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The effects of structural breaks and long memory on currency hedging
Lien, Da-hsiang Donald; Li, Yang - In: The journal of futures markets 30 (2010) 7, pp. 607-632
Persistent link: https://www.econbiz.de/10003985029
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Optimal hedge ratios in the presence of common jumps
Chan, Wing Hong - In: The journal of futures markets 30 (2010) 8, pp. 801-807
Persistent link: https://www.econbiz.de/10003985103
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The bias in time series volatility forecasts
Ederington, Louis H.; Guan, Wei - In: The journal of futures markets 30 (2010) 4, pp. 305-323
Persistent link: https://www.econbiz.de/10003962585
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Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen; Wang, Yaw-huei - In: The journal of futures markets 30 (2010) 4, pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
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General equilibrium and preference free model for pricing options under transformed gamma distribution
Vitiello, Luiz; Poon, Ser-Huang - In: The journal of futures markets 30 (2010) 5, pp. 409-431
Persistent link: https://www.econbiz.de/10003962630
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Empirical tests of canonical nonparametric American option-pricing methods
Alcock, Jamie; Auerswald, Diana - In: The journal of futures markets 30 (2010) 6, pp. 509-532
Persistent link: https://www.econbiz.de/10003962643
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Herd behaviors in index futures trading : driving factors and impact on market volatility
Wu, Ming-Hung; Hu, Wan-Ting; Weng, Pei-Shih - In: The journal of futures markets 43 (2023) 10, pp. 1373-1392
Persistent link: https://www.econbiz.de/10014339443
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Left-digit biases : individual and institutional investors
Yu, Jinyoung; Kim, Young-chul; Ryu, Doojin - In: The journal of futures markets 44 (2024) 3, pp. 518-532
Persistent link: https://www.econbiz.de/10014475507
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Trades or quotes : which drives price discovery? : evidence from Chinese index futures markets
Jin, Liwei; Yuan, Xianghui; Wang, Shihao; Li, Peiran; … - In: The journal of futures markets 42 (2022) 12, pp. 2235-2247
Persistent link: https://www.econbiz.de/10013465881
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The economic significance of conditional skewness in Index Option Markets
Jha, Ranjini; Kalimipalli, Madhu - In: The journal of futures markets 30 (2010) 4, pp. 378-406
Persistent link: https://www.econbiz.de/10003962606