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Contemporary and long-run correlations : a covariance component model and studies on the S&P 500 cash and futures markets
Lee, Gary G. J. - In: The journal of futures markets 19 (1999) 8, pp. 877-894
Persistent link: https://www.econbiz.de/10001443378
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The risk management effectiveness of multivariate hedging models in the US soy complex
Collins, Robert A. - In: The journal of futures markets 20 (2000) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10001447785
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Causality in futures markets
Bryant, Henry L.; Bessler, David A.; Haigh, Michael S. - In: The journal of futures markets 26 (2006) 11, pp. 1039-1057
Persistent link: https://www.econbiz.de/10003392000
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The relationship between spot and futures prices : evidence from the crude oil market
Silvapulle, Param; Moosa, Imad A. - In: The journal of futures markets 19 (1999) 2, pp. 175-193
Persistent link: https://www.econbiz.de/10001369630
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On the intraday relation between the VIX and its futures
Frijns, Bart; Tourani Rad, Alireza; Webb, Robert I. - In: The journal of futures markets 36 (2016) 9, pp. 870-886
Persistent link: https://www.econbiz.de/10011568650
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Estimation and testing of portfolio Value-at-Risk based on L-comoment matrices
Liu, Wei-han - In: The journal of futures markets 30 (2010) 9, pp. 897-908
Persistent link: https://www.econbiz.de/10008900925
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Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert; Sercu, Piet; Wu, Jianbin - In: The journal of futures markets 42 (2022) 5, pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
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Multivariate downside risk : normal versus variance Gamma
Wallmeier, Martin; Diethelm, Martin - In: The journal of futures markets 32 (2012) 5, pp. 431-458
Persistent link: https://www.econbiz.de/10010218781
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Small traders in currency futures markets
Röthig, Andreas; Chiarella, Carl - In: The journal of futures markets 31 (2011) 9, pp. 898-913
Persistent link: https://www.econbiz.de/10009355773
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Price-to-earnings ratios and option prices
Chua, Ansley; DeLisle, R. Jared; Feng, Sze-Shiang; Lee, … - In: The journal of futures markets 35 (2015) 8, pp. 738-752
Persistent link: https://www.econbiz.de/10011392646