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~isPartOf:"The journal of futures markets"
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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The journal of futures markets
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11,826
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ECONIS (ZBW)
800
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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