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An empirical analysis of the price discovery and the pricing bias in the KOSPI 200 stock index derivatives markets
Seung Oh Nam; SeungYoung Oh; Hyun Kyung Kim; Byung Chun Kim - In: International review of financial analysis 15 (2006) 4/5, pp. 398-414
Persistent link: https://www.econbiz.de/10003377253
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Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis
Tao, Juan; Green, Christopher J. - In: International review of financial analysis 24 (2012), pp. 26-37
Persistent link: https://www.econbiz.de/10009688185
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Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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Predicting the limit-hit frequency in futures contracts
Levy, Tamir; Qadan, Mahmod; Yagil, Joseph - In: International review of financial analysis 30 (2013), pp. 141-148
Persistent link: https://www.econbiz.de/10010460326
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A comparative analysis of price dependence in the spot and futures markets
Rao, Ramesh P. - In: Advances in futures and options research : a research annual 5 (1991), pp. 267-278
Persistent link: https://www.econbiz.de/10001123283
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Warrant valuation and equity volatility
Crouhy, Michel - In: Advances in futures and options research : a research annual 5 (1991), pp. 203-215
Persistent link: https://www.econbiz.de/10001123288
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Stochastic-dominance tests of portfolio insurance strategies
Clarke, Roger G. - In: Advances in futures and options research : a research annual 5 (1991), pp. 185-202
Persistent link: https://www.econbiz.de/10001123289
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Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F. (contributor) - In: Advances in futures and options research : a research annual 6 (1993), pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
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Portfolio insurance : does it pay?
Brooks, Robert - In: Advances in futures and options research : a research annual 6 (1993), pp. 329-353
Persistent link: https://www.econbiz.de/10001145829
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Intraday return and volatility patterns in the stock market : futures versus spot
Finnerty, Joseph E. - In: Advances in futures and options research : a research annual 3 (1988), pp. 301-317
Persistent link: https://www.econbiz.de/10001081718