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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
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A Markov regime-switching ARMA approach for hedging stock indices
Chen, Chao-chun; Tsay, Wen-jen - In: The journal of futures markets 31 (2011) 2, pp. 165-191
Persistent link: https://www.econbiz.de/10008908406
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Stochastic volatility functions implicit in Eurodollar futures options
Bhanot, Karan - In: The journal of futures markets 18 (1998) 6, pp. 605-627
Persistent link: https://www.econbiz.de/10001249194
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Option pricing under skewness and kurtois using a Cornish-Fisher expansion
Aboura, Sofiane; Maillard, Didier - In: The journal of futures markets 36 (2016) 12, pp. 1194-1209
Persistent link: https://www.econbiz.de/10011665615
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Stochastic skew in the interest rate cap market
Leung, Kwai S.; Ng, Hon Y.; Wong, Hoi Ying - In: The journal of futures markets 34 (2014) 12, pp. 1146-1169
Persistent link: https://www.econbiz.de/10010508673
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The pattern of price linkages among commodities
Dorfman, Jeffrey H.; Karali, Berna - In: The journal of futures markets 34 (2014) 11, pp. 1062-1076
Persistent link: https://www.econbiz.de/10010508679
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Pricing American options with stochastic volatility : evidence from S&P 500 futures options
Lim, Kian-Guan; Guo, Xiaoqiang - In: The journal of futures markets 20 (2000) 7, pp. 625-659
Persistent link: https://www.econbiz.de/10001523740
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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
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Stock index futures markets : stochastic volatility models and smiles
Tompkins, Robert G. - In: The journal of futures markets 21 (2001) 1, pp. 43-78
Persistent link: https://www.econbiz.de/10001537233
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Modes of fluctuation in metal futures prices
Urich, Thomas - In: The journal of futures markets 20 (2000) 3, pp. 219-241
Persistent link: https://www.econbiz.de/10001485238