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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
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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
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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
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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
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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
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A brighter future with lower transactions costs?
Nordén, Lars - In: The journal of futures markets 29 (2009) 8, pp. 775-796
Persistent link: https://www.econbiz.de/10003900671
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Price discovery in the options markets : an application of put-call parity
Hsieh, Wen-liang G.; Lee, Chin-shen; Yuan, Shu-fang - In: The journal of futures markets 28 (2008) 4, pp. 354-375
Persistent link: https://www.econbiz.de/10003699412
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Futures trading costs and market microstructure invariance : identifying bet activity
Hou, Ai Jun; Nordén, Lars L.; Xu, Caihong - In: The journal of futures markets 44 (2024) 6, pp. 901-922
Persistent link: https://www.econbiz.de/10014536704
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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
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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