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Bias and backwardation in natural gas futures prices
Movassagh, Nahid; Modjtahedi, Bagher - In: The journal of futures markets 25 (2005) 3, pp. 281-308
Persistent link: https://www.econbiz.de/10002647735
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Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
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Improving GARCH volatility forecasts with regime-switching GARCH
Klaassen, Franc - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 363-394
Persistent link: https://www.econbiz.de/10001655657
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A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung; Daigler, Robert T. - In: The journal of futures markets 34 (2014) 5, pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
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A dynamic econometrics system for the real yen-dollar rate
Kurita, Takamitsu - In: Empirical economics : a journal of the Institute for … 33 (2007) 1, pp. 115-149
Persistent link: https://www.econbiz.de/10003491979
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Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output
Coe, Patrick J. - In: Empirical economics : a journal of the Institute for … 27 (2002) 2, pp. 395-401
Persistent link: https://www.econbiz.de/10001655659
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A trading simulation test for weak-form efficiency in live cattle futures
Kastens, Terry L. - In: The journal of futures markets 15 (1995) 6, pp. 649-675
Persistent link: https://www.econbiz.de/10001186692
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Linear dependence, nonlinear dependence and petroleum futures market efficiency
Fujihara, Roger Arnold - In: The journal of futures markets 17 (1997) 1, pp. 75-99
Persistent link: https://www.econbiz.de/10001216341
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(Micro) fads in asset prices : evidence from the futures market
Gay, Gerald D. (contributor) - In: The journal of futures markets 14 (1994) 6, pp. 637-659
Persistent link: https://www.econbiz.de/10001171312
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An examination of the relationship between stock index cash and futures markets : a cointegration approach
Pizzi, Michael A. - In: The journal of futures markets 18 (1998) 3, pp. 297-305
Persistent link: https://www.econbiz.de/10001242653