted by quartz lover on Tuesday, June 26, 2007

Stock Trading

index of parent directory
10 Reasons Canadians Should Invest Abroad.pdf 16-Jan-2007 23:47 86K
A 1000 Barrels a Second - Mauldin.pdf 26-Sep-2006 17:09 27K
All PEs are Not Created Equal.pdf 29-Jan-2007 21:49 229K
Basic Points Sept 2006 NB.pdf 25-Sep-2006 19:08 407K
Canada US Interest Rate Outlook - Sept 20 06.pdf 25-Sep-2006 19:07 867K
China Report - Dr. Sherry Cooper.pdf 30-Jan-2007 15:41 512K
Custom house - Fed Holds Rates Steady - An Ominous Sign.pdf 25-Sep-2006 19:36 39K
Fed Dual Mandate - Jeremy Siegel Jan07.pdf 31-Jan-2007 15:52 13K
Four Weddings & a Funeral - BMO - Sept 20 06.pdf 25-Sep-2006 19:06 2.0M
Global Portfolio Strategy - Donald Coxe Sept 20 06.pdf 25-Sep-2006 18:57 655K
Harvard Business Review Jan 2006.pdf 16-Jan-2007 22:14 2.3M
Mapping the Global Capital Markets - McKinsey.pdf 29-Jan-2007 21:39 361K
Measuring Stock Market Performance.pdf 29-Jan-2007 21:48 258K
Monetary Policy Report Update.pdf 30-Jan-2007 15:41 50K
Optimizing Markowitz June 2006.pdf 16-Jan-2007 22:17 162K
Reversal of Fortunes - BMO - Sept 20.pdf 25-Sep-2006 19:00 696K
Running with Risk - McKinsey.pdf 29-Jan-2007 21:46 409K
Stock Indexes - Does Membership Matter - McKinsey.pdf 29-Jan-2007 21:50 213K
The End of Monetary Sovereignty - McKinsey.pdf 29-Jan-2007 21:44 483K
The Real Risks of Credit Derivatives - McKinsey.pdf 29-Jan-2007 21:42 119K

hxxp://classes.uleth.ca/200701/mgt4412a/PDFs/

http://chuckhays.net/trading/25 rules of trading.pdf

index of parent directory
123system.pdf">123system.pdf 16-Apr-2005 11:04 1.1M
5_34_5.mql">5_34_5.mql 05-Mar-2005 14:04 1k
7habits.pdf 16-Apr-2005 11:00 62k
ADVICE_FOR_NOVICE_TRADERS.doc 16-Apr-2005 10:57 44k
ADX Crossing.mql 16-Apr-2005 10:57 1k
Auto Regression channel.exp 16-Apr-2005 11:25 17k
Auto Regression channel.mql 16-Apr-2005 11:24 5k
BunnyGirlFAQ.pdf 16-Apr-2005 11:25 338k
CANDLESTICK_TERMS_AND_DEFINITIONS.doc 16-Apr-2005 11:23 205k
DISCOVERING_HOW_TO_USE_THE_ELLIOTT_WAVE_PRINCIPAL.doc 16-Apr-2005 11:22 131k
Daily 4cast 15 April 2005 (2).pdf 16-Apr-2005 11:22 71k
DayTradingMind.pdf 16-Apr-2005 11:22 54k
EMA_Cross.mql 16-Apr-2005 11:21 1k
FTSDS.mql 16-Apr-2005 11:04 1k
Fibonacci.pdf 16-Apr-2005 11:21 514k
Fibonacci_Numbers_and_their_Relevance_to_the_Forex_Market.doc 16-Apr-2005 11:15 100k
Forex-Online-Tutorial-eng.pdf 16-Apr-2005 11:20 1.3M
ForexAllocation.xls 16-Apr-2005 11:04 17k
ForexEducation.pdf 16-Apr-2005 11:13 176k
IntroForex.pdf 16-Apr-2005 11:56 233k
MESA.EXP 05-Mar-2005 14:04 18k
Mark Douglas - Trading in the Zone.pdf > 16-Apr-2005 11:55 2.6M
Mr Sheen strat.doc 16-Apr-2005 11:57 225k
MxCD+.exp 05-Mar-2005 14:04 20k
Rsi___Stochastic.mql 16-Apr-2005 11:36 2k
SUP_RES.mql 16-Apr-2005 11:26 1k
S_C___Hidden_Divergence.pdf 16-Apr-2005 11:38 245k
Short_Term_Currency_Trends.pdf 16-Apr-2005 11:36 254k
Study Book for Successful Foreign Exchange Dealing.pdf 16-Apr-2005 11:36 1.0M
T3.mql 16-Apr-2005 11:25 1k
The_E-Book_of_Technical_Market_Indicators.pdf > 16-Apr-2005 11:32 1.0M
Trading in Mind.pdf 16-Apr-2005 11:59 155k
Trading_Manual_C03_23_26.pdf 16-Apr-2005 11:58 15k
WeeklyDailyIndicatorv_3.mql 16-Apr-2005 11:59 3k
autoregression.tpl 16-Apr-2005 11:23 3k
braintradingpack2.zip 21-Jun-2005 16:00 434k
forex.pdf 16-Apr-2005 11:10 1022k
fx10Reasons.pdf 16-Apr-2005 11:56 82k
gimmibar.pdf 16-Apr-2005 11:56 39k
itrend.mql 05-Mar-2005 14:05 2k
metatrader_ce_en.chm 16-Apr-2005 11:41 144k
pr_fibonacci_1127.pdf 16-Apr-2005 11:40 395k
psar-adx-mov-brain1.tpl 16-Apr-2005 11:38 3k
rLekIu14april.pdf 16-Apr-2005 11:41 32k
rapidforex_sccp_v100a.exe 21-Jun-2005 15:49 5.2M
rapidforexrs.exe 21-Jun-2005 15:57 327k

hxxp://www.iranstoxx.com/fx/download/

hxxp://rapidshare.com/files/16738344/SECRETS_OF_SELECTING_STOCKS_FOR_IMMEDIATE_AND_SUBSTANCIAL_GAINS__LARRY_PESAVENTO_.rar.html
hxxp://rapidshare.com/files/16739346/Pesavento___Larry_-_Fibonacci_Ratios_with_Pattern_Recognition.rar.html
hxxp://rapidshare.com/files/16736244/Alexander_Elder__2006__-_Study_Guide_for_Entries___Exits_-_Visits_to_Sixteen_Trading_Rooms.rar.html
hxxp://rapidshare.com/files/16752442/Alexander_Elder__2006__-_Entries___Exits_-_Visits_to_Sixteen_Trading_Rooms.rar.html

index of parent directory
10. (Robert S. Neal)-Credit derivatives, new financial instruments for controlling credit risk
(Economic Review, 1996).pdf 19-Dec-2002 18:21 166K PDF file
09. (Marek Musiela and Marek Rutkowski)-Continuous-time term structure models, Forward measure approach
(Finance and Stochastics, 1997).pdf 19-Dec-2002 18:21 388K PDF file
08. (L.C.G. Rogers)-Fast accurate binomial pricing (Finance and Stochastics, 1997).pdf 19-Dec-2002 18:21 181K PDF file
07. (Leslie M. Marx)-Efficient venture capital financing combining debt and equity
(Review of Economic Design, 1998).pdf 19-Dec-2002 18:21 124K PDF file
06. (Katerina Simons)-Risk-adjusted performance of mutual funds (New England Economic Review, 1998).pdf
19-Dec-2002 18:21 475K PDF file
05. (William F. Treacy and Mark S. Carey)-Credit risk rating at large U.S. banks
(Federal Reserve Bulletin, 1998).pdf 19-Dec-2002 18:21 138K PDF file
04. (Zhiwu Chen and Peter J Knez )-Portfolio performance measurement, theory and applications
(RFS, 1996).pdf 19-Dec-2002 18:21 429K PDF file
03. (Ravi Jagnnathan and Ellen R. McGrattan)-The CAPM debate (Quarterly Review, 1995).pdf 19-Dec-2002 18:21 250K PDF file
02. (Fischer Black and Myron S. Scholes)-The pricing of options and corporate liabilities
(JPE, 1973).pdf 19-Dec-2002 18:21 746K PDF file
01. (Denmark Jamshidian)-LIBOR and swap market models and measures
(Finance and Stochastics, 1997).pdf 19-Dec-2002 18:21 370K PDF file

hxxp://www.fundp.ac.be/eco/cerefim/poppapers/?C=D;O=D

index of parent directory
198106. (Shiller)-Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividens.pdf 14-Nov-2003 09:09 2.2M PDF file
198807. (West)-Bubbles, Fads and Stock Price Volatility Tests - A Partial Evaluation.pdf 14-Nov-2003 09:09 2.2M PDF file
199005. (Engle, Ito and Lin)-Meteor Showers or Heat Waves - Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market.pdf 14-Nov-2003 09:09 1.6M PDF file
199212. (LeBaron)-Forecast Improvements Using a Volatility Index.pdf 14-Nov-2003 09:09 1.4M PDF file
199412. (Brailsford)-THE EMPIRICAL RELATIONSHIP BETWEEN TRADING, VOLUME, RETURNS AND VOLATILITY.pdf 14-Nov-2003 09:09 103K PDF file
199506. (Hassler)-Why Has Swedish Stock Market Volatility Increased.pdf 14-Nov-2003 09:08 160K PDF file
199512. (Hassler)-Regime Shifts and Volatility Spillovers on International Stock Markets.pdf 14-Nov-2003 09:08 154K PDF file
199603. (Avesani, Buzzigoli and Gallo)-In Quest of the Philosophers' Stone - Nonlinearities and Volatility in Financial Series.pdf 14-Nov-2003 09:09 632K PDF file
199603. (Crain and Ha Lee)-Volatility in Wheat Spot and Futures Markets, 1950-1993 - Government Farm Programs, Seasonality and Causality.pdf 14-Nov-2003 09:09 2.0M PDF file
199608. (Kani, Derman and Kamal)-Trading and Hedging Local Volatility.pdf 14-Nov-2003 09:09 307K PDF file
199612. (RiskMetrics)-JPM RiskMetrics - Technical Document.pdf 13-May-2003 14:20 646K PDF file
199703. (Venkataraman)-VaR for a Mixture of Normal Distribution - The use of quasi-Bayesian estimation techniques.pdf 13-May-2003 14:20 470K PDF file
199704. (Abhyankar et al.)-Bid-Ask Spreads, Trading Volume and Volatility - Intra-day Evidence from the LSE.pdf 14-Nov-2003 09:09 518K PDF file
199710. (Christoffersen and Diebold)-How Relevant is Volatility Forecasting for Financial Risk Management.pdf 13-May-2003 14:20 236K PDF file
199710. (Orosel)-Market Participation and Share Prices.pdf 14-Nov-2003 09:09 264K PDF file
199712. (Carr and Madan)-Towards a Theory of Volatility Trading.pdf 14-Nov-2003 09:09 246K PDF file
199800. (Schittenkopf, Dorffner and Dockner)-Volatility Prediction with Mixture Density Networks.pdf 14-Nov-2003 09:09 142K PDF file
199805. (Fleming)-The quality of market volatility forecasts implied by S&P 100 index option prices.pdf 14-Nov-2003 09:09 233K PDF file
199806. (Manfredo and Leuthold)-Agricultural Applications of Value-at-Risk Analysis - A Perspective.pdf 13-May-2003 14:20 56K PDF file
199808. (KEARNEY and DALY)-The causes of stock market volatility in Australia.pdf 14-Nov-2003 09:09 226K PDF file
199808. (Racine and Ackert)-Time-Varying Volatility in Canadian and U.S. Stock Index and Index Futures Markets A Multivariate Analysis.pdf 14-Nov-2003 09:09 113K PDF file
199809. (Orosel)-Participation Costs, Trend Chasing, and Volatility of Stock Prices.pdf 14-Nov-2003 09:09 441K PDF file
199900. (Tino, Schittenkopf, Dorffner and Dockner)-A Symbolic Dynamics Approach to Volatility Prediction.pdf 14-Nov-2003 09:09 399K PDF file
199901. (Crato and Ray)-Memory in Returns and Volatilities of Commodity Futures´ Contracts.pdf 14-Nov-2003 09:09 97K PDF file
199903. (Van den Goorbergh and Vlaar)-VaR Analysis of Stock Returns - Historical Simulation, Variance Techniques or Tail Index Estimation.pdf 14-Nov-2003 09:10 398K PDF file
199905. (Hallerbach)-Decomposing VaR - A General Analysis.pdf 13-May-2003 14:20 157K PDF file
199906. (Christiansen)-Value at Risk Using the Factor-ARCH Model.pdf 13-May-2003 14:20 573K PDF file
199907. (Chriss and Morokoff)-Market Risk for Volatility and Variance Swaps.pdf 14-Nov-2003 09:09 172K PDF file
199907. (LeBaron)-Volatility Persistence and Apparent Scaling Laws in Finance.pdf 14-Nov-2003 09:09 157K PDF file
199908. (Cont)-Statistical Properties of Financial Time Series.pdf 14-Nov-2003 09:09 482K PDF file
199908. (Laubsch)-JPM RiskMetrics - A Practical Guide.pdf 13-May-2003 14:20 2.6M PDF file
199908. (Liu, Gopikrishnan, Cizeau, Meyer, Peng, and Stanley)-Statistical properties of the volatility of price fluctuations.pdf 14-Nov-2003 09:09 189K PDF file
199909. (Barone-Adesi)-Does Volatility Pay.pdf 14-Nov-2003 09:09 612K PDF file
199910. (Chernov, Gallant, Ghysels and Tauchen)-A New Class of Stocahstic Volatility Models with Jumps - Theory and Estimation.pdf 14-Nov-2003 09:09 537K PDF file
199912. (Payne)-Predicting Intermediate Returns of the S&P500-The Risk Factor.pdf 14-Nov-2003 09:09 31K PDF file
200000. (Boubel and Laurent)-Long-Run Volatility Dependencies in Intraday Data and Mixture of Normal Distributions.pdf 13-May-2003 14:21 329K PDF file
200000. (Francois-Heude and Van Wynendaele)-Integrating Liquidity Risk in a Parametric Intraday VaR Framework.pdf 14-Nov-2003 09:08 1.8M PDF file
200000. (Tang and Lui)-INTRADAY AND INTRAWEEK VOLATILITY PATTERNS OF HANG SENG INDEX AND INDEX FUTURES, AND A TEST OF THE WAIT-TO-TRADE HYPOTHESIS.pdf 13-May-2003 14:21 88K PDF file
200001. (Brooks and Persand)-Value At Risk and Market Crashes.pdf 13-May-2003 14:21 131K PDF file
200001. (Danielsson and de Vries)-Value–at–Risk and Extreme Returns.pdf 14-Nov-2003 09:08 233K PDF file
200001. (Gourieroux, Laurent, and Scaillet)-Sensitivity Analysis of VaR.pdf 13-May-2003 14:21 338K PDF file
200001. (Jorion)-Risk Management Lessons from LTCM.pdf 13-May-2003 14:21 283K PDF file
200002. (Alexander)-Market Risk Measurement - 01. Value at Risk.pdf 13-May-2003 14:21 349K PDF file
200002. (Alexander)-Market Risk Measurement - 02. Measurement for Market Risk Control (Slides).pdf 13-May-2003 14:21 213K PDF file
200002. (Bartlmae and Rauscher)-Measuring DAX Market Risk - A Neural Network Volatility Mixture.pdf 13-May-2003 14:21 97K PDF file
200002. (Bartlmae and Rauscher)-Measuring DAX Market Risk A Neural Network Volatility Mixture Approach.pdf 14-Nov-2003 09:09 97K PDF file
200003. (Gaussel, Legras, Longin and Rabemananjara)-Beyond VaR Horizon.pdf 13-May-2003 14:21 731K PDF file
200003. (Khindanova and Rachev)-VaR Recent Advances.pdf 13-May-2003 14:21 784K PDF file
200004. (J Lee, TS Kim, and HK Lee)-LONG MEMORY IN VOLATILITY OF KOREAN STOCK MARKET RETURNS.pdf 14-Nov-2003 09:09 113K PDF file
200005. (Andersen, Bollerslev, Diebold and Ebens)-The distribution of stock return volatility (DP).pdf 14-Nov-2003 09:09 528K PDF file
200005. (Engle)-Predicting Returns and Volatilities with Ultra-High Frequency.ppt 14-Nov-2003 09:08 646K Powerpoint slide show
200005. (Vlaar)-Value at risk models for Dutch bond portfolios.pdf 13-May-2003 14:21 177K PDF file
200009. (Areal and Taylor)-The realized volatility of FTSE-100 futures prices.pdf 14-Nov-2003 09:09 396K PDF file
200009. (Engle and Manganelli)-CAViaR - Conditional Autoregressive Value-at-Risk by Regression Quantiles.pdf 13-May-2003 14:21 243K PDF file
200009. (Lopez and Walter)-Evaluating Covariance Matrix Forecasts in a Value-at-Risk Framework.pdf 13-May-2003 14:21 184K PDF file
200009. (Marquering and Marno Verbeek)-THE ECONOMIC VALUE OF PREDICTING STOCK INDEX RETURNS AND VOLATILITY.pdf 14-Nov-2003 09:09 473K PDF file
200009. (Tibiletti)-Incremental VaR and VaR with Background Risk - Traps and Misinterpretations.pdf 13-May-2003 14:21 251K PDF file
200010. (Andersen, Bollerslev, Diebold and Ebens)-The distribution of stock return volatility (DP).pdf 14-Nov-2003 09:09 586K PDF file
200010. (Andersson, Mausser, Rosen and Uryasev)-Credit Risk Optimization with Conditional VaR Criterion.pdf 13-May-2003 14:21 99K PDF file
200010. (Kellezi and Gilli)-Extreme Value Theory for Tail-Related Risk Measures.pdf 13-May-2003 14:21 329K PDF file
200012. (Bams and Wielhouwer)-Empirical Issues in VaR.pdf 13-May-2003 14:21 169K PDF file
200012. (Berkowitz)-Testing Density Forecats with Applications to Risk Management.pdf 13-May-2003 14:21 132K PDF file
200012. (Lang)-Is VaR a Fair Proxy for Market Risk under Conditions of Market Leverage (MA in Economics).pdf 13-May-2003 14:21 142K PDF file
200012. (Taylor)-Consequences for option pricing of a long memory in volatility.pdf 14-Nov-2003 09:09 177K PDF file
200101. (Bouchaud, Matacz and Potters)-The leverage effect in Financial markets - Retarded Volatility and Market Panic.pdf 14-Nov-2003 09:09 185K PDF file
200101. (Christoffersen, Hahn and Inoue)-Testing and Comparing VaR Measures.pdf 13-May-2003 14:21 297K PDF file
200101. (Corsi, Zumbach, Muller and Dacorogna)-Consistent High-Precision Volatility from High-Frequency Data.pdf 13-May-2003 14:21 253K PDF file
200101. (Engle and Manganelli)-VaR Models in Finance.pdf 13-May-2003 14:21 190K PDF file
200101. (Engle and Patton)-What good is a volatility model.pdf 14-Nov-2003 09:09 355K PDF file
200101. (Glasserman, Heidelberger and Shahabuddin)-Efficient Monte Carlo Methods for VaR.pdf 13-May-2003 14:21 95K PDF file
200101. (Lee and Saltoglu)-Evaluating Predictive Performance of Value-at-Risk Models in Emerging Markets - A Reality Check.pdf 14-Nov-2003 09:10 480K PDF file
200102. (Andersen, Bollerslev, Diebold and Ebens)-The distribution of realized stock return volatility.pdf 13-May-2003 14:21 325K PDF file
200102. (Tang and Lui)-INTRADAY AND INTRAWEEK VOLATILITY PATTERNS OF HANG SENG INDEX AND INDEX FUTURES, AND A TEST OF THE WAIT-TO-TRADE HYPOTHESIS.pdf 14-Nov-2003 09:10 88K PDF file
200104. (Kiymaz and Berument)-The day of the week effect and stock market volatility Evidence from developed markets.pdf 14-Nov-2003 09:09 77K PDF file
200105. (BERKOWITZ and O'BRIEN)-How Accurate are Value-at-Risk Models at Commercial Banks.pdf 13-May-2003 14:21 194K PDF file
200105. (Eberlein, Kallsen and Kristen)-Risk Management Based on Stochastic Volatility.pdf 13-May-2003 14:21 621K PDF file
200105. (Mina and Xiao)-Return to RiskMetrics-The Evolution of a Standard.pdf 13-May-2003 14:21 451K PDF file
200106. (Ammann and Reich)-VaR of Nonlinear Financial Assets.pdf 13-May-2003 14:21 580K PDF file
200106. (Basurto and Giorgio)-The New Basel Capital Accord Proposals 2001.pdf 13-May-2003 14:21 331K PDF file
200106. (Dai Bo)-VaR - An Overview.pdf 13-May-2003 14:21 22K PDF file
200106. (Tasche and Tibiletti)-Approximations for the VaR Approach to Risk-Return Analysis.pdf 13-May-2003 14:21 303K PDF file
200108. (Bradley and Taqqu)-Financail Risk and Heavy Tails.pdf 13-May-2003 14:21 1.4M PDF file
200108. (Doowoo Nam)-VaR, A Quantile-Based Distribution Approach for Incorporating Skweness and Fat-Tailedness (PhD).pdf 13-May-2003 14:21 4.3M PDF file
200109. (Cotter)-Conditional and Unconditional Risk Management Estimates for European Stock Index Futures.pdf 13-May-2003 14:21 180K PDF file
200109. (Kelly and Steigerwald)-Private Information and High-Frequency Stochastic Volatility.pdf 13-May-2003 14:21 309K PDF file
200109. (Krokhmal, Palmquist and Uryasev)-Portofolio Optimization with Conditional VaR Objective.pdf 13-May-2003 14:21 553K PDF file
200109. (Neely and Weller)-Predicting Exchange Rate Volatility Genetic Programming vs. GARCH and RiskMetrics.pdf 14-Nov-2003 09:08 405K PDF file
200110. (Dangl and Lehar)-Building Blocks vs. VaR Regulation in Banking.pdf 13-May-2003 14:21 247K PDF file
200110. (Nylund)-VaR Analysis for Heavy-Tailed Financial Returns.pdf 13-May-2003 14:21 601K PDF file
200110. (Zahnd)-The application of multivariate GARCH models to turbulent financial markets.pdf 13-May-2003 14:21 1.6M PDF file
200112. (Giot and Laurent)-MODELLING DAILY VALUE-AT-RISK USING REALIZED VOLATILITY AND ARCH TYPE MODELS.pdf 13-May-2003 14:21 776K PDF file
200200. (Barndorff-Nielsen and Shephard)-Econometric analysis of realized volatility and its use in estimating stochastic volatility models.pdf 14-Nov-2003 09:08 728K PDF file
200200. (Danielsson)-The emperor has no clothes - Limits to risk modelling.pdf 13-May-2003 14:21 209K PDF file
200200. (Sriananthakumar and Silvapulle)-Estimating VaR for Long and Short Trading Positions.pdf 13-May-2003 14:21 65K PDF file
200201. (Andersen, Bollerslev, Diebold)-Modeling and Forecasting Realized Volatility.pdf 13-May-2003 14:21 342K PDF file
200201. (Engle)-Dynamic Conditional Correlation-A Simple Class of Multivariate GARCH Models.pdf 14-Nov-2003 09:09 386K PDF file
200202. (Albanese and Jackson)-Dimension Reduction in the Computation of Value-at-Risk.pdf 13-May-2003 14:21 210K PDF file
200203. (Krause)-Exploring the limitations of Value at Risk - How good is it in practice (DP).pdf 13-May-2003 14:21 555K PDF file
200203. (Solmon)-Measuring Risk.pdf 14-Nov-2003 09:09 1.1M PDF file
200204. (Szakmary, Ors, Kim and Davidson III)-The predictive power of implied volatility Evidence from 35 futures markets.pdf 13-May-2003 14:21 201K PDF file
200206. (Giot and Laurent)-VALUE-AT-RISK FOR LONG AND SHORT TRADING POSITIONS.pdf 13-May-2003 14:21 604K PDF file
200206. (State)-Predicting volatility - a comparative analysis between GARCH Models and Neural Network Models.ppt 13-May-2003 14:21 196K Powerpoint slide show
200207. (Andersen, Bollerslev and Diebold)-Parametric and Nonparametric Volatility Measurement.pdf 13-May-2003 14:21 298K PDF file
200207. (Bollen and Inder)-Estimating daily volatility in financial markets utilizing intraday data.pdf 14-Nov-2003 09:08 165K PDF file
200207. (Danielsson, Song Shin and Zigrand)-The impact of risk regulation on price dynamics.pdf 14-Nov-2003 09:08 625K PDF file
200207. (Giot)-THE INFORMATION CONTENT OF IMPLIED VOLATILITY IN AGRICULTURAL COMMODITY MARKETS.pdf 13-May-2003 14:21 205K PDF file
200207. (Holton)-History of VaR.pdf 13-May-2003 14:21 179K PDF file
200208. (Neely)-Forecasting foreign exchange volatility- is implied volatility the best we can do.pdf 13-May-2003 14:21 638K PDF file
200209. (Danielsson and Song Shin)-Endogenous Risk.pdf 14-Nov-2003 09:08 187K PDF file
200209. (Granger and Poon)-Forecasting Volatility in Financial Markets - A Review.pdf 13-May-2003 14:21 2.0M PDF file
200212. (Andersen, Bollerslev, Meddahi)-Analytic Evaluation of Volatility Forecasts.pdf 13-May-2003 14:21 1.8M PDF file
200212. (Andersen, Bollerslev, Meddahi)-Correcting the Errors - A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities.pdf 14-Nov-2003 09:10 261K PDF file
200212. (Giot)-The information content of implied volatility indices for forecasting volatility and market risk.pdf 13-May-2003 14:21 1.1M PDF file
200212. (Renault and Werker)-Stochastic Volatility Models with Transaction Time Risk.pdf 14-Nov-2003 09:09 222K PDF file
200300. (Litvinova)-Volatility Asymmetry in High Frequency Data.pdf 14-Nov-2003 09:09 78K PDF file
200301. (BROOKS AND PERSAND)-Volatility Forecasting for Risk Management.pdf 14-Nov-2003 09:09 169K PDF file
200301. (Diebold)-Professor Robert F. Engle's The ET Interview.pdf 14-Nov-2003 09:10 180K PDF file
200301. (Krause)-Exploring the limitations of Value at Risk - How good is it in practice (FP).pdf 13-May-2003 14:21 443K PDF file
200302. (Cho, Russell, Tiao Tsay)-The magnet effect of price limits - evidence from high-frequency data on Taiwan Stock Exchange.pdf 14-Nov-2003 09:08 389K PDF file
200303. (Christoffersen and Pelletier)-Backtesting Value-at-Risk - A Duration-Based Approach.pdf 13-May-2003 14:21 402K PDF file
200303. (Danielsson and Zigrand)-On time-scaling of risk and the square–root–of–time rule.pdf 14-Nov-2003 09:08 261K PDF file
200303. (Hansen, Lunde and Nason)-Choosing the Best Volatility Models - The Model Confidence Set Approach.pdf 13-May-2003 14:21 220K PDF file
200303. (Neely)-Forecasting Foreign Exchange Volatility - Is Implied Volatility the Best We Can Do.pdf 14-Nov-2003 09:08 1.1M PDF file
200304. (Danielsson and Jorgensen)-Regulation Incentives for Risk Management in Incomplete Markets.pdf 14-Nov-2003 09:08 200K PDF file
200305. (Giot)-The Asian financial crisis the start of a regime switch in volatility.pdf 14-Nov-2003 09:09 218K PDF file
200305. (Thomakos and Wang)-Realized volatility in the futures markets.pdf 14-Nov-2003 09:08 545K PDF file
200306. (ERAKER, JOHANNES and POLSON)-The Impact of Jumps in Volatility and Returns.pdf 14-Nov-2003 09:09 566K PDF file
200307. (Neely)-Implied Volatility from Options on Gold Futures - Do Statistical Forecasts Add Value or Simply Paint the Lilly.pdf 14-Nov-2003 09:08 557K PDF file
200308. (Baele)-Volatility Spillover Effects in European Equity Markets.pdf 14-Nov-2003 09:08 964K PDF file
200308. (Bollerslevy and Zhou)-Volatility Puzzles - A Unified Framework for Gauging Return-Volatility Regressions.pdf 14-Nov-2003 09:08 191K PDF file
200308. (Giot)-MARKET RISK MODELS FOR INTRADAY DATA.pdf 14-Nov-2003 09:09 273K PDF file
200308. (Gonzalez-Rivera, Lee and Mishra)-Forecasting Volatility ( A Reality Check Based on Option Pricing, Utility Function, Value-at-Risk, and Predictive Likelihood).pdf 14-Nov-2003 09:09 315K PDF file
200310. (Darrat, Rahman and Zhong)-Intraday trading volume and return volatility of the DJIA stocks- A note.pdf

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index of parent directory
01. Xetra® Release 7.1 Market Model.pdf 19-Nov-2004 09:30 310K PDF file
02. Xetra Auction Plan for Stocks.pdf 19-Nov-2004 09:30 38K PDF file
03. Xetra - Europe´s Premier Trading Platform.pdf 19-Nov-2004 09:30 1.4M PDF file
04. Competition Between Exchanges Euronext versus Xetra.pdf 19-Nov-2004 09:30 93K PDF file
05. Deutsche Börse Group - From Trading Floor to Virtual Marketplace.pdf 19-Nov-2004 09:30 3.9M PDF file
06. XetraXXL MarketModel.pdf 19-Nov-2004 09:30 90K PDF file
07. Xetra XXL The New Dimension.pdf 19-Nov-2004 09:30 173K PDF file
08. Latest Developments at the FWB - XETRA BEST (slide 13).pdf 19-Nov-2004 09:30 298K PDF file
08. Latest Developments at the FWB - XETRA BEST (slide 13).ppt 19-Nov-2004 09:30 441K Powerpoint slide show
09. Exchange Rules for the Frankfurt Stock Exchange.pdf 19-Nov-2004 09:30 541K PDF file
10. Electronic Trading Systems in Europe and development potentialities for Russia.pdf 19-Nov-2004 09:30 1.2M PDF file
10. Electronic Trading Systems in Europe and development potentialities for Russia.ppt 19-Nov-2004 09:30 1.1M Powerpoint slide show
11. Forex_in_the_Future.ppt 19-Nov-2004 09:30 213K Powerpoint slide show
12. How large is liquidity risk in an automated.pdf 19-Nov-2004 09:30 832K PDF file
13. An analysis of order submissions on the Xetra trading system.pdf 19-Nov-2004 09:30 1.7M PDF file
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199304. (Lee, Mucklow and Ready)-Spreads, Depths, and the Impact of Earnings Information - An Intraday Analysis.pdf 14-Nov-2003 09:19 170K PDF file
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199507. (Hamao and Hasbrouck)-Securities Trading in the Absence of Dealers - Trades, and Quotes on the Tokyo Stock Exchange.pdf 14-Nov-2003 09:23 467K PDF file
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200200. (Daníelsson and Payne)-Measuring and explaining liquidity on an electronic limit order book - evidence from Reuters D2000-21.pdf 14-Nov-2003 09:19 39K PDF file
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200205. (Bessembinder and Venkataraman)-Does an Electronic Stock Exchange need an Upstairs Market.pdf 14-Nov-2003 09:20 334K PDF file
200206. (Ito and Hashimoto)-High-Frequency Contagion of Currency Crises in Asia.pdf 14-Nov-2003 09:19 555K PDF file
200209. (Giot and Grammig)-How large is liquidity risk in an automated auction market.pdf 13-May-2003 14:36 610K PDF file
200210. (Mann, Venkataraman and Waisburd)-Stock Liquidity and the Value of a Designated Liquidity Provider Evidence from Paris Euronext.pdf 14-Nov-2003 09:20 273K PDF file
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200212. (Danielsson Saltoglu)-Anatomy of a Market Crash - A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis.pdf 14-Nov-2003 09:19 635K PDF file
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200302. (Eleswarapu, Thompson and Venkataraman)-The Impact of Regulation Fair Disclosure Trading Costs and Information Asymmetry.pdf 14-Nov-2003 09:20 218K PDF file
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200306. (Morris and Song Shin)-Liquidity Black Holes.pdf 14-Nov-2003 09:19 228K PDF file
200310. (Barclay and Hendershott)-Price Discovery and Trading After Hours.pdf

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02-13-2006.tcr 13-Feb-2006 20:24 25k
All Quality Long.htm 20-Jun-2006 17:43 73k
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All Stocks Negative.htm 20-Jun-2006 17:43 57k
All Stocks Positive.htm 20-Jun-2006 17:43 8k
Continue Checklist.pdf 09-May-2004 20:22 34k
DAYTRADING GUIDELINE..> 20-Apr-2006 22:50 5k
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Day Trade.htm 20-Jun-2006 17:43 2k
Duke's Rules.doc 10-Aug-2005 19:49 32k
Duke's Rules.htm 17-Jan-2005 21:15 21k
ENTRY GUIDELINES.htm 24-Feb-2006 08:55 8k
ESignal Settings.htm 04-May-2004 21:33 7k
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Ham TP.pdf 05-May-2004 22:21 17k
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LBB BUY.htm 20-Jun-2006 17:44 1k
MA 13 Down.htm 08-Feb-2006 17:56 2k
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My Longs.htm 20-Jun-2006 17:44 6k
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New stops.xls 10-May-2004 20:33 14k
Number of Shares.xls 09-May-2004 20:22 16k
Ok Dumbshit.pub 25-Aug-2005 20:14 21k
Overbought.htm 14-Dec-2005 00:34 4k
Past Stock Picks.xls 09-May-2004 20:22 19k
Positions Worksheet ..> 12-Dec-2005 23:03 34k
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Positions Worksheet.xls 10-Aug-2005 13:20 23k
Profit From Stocks.exe 04-Sep-2005 21:53 463k
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Quality Stocks.htm 30-Apr-2005 16:40 90k
RSI 25 Up.htm 08-Feb-2006 17:56 5k
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Sectors Long.htm 20-Jun-2006 17:44 9k
Sectors Short.htm 20-Jun-2006 17:44 10k
Software.htm 14-Apr-2005 21:10 51k
Stock Record.xls 09-May-2004 20:23 19k
Stocks23True.xls 13-Jun-2004 12:22 22k
T2118.htm 18-Dec-2005 15:04 3k
TCNet Image.jpg 05-May-2004 22:22 112k
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Target Areas.XLS 10-May-2004 20:33 17k
Trading Management.htm 15-Jan-2006 13:10 32k
VIX.htm 19-Feb-2006 19:47 8k
When To Get Out - NE..> 13-Nov-2005 19:32 6k
Year End Summary and..> 09-Jan-2006 23:17 18k
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internals.htm 20-Jun-2006 17:44 2k
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weblinks.html 07-Dec-2005 22:00 12k

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index of parent directory
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Resource Stocks in Portfolio.pdf 24-Jan-2002 23:09 1.2M
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Place of Insurance.pdf 19-Apr-2004 16:10 100k
Picking Turning Points.jpg 22-Jan-2002 10:28 33k
Performance ASX resources.pdf 16-Oct-2003 17:09 1.2M
PIS FSG.pdf 14-Mar-2006 15:59 74k
Moriarty SFSG.pdf 05-Mar-2006 16:19 138k
Moriarty SFSG.doc 18-Apr-2004 19:45 90k
Managed vs Direct shares.jpg 22-Jan-2002 10:28 30k
Investment Vehicles.pdf 27-Jul-2004 14:56 82k
Investment Strategies.pdf 19-Apr-2004 16:09 64k
Inter'l vs Aust shares.pdf 06-Nov-2005 11:37 143k
Insurances strategies.pdf 19-Apr-2004 16:09 58k
Financial Planners role.pdf 25-Sep-2005 12:06 107k
Estate Plan strategies.pdf 19-Apr-2004 16:09 57k
Efficient Frontier.pps 24-Jan-2002 13:11 407k
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Client Expectations .pdf 28-Apr-2006 09:49 187k
CFP certificate.JPG 14-Jun-2005 14:54 387k
Basic Financial Strategies.pdf 19-Apr-2004 16:09 58k
Aust vs Int'l equity (Portfolio Journal).pdf 06-Nov-2005 11:37 257k
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