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Kat, Harry M.
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ECONIS (ZBW)
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81
VOLATILITY PREDICTION: A COMPARISON OF THE STOCHASTIC VOLATILITY, GARCH (1, 1), AND EGARCH (1, 1) MODELS
Heynen, Ronald C.
;
Kat, Harry M.
- In:
The journal of derivatives : the official publication …
2
(
1994
)
2
,
pp. 50-65
Persistent link: https://www.econbiz.de/10006002332
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82
PRICING AND HEDGING INTERNATIONAL EQUITY DERIVATIVES
Kat, Harry M.
;
Roozen, Henk N.M.
- In:
The journal of derivatives : the official publication …
2
(
1994
)
2
,
pp. 7-19
Persistent link: https://www.econbiz.de/10006002336
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83
CONTINGENT PREMIUM OPTIONS
Kat, Harry M.
- In:
The journal of derivatives : the official publication …
1
(
1994
)
4
,
pp. 44-55
Persistent link: https://www.econbiz.de/10006002347
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84
DELTA HEDGING OF S&P 500 OPTIONS: CASH VERSUS FUTURES MARKET EXECUTION
Kat, Harry M.
- In:
The journal of derivatives : the official publication …
3
(
1996
)
3
,
pp. 6-25
Persistent link: https://www.econbiz.de/10007316721
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85
Economic activity and time variation in expected futures returns
Miffre, Joëlle
- In:
Economics letters
73
(
2001
)
1
,
pp. 73-79
Persistent link: https://www.econbiz.de/10001613334
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86
Economic significance of the predictable movements in futures returns
Miffre, Joëlle
- In:
Economic notes : economic review of Banca Monte dei …
31
(
2002
)
1
,
pp. 125-142
Persistent link: https://www.econbiz.de/10001669373
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87
Normal backwardation is normal
Miffre, Joëlle
- In:
The journal of futures markets
20
(
2000
)
9
,
pp. 803-821
Persistent link: https://www.econbiz.de/10001525965
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88
Efficiency in the pricing of the FTSE 100 futures contract
Miffre, Joëlle
- In:
European financial management : the journal of the …
7
(
2001
)
1
,
pp. 9-22
Persistent link: https://www.econbiz.de/10001558301
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89
Conditional OLS minimum variance hedge ratios
Miffre, Joëlle
- In:
The journal of futures markets
24
(
2004
)
10
,
pp. 945-964
Persistent link: https://www.econbiz.de/10002190261
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90
Conditional risk premia in international government bond markets
Miffre, Joëlle
- In:
Multinational finance journal : MF ; quarterly …
12
(
2008
)
3/4
,
pp. 185-204
Persistent link: https://www.econbiz.de/10003744259
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