@article{bd8ce78b3aad4ccbb6357c878233d651,
title = "Volatility discovery and volatility quoting on markets for options and warrants",
keywords = "DEMAND, DERIVATIVES, DISCOUNT CERTIFICATES, FINANCIAL PRODUCTS, IMPLIED VOLATILITY, IMPULSE-RESPONSE ANALYSIS, MULTIVARIATE MODELS, PRICE DISCOVERY, SPILLOVERS, STOCHASTIC VOLATILITY, VDAX-NEW, bank-issued warrants, information share, options, retail investors, volatility discovery",
author = "Rainer Baule and Bart Frijns and Tieves, {Milena E.}",
year = "2018",
month = jul,
doi = "10.1002/fut.21900",
language = "English",
volume = "38",
pages = "758--774",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley-Liss Inc.",
number = "7",
}