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Inter-currency transmission of volatility in foreign exchange futures
Najand, Mohammad - In: The journal of futures markets 12 (1992) 6, pp. 609-620
Persistent link: https://www.econbiz.de/10001133909
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State space modeling of price and volume dependence : evidence from currency futures
McCarthy, Joseph - In: The journal of futures markets 13 (1993) 4, pp. 335-344
Persistent link: https://www.econbiz.de/10001145984
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Optimal futures positions for life insurance companies
Rahman, Hamid - In: The journal of futures markets 12 (1992) 1, pp. 105-115
Persistent link: https://www.econbiz.de/10001124724
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A test of two models in forecasting stock index futures price volatility
Randolph, William L. - In: The journal of futures markets 11 (1991) 2, pp. 179-190
Persistent link: https://www.econbiz.de/10001102724
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A GARCH examination of the relationship between volume and price variability in futures markets
Najand, Mohammad - In: The journal of futures markets 11 (1991) 5, pp. 613-621
Persistent link: https://www.econbiz.de/10001110863
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A further investigation of the lead-lag relationship between the spot market and stock index futures : early evidence from Korea
Min, Jae H.; Najand, Mohammad - In: The journal of futures markets 19 (1999) 2, pp. 217-232
Persistent link: https://www.econbiz.de/10001369637
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State Space Modeling of Price and Volume Dependence: Evidence from Currency Futures
McCarthy, Joseph; Najand, Mohammad - In: The journal of futures markets 13 (1993) 4, pp. 335-344
Persistent link: https://www.econbiz.de/10006869678
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A Further Investigation of the Lead-Lag Relationship between the Spot Market and Stock Index Futures: Early Evidence from Korea
Min, Jae H.; Najand, Mohammad - In: The journal of futures markets 19 (1999) 2, pp. 217-232
Persistent link: https://www.econbiz.de/10007342543