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MODELLING FINANCIAL FUTURES MISPRICING USING SELF-EXCITING THRESOLD AUTOREGRESSIVE PROCESSES
POPE, P.F.; YADAV, P.K. - Graduate School of Business, Columbia University - 1990
Persistent link: https://www.econbiz.de/10005783450
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Trading Performance in Forward Markets: A Micro-Data Test of Normal Backwardation.
Phillips, G.; Weiner, R. - Graduate School of Business, Columbia University - 1991
Persistent link: https://www.econbiz.de/10005783451
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DOES THE WILD CARD OPTION REALLY HAVE VALUE?
LABARGE, K.P. - Graduate School of Business, Columbia University - 1989
Persistent link: https://www.econbiz.de/10005783452
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THE ORGANIZATION AND OBJECTIVES OF U.S. FUTURES EXCHANGES.
CHAMBERS, S.; CARTER, C. - Graduate School of Business, Columbia University - 1988
Persistent link: https://www.econbiz.de/10005783453
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AN EXAMINATION OF DELIVERIES IN THE TREASURY BOND FUTURES CONTRACT.
LABARGE, K.P. - Graduate School of Business, Columbia University - 1989
Persistent link: https://www.econbiz.de/10005783454
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FUTURES MARKETS AS HEDGING MARKETS AND THE RELATIVE EFFECTS OF SPECULATION ON HEDGING EFFECTIVENESS
MEYER, T.O. - Graduate School of Business, Columbia University - 1990
Persistent link: https://www.econbiz.de/10005783455
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COMMENTARY: PRICE VOLATILITY, INTERNATIONAL MARKET LINK, AND THEIR IMPLICATIONS FOR REGULATORY POLICY.
NELSON, D.N. - Graduate School of Business, Columbia University - 1989
Persistent link: https://www.econbiz.de/10005783456
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FORECASTING SFFICIENCY OF ENERGY FUTURES PRICES.
MA, C.W. - Graduate School of Business, Columbia University - 1988
Persistent link: https://www.econbiz.de/10005783457
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PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES.
ROLL, R. - Graduate School of Business, Columbia University - 1989
Persistent link: https://www.econbiz.de/10005783458
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Taxing Transactions in Futures Markets: Objectives and Effects.
Edwards, F.R. - Graduate School of Business, Columbia University - 1991
Persistent link: https://www.econbiz.de/10005783459