Narrow search
Showing 1 - 10 of 774
Cover Image
Cold fusion - hot metal : an analysis of the metals futures market reactions to the cold fusion announcement
Hill, Stephen Richard - In: The journal of futures markets 11 (1991) 3, pp. 385-397
Persistent link: https://www.econbiz.de/10001104839
Cover Image
Risk and return in copper, platinum, and silver futures
Chang, Eric Chieh - In: The journal of futures markets 10 (1990) 1, pp. 29-39
Persistent link: https://www.econbiz.de/10001128109
Cover Image
A multicommodity model of futures prices : using futures prices of one commodity to estimate the stochastic process of another
Cortazar, Gonzalo; Milla, Carlos; Severino, Felipe - In: The journal of futures markets 28 (2008) 6, pp. 537-560
Persistent link: https://www.econbiz.de/10003715005
Cover Image
An analysis of the failed muncipal bond and note futures contracts
Cusatis, Patrick James - In: The journal of futures markets 28 (2008) 7, pp. 656-679
Persistent link: https://www.econbiz.de/10003715118
Cover Image
A test of the Samuelson hypothesis using realized range
Kalev, Petko S.; Huu Nhan Duong - In: The journal of futures markets 28 (2008) 7, pp. 680-696
Persistent link: https://www.econbiz.de/10003715120
Cover Image
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Cover Image
Interdealer inference and price discovery
Huang, Tzu-man; Locke, Peter R. - In: The journal of futures markets 28 (2008) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10003647689
Cover Image
Value at risk and conditional extreme value theory via Markov regime switching models
Samuel, Yau Man Ze-To - In: The journal of futures markets 28 (2008) 2, pp. 155-181
Persistent link: https://www.econbiz.de/10003647707
Cover Image
The specification of GARCH models with stochastic covariates
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of futures markets 28 (2008) 10, pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
Cover Image
Realized volatility and correlation in energy futures markets
Wang, T'ao; Wu, Jingtao; Yang, Jian - In: The journal of futures markets 28 (2008) 10, pp. 993-1011
Persistent link: https://www.econbiz.de/10003769949