Narrow search
Showing 81 - 90 of 631
Cover Image
Information content of trading activity in precious metals futures markets
Pradkhan, Elina - In: The journal of futures markets 36 (2016) 5, pp. 421-456
Persistent link: https://www.econbiz.de/10011568440
Cover Image
Do jumps matter for volatility forecasting? : evidence from energy markets
Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: The journal of futures markets 36 (2016) 8, pp. 758-792
Persistent link: https://www.econbiz.de/10011568562
Cover Image
Currency carry trades : the role of macroeconomic news and futures market speculation
Kim, Suk-Joong - In: The journal of futures markets 36 (2016) 11, pp. 1076-1107
Persistent link: https://www.econbiz.de/10011569016
Cover Image
Anchoring and probability weighting in option prices
DeLisle, R. Jared; Diavatopoulos, Dean; Fodor, Andy; … - In: The journal of futures markets 37 (2017) 6, pp. 614-638
Persistent link: https://www.econbiz.de/10011950850
Cover Image
Investor sentiment and credit default swap spreads during the global financial crisis
Lee, Jeehye; Kim, Sol; Park, Yuen Jung - In: The journal of futures markets 37 (2017) 7, pp. 660-688
Persistent link: https://www.econbiz.de/10011950863
Cover Image
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng; Lien, Da-hsiang Donald - In: The journal of futures markets 37 (2017) 9, pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Cover Image
Empirical performance of alternative pricing models of currency options
Sarwar, Ghulam; Krehbiel, Timothy L. - In: The journal of futures markets 20 (2000) 3, pp. 265-291
Persistent link: https://www.econbiz.de/10001485242
Cover Image
The return-implied volatility relation for commodity ETFs
Padungsaksawasdi, Chaiyuth; Daigler, Robert T. - In: The journal of futures markets 34 (2014) 3, pp. 261-281
Persistent link: https://www.econbiz.de/10010355434
Cover Image
A jump diffusion model for agricultural commodities with Bayesian analysis
Schmitz, Adam; Wang, Zhiguang; Kimn, Jung-han - In: The journal of futures markets 34 (2014) 3, pp. 235-260
Persistent link: https://www.econbiz.de/10010355435
Cover Image
Hawkes process : fast calibration, application to trade clustering, and diffuse limit
Fonseca, José da; Zaatour, Riadh - In: The journal of futures markets 34 (2014) 6, pp. 548-579
Persistent link: https://www.econbiz.de/10010371413