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Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market
McMillan, David G.; Speight, Alan E. H. - In: The journal of futures markets 22 (2002) 11, pp. 1037-1057
Persistent link: https://www.econbiz.de/10001713575
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Transaction costs and market quality : open outcry versus electronic trading
Tse, Yiuman; Zabotina, Tatyana V. - In: The journal of futures markets 21 (2001) 8, pp. 713-735
Persistent link: https://www.econbiz.de/10001591746
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Pricing options using implied trees: evidence from FTSE-100 options
Lim, Kian-Guan; Zhi, Da - In: The journal of futures markets 22 (2002) 7, pp. 601-626
Persistent link: https://www.econbiz.de/10001678534
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The realized volatility of FTSE-100 futures prices
Areal, Nelson M. P. C.; Taylor, Stephen - In: The journal of futures markets 22 (2002) 7, pp. 627-648
Persistent link: https://www.econbiz.de/10001678555
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Futures hedging when the structure of the underlying asset changes : the case of the BIFFEX contract
Kavussanos, Manolis G.; Nomikos, Nikos K. - In: The journal of futures markets 20 (2000) 8, pp. 775-801
Persistent link: https://www.econbiz.de/10001523757
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Intra-day volatility components in FTSE-100 stock index futures
Speight, Alan E. H.; McMillan, David G.; Ap Gwilym, Owain - In: The journal of futures markets 20 (2000) 5, pp. 425-444
Persistent link: https://www.econbiz.de/10001500111
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Cointegration, unbiased expectations, and forecasting in the BIFFEX freight futures market
Haigh, Michael S. - In: The journal of futures markets 20 (2000) 6, pp. 545-571
Persistent link: https://www.econbiz.de/10001509975
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Pricing FTSE 100 index options under stochastic volatility
Lin, Yueh-neng; Strong, Norman; Xu, Xinzhong - In: The journal of futures markets 21 (2001) 3, pp. 197-211
Persistent link: https://www.econbiz.de/10001556705
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Robust estimation of the optimal hedge ratio
Harris, Richard D. F.; Shen, Jian - In: The journal of futures markets 23 (2002) 8, pp. 799-816
Persistent link: https://www.econbiz.de/10001780635
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Fractional versus decimal pricing : evidence from the UK long gilt futures market
Ap Gwilym, Owain; McManus, Ian; Thomas, Stephen D. - In: The journal of futures markets 25 (2005) 5, pp. 419-442
Persistent link: https://www.econbiz.de/10002811523