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Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan; Choudhry, Taufiq - In: The European journal of finance 21 (2015) 4/6, pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
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Volatility patterns of short-term interest rate futures
Gurrola-Perez, Pedro; Herrerias, Renata - In: The European journal of finance 27 (2021) 16, pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
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What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
Jalan, Akanksha; Matkovskyy, Roman; Urquhart, Andrew - In: The European journal of finance 27 (2021) 13, pp. 1251-1281
Persistent link: https://www.econbiz.de/10012653090
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A pricing kernel approach to valuing options on interest rate futures
Liu, Xiaoquan; Kuo, Jing-Ming; Coakley, Jerry - In: The European journal of finance 21 (2015) 1/3, pp. 93-110
Persistent link: https://www.econbiz.de/10010519972
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Special issue on 2010 and 2011 forecasting financial markets conference
Dunis, Christian (contributor) - 2015
Persistent link: https://www.econbiz.de/10010528214
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Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi; Chen, Son-nan; Lin, Shih-kuei - In: The European journal of finance 22 (2016) 10/12, pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
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Forecasting daily volatility with intraday data
Frijns, Bart; Margaritis, Dimitris - In: The European journal of finance 14 (2008) 5/6, pp. 523-540
Persistent link: https://www.econbiz.de/10003772119
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Option-based forecasts of volatility : an empirical study in the DAX-index options market
Muzzioli, Silvia - In: The European journal of finance 16 (2010) 5/6, pp. 561-586
Persistent link: https://www.econbiz.de/10008698557
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Special issue: 2007 and 2008 forecasting financial markets conference
Dunis, Christian (contributor) - 2010
Persistent link: https://www.econbiz.de/10008698602
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How Spanish options market smiles in summer : an empirical analysis for options on IBEX-35
García-Machado, Juan J.; Rybczyński, Jarosław - In: The European journal of finance 23 (2017) 1/3, pp. 153-169
Persistent link: https://www.econbiz.de/10011736237