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~isPartOf:"The journal of futures markets"
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Lien, Da-hsiang Donald
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Wang, George H. K.
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Jordan, James V.
3
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3
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The journal of futures markets
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589
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ECONIS (ZBW)
181
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1
Derivatives and the price of risk
Bollen, Nicolas P. B.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 839-854
Persistent link: https://www.econbiz.de/10001228456
Saved in:
2
Predicting spot exchange rates in a nonlinear
estimation
framework using futures prices
Parhizgari, Ali M.
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 935-956
Persistent link: https://www.econbiz.de/10001232833
Saved in:
3
Extracting market views from the price of options on futures
Martinez, Gregory M.
- In:
The journal of futures markets
18
(
1998
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001234362
Saved in:
4
Storage profitability and hedge ratio
estimation
Lence, Sergio H.
- In:
The journal of futures markets
16
(
1996
)
6
,
pp. 655-676
Persistent link: https://www.econbiz.de/10001206957
Saved in:
5
Linear dependence, nonlinear dependence and petroleum futures market efficiency
Fujihara, Roger Arnold
- In:
The journal of futures markets
17
(
1997
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001216341
Saved in:
6
A time series approach to testing for market linkage : unit root and cointegration tests
Wang, George H. K.
- In:
The journal of futures markets
14
(
1994
)
4
,
pp. 457-474
Persistent link: https://www.econbiz.de/10001169791
Saved in:
7
Forecasting the nearby basis of live cattle
Liu, Shi-Miin
(
contributor
)
- In:
The journal of futures markets
14
(
1994
)
3
,
pp. 259-273
Persistent link: https://www.econbiz.de/10001169800
Saved in:
8
(Micro) fads in asset prices : evidence from the futures market
Gay, Gerald D.
(
contributor
)
- In:
The journal of futures markets
14
(
1994
)
6
,
pp. 637-659
Persistent link: https://www.econbiz.de/10001171312
Saved in:
9
Price volatility and futures margins
Hardouvelis, Gikas A.
- In:
The journal of futures markets
16
(
1996
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10001193435
Saved in:
10
Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G.
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
Saved in:
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