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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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1
Fundamentals, derivatives market information and oil price
volatility
Robe, Michel A.
;
Wallen, Jonathan
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10011568424
Saved in:
2
A filtering process to remove the stochastic component from intraday seasonal
volatility
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
Saved in:
3
A non-lattice pricing model of American options under stochastic
volatility
Zhang, Zhe
;
Lim, Kian-Guan
- In:
The journal of futures markets
26
(
2006
)
5
,
pp. 417-448
Persistent link: https://www.econbiz.de/10003309332
Saved in:
4
Psychological barriers and option pricing
Jang, Bong-Gyu
;
Kim, Changki
;
Kim, Kyeong Tae
;
Lee, Seungkyu
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 52-74
Persistent link: https://www.econbiz.de/10011346173
Saved in:
5
Commodity, strategies based on momentum, term structure, and idiosyncratic
volatility
Fuertes, Ana María
;
Miffre, Joëlle
;
Fernandez-Perez, …
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 274-297
Persistent link: https://www.econbiz.de/10011348423
Saved in:
6
Aggregate
volatility
and market jump risk : an option-based explanation to size and value premia
Arisoy, Yakup Eser
- In:
The journal of futures markets
34
(
2014
)
1
,
pp. 34-55
Persistent link: https://www.econbiz.de/10010254958
Saved in:
7
Options on troubled stock
Câmara, António
;
Popova, Ivilina
;
Simkins, Betty J.
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 637-657
Persistent link: https://www.econbiz.de/10010507943
Saved in:
8
Noisy inventory announcement and energy prices
Halova Wolfe, Marketa
;
Kurov, Alexander
;
Kucher, Oleg
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 911-933
Persistent link: https://www.econbiz.de/10010508689
Saved in:
9
Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André
;
Guerra, João
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
Saved in:
10
Volatility
and commodity price dynamics
Pindyck, Robert S.
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1029-1047
Persistent link: https://www.econbiz.de/10002248629
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