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~isPartOf:"The journal of futures markets"
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129
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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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ECONIS (ZBW)
804
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1
Stochastic skew and target volatility options
Grasselli, Martino
;
Romo, Jacinto Marabel
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 174-193
Persistent link: https://www.econbiz.de/10011568064
Saved in:
2
Measuring implied volatility : is an average better? ; Which is average?
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of futures markets
22
(
2002
)
9
,
pp. 811-837
Persistent link: https://www.econbiz.de/10001696684
Saved in:
3
Simple risk measures when hedging commodities using foreign markets : a note
Novak, Frank S.
- In:
The journal of futures markets
16
(
1996
)
2
,
pp. 211-217
Persistent link: https://www.econbiz.de/10001198880
Saved in:
4
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
Saved in:
5
The effects of investor attention on commodity futures markets
Han, Liyan
;
Li, Ziying
;
Yin, Libo
- In:
The journal of futures markets
37
(
2017
)
10
,
pp. 1031-1049
Persistent link: https://www.econbiz.de/10011950934
Saved in:
6
On marketing strategies with options : a technique to measure risk and return
Hauser, R. J.
;
Eales, J. S.
- In:
The journal of futures markets
6
(
1986
)
2
,
pp. 273-288
Persistent link: https://www.econbiz.de/10003534860
Saved in:
7
Rational speculative bubbles in the gold futures market : an application of dynamic factor analysis
Bertus, Mark
;
Stanhouse, Bryan E.
- In:
The journal of futures markets
21
(
2001
)
1
,
pp. 79-108
Persistent link: https://www.econbiz.de/10001537235
Saved in:
8
Two-step testing procedure for price discovery role of futures prices
Quan, Jing
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001124224
Saved in:
9
Measuring hedging effectiveness of index futures contracts : do dynamic models outperform static models? ; a regime-switching approach
Salvador, Enrique
;
Aragó, Vicent
- In:
The journal of futures markets
34
(
2014
)
4
,
pp. 374-398
Persistent link: https://www.econbiz.de/10010355419
Saved in:
10
A random field LIBOR market model
Wu, Tao L.
;
Xu, Shengqiang
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 580-606
Persistent link: https://www.econbiz.de/10010371410
Saved in:
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