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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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ECONIS (ZBW)
1,076
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1
Implied
volatility
forecasts in the grains complex
Simon, David P.
- In:
The journal of futures markets
22
(
2002
)
10
,
pp. 959-981
Persistent link: https://www.econbiz.de/10001696759
Saved in:
2
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
3
Forecasting realized
volatility
: new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
4
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
5
Predictive power of the implied
volatility
term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
6
Conditional OLS minimum variance hedge ratios
Miffre, Joëlle
- In:
The journal of futures markets
24
(
2004
)
10
,
pp. 945-964
Persistent link: https://www.econbiz.de/10002190261
Saved in:
7
Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
8
Mid-day
volatility
spikes in US futures markets
Docking, Diane Scott
;
Kawaller, Ira A.
;
Koch, Paul D.
- In:
The journal of futures markets
19
(
1999
)
2
,
pp. 195-216
Persistent link: https://www.econbiz.de/10001369635
Saved in:
9
The impact of market-specific public information on return variance in an illiquid market
Christie-David, Rohan
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 887-908
Persistent link: https://www.econbiz.de/10001232839
Saved in:
10
An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets
Fujihara, Roger Arnold
- In:
The journal of futures markets
17
(
1997
)
4
,
pp. 385-416
Persistent link: https://www.econbiz.de/10001221157
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