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Brorsen, B. Wade
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4
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4
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4
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4
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4
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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)
796
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1
A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
Saved in:
2
Foreign-exchange trading volume and Federal Reserve intervention
Chaboud, Alain
;
LeBaron, Blake Dean
- In:
The journal of futures markets
21
(
2001
)
9
,
pp. 851-860
Persistent link: https://www.econbiz.de/10001595311
Saved in:
3
Excessive variation in risk-factor correlations and volatilities
Bali, Turan G.
;
Genberg, Hans
;
Neftci, Salih N.
- In:
The journal of futures markets
22
(
2002
)
12
,
pp. 1119-1146
Persistent link: https://www.econbiz.de/10001713588
Saved in:
4
Stock index futures markets : stochastic volatility models and smiles
Tompkins, Robert G.
- In:
The journal of futures markets
21
(
2001
)
1
,
pp. 43-78
Persistent link: https://www.econbiz.de/10001537233
Saved in:
5
Information and volatility in futures and spot markets : the case of the Japanese yen
Chatrath, Arjun
- In:
The journal of futures markets
18
(
1998
)
2
,
pp. 201-223
Persistent link: https://www.econbiz.de/10001239192
Saved in:
6
The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios
- In:
The journal of futures markets
18
(
1998
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10001239196
Saved in:
7
The dual listing of stock index futures : arbitrage, spread arbitrage, and currency risk
Board, John L. G.
- In:
The journal of futures markets
16
(
1996
)
1
,
pp. 29-54
Persistent link: https://www.econbiz.de/10001193438
Saved in:
8
Stock index futures listing and structural change in time-varying volatility
Yi, Sang-bin
- In:
The journal of futures markets
12
(
1992
)
5
,
pp. 493-509
Persistent link: https://www.econbiz.de/10001129996
Saved in:
9
A note on estimating the minimum extended Gini hedge ratio
Lien, Donald
;
Shaffer, David R.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10001377604
Saved in:
10
Continuously traded options on discretely traded commodity futures contracts
Webb, Robert I.
;
Iwata, Gyoichi
;
Fujiwara, Koichi
; …
- In:
The journal of futures markets
17
(
1997
)
6
,
pp. 633-666
Persistent link: https://www.econbiz.de/10001228028
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