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A test of two models in forecasting stock index futures price volatility
Randolph, William L. - In: The journal of futures markets 11 (1991) 2, pp. 179-190
Persistent link: https://www.econbiz.de/10001102724
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A GARCH examination of the relationship between volume and price variability in futures markets
Najand, Mohammad - In: The journal of futures markets 11 (1991) 5, pp. 613-621
Persistent link: https://www.econbiz.de/10001110863
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Stock market volatility and macroeconomic variables : international evidence
Najand, Mohammad - In: Journal of multinational financial management 1 (1991) 3, pp. 51-66
Persistent link: https://www.econbiz.de/10001122033
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Optimal futures positions for life insurance companies
Rahman, Hamid - In: The journal of futures markets 12 (1992) 1, pp. 105-115
Persistent link: https://www.econbiz.de/10001124724
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Inter-currency transmission of volatility in foreign exchange futures
Najand, Mohammad - In: The journal of futures markets 12 (1992) 6, pp. 609-620
Persistent link: https://www.econbiz.de/10001133909
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State space modeling of price and volume dependence : evidence from currency futures
McCarthy, Joseph - In: The journal of futures markets 13 (1993) 4, pp. 335-344
Persistent link: https://www.econbiz.de/10001145984
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Causal relations among stock returns, inflation, real activity, and interest rates : evidence from Japan
Najand, Mohammad - In: Global finance journal 9 (1998) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10001249652
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Price dynamics among exchange rates, stock index, and treasury bonds in futures markets
Najand, Mohammad - In: Advances in investment analysis and portfolio … 4 (1997), pp. 65-76
Persistent link: https://www.econbiz.de/10001229803
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The weekly pattern in Treasury bond futures and GARCH effects
Najand, Mohammad - In: Review of futures markets 12 (1994) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001183637
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Volatility of exchange rates, interest rates, and stock returns
Najand, Mohammad - In: Journal of multinational financial management 2 (1992) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001142808