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Sharpe-optimal volatility futures carry
Uhl, Björn, (2024)
Futures trading and cash market volatility : stock index and interest rate futures
Edwards, Franklin R., (1988)
A mean variance king? : creation and resolution of uncertainty under the employment report's reign
Hautsch, Nikolaus, (2001)
The weekly pattern in Treasury bond futures and GARCH effects
Najand, Mohammad, (1994)
Inter-currency transmission of volatility in foreign exchange futures
Najand, Mohammad, (1992)
A GARCH examination of the relationship between volume and price variability in futures markets
Najand, Mohammad, (1991)