Facet browsing currently unavailable
Page 10 of 3159 results
Sort by: relevance publication year
The drift factor in biased futures index pricing models: A new look JOURNAL ARTICLE published June 2002 in Journal of Futures Markets |
An intraday test of pricing and arbitrage opportunities in the New Zealand bank bill futures market JOURNAL ARTICLE published June 2002 in Journal of Futures Markets |
Estimation and forecasting of stock volatility with range‐based estimators JOURNAL ARTICLE published June 2008 in Journal of Futures Markets |
New evidence on the forward unbiasedness hypothesis in the foreign-exchange market JOURNAL ARTICLE published July 2006 in Journal of Futures Markets |
JOURNAL ISSUE published January 2004 in Journal of Futures Markets |
Editor's note JOURNAL ARTICLE published December 2006 in Journal of Futures Markets |
JOURNAL ISSUE published December 2004 in Journal of Futures Markets |
The dynamic correlations between the G7 economies and China: Evidence from both realized and implied volatilities JOURNAL ARTICLE published October 2017 in Journal of Futures Markets Research funded by National Natural Science Foundation of China (71301143) | Natural Science Foundation of Zhejiang Province (LQ13G030001) |
JOURNAL ISSUE published October 2017 in Journal of Futures Markets |
The supply of storage in energy futures markets JOURNAL ARTICLE published December 1990 in Journal of Futures Markets |
Import and hedging uncertainty in international trade JOURNAL ARTICLE published April 1995 in Journal of Futures Markets |
Detecting volatility changes across the oil sector JOURNAL ARTICLE published May 1996 in Journal of Futures Markets |
Multiscale Stochastic Volatility with the Hull–White Rate of Interest JOURNAL ARTICLE published September 2014 in Journal of Futures Markets |
Is there information in the volatility skew? JOURNAL ARTICLE published October 2007 in Journal of Futures Markets |
Valuation of futures and commodity options with information costs JOURNAL ARTICLE published September 1999 in Journal of Futures Markets |
JOURNAL ISSUE published December 1998 in Journal of Futures Markets |
Minimum-variance futures hedging under alternative return specifications JOURNAL ARTICLE published June 2005 in Journal of Futures Markets |
Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets JOURNAL ARTICLE published September 2021 in Journal of Futures Markets Research funded by National Natural Science Foundation of China (71701176,72071166) |
Skewness and index futures return JOURNAL ARTICLE published November 2020 in Journal of Futures Markets |
Unspanned macro risks in VIX futures JOURNAL ARTICLE published September 2023 in Journal of Futures Markets |