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Hedge ratio prediction with noisy and asynchronous high-frequency data
Lai, Yu-Sheng - In: The journal of futures markets 36 (2016) 3, pp. 295-314
Persistent link: https://www.econbiz.de/10011568233
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S&P 500 index-futures price jumps and macroeconomic news
Miao, Hong; Ramchander, Sanjay; Zumwalt, J. Kenton - In: The journal of futures markets 34 (2014) 10, pp. 980-1001
Persistent link: https://www.econbiz.de/10010508683
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Price discovery in interrelated markets
Lien, Da-hsiang Donald; Shrestha, Keshab - In: The journal of futures markets 34 (2014) 3, pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
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A comparison of alternative approaches for determining the downside risk of hedge fund strategies
Giamouridis, Daniel; Ntoula, Ionna - In: The journal of futures markets 29 (2009) 3, pp. 244-269
Persistent link: https://www.econbiz.de/10003831099
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Predicting stock market volatility : a new measure
Fleming, Jeff - In: The journal of futures markets 15 (1995) 3, pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
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Application of statistical methodology to the evaluation of timing devices in commodities trading
Simonoff, Jeffrey S. - In: The journal of futures markets 1 (1981) 4, pp. 649-656
Persistent link: https://www.econbiz.de/10001081051
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Can chartists outperform the market? : market efficiency tests for "technical analysis"
Neftci, Salih N. - In: The journal of futures markets 4 (1984) 4, pp. 465-478
Persistent link: https://www.econbiz.de/10001082399
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Volatility risk premium in Indian options prices
Garg, Sonia; Vipul - In: The journal of futures markets 35 (2015) 9, pp. 795-812
Persistent link: https://www.econbiz.de/10011392659
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CDS inferred stock volatility
Guo, Biao - In: The journal of futures markets 36 (2016) 8, pp. 745-757
Persistent link: https://www.econbiz.de/10011568556
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Volatility forecasts : do volatility estimators and evaluation methods matter?
Jiang, I-Ming; Hung, Jui-Cheng; Wang, Chuan-San - In: The journal of futures markets 34 (2014) 11, pp. 1077-1094
Persistent link: https://www.econbiz.de/10010508678