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The introduction of Toronto index participation units and arbitrage opportunities in the Toronto 35 index option market
Ackert, Lucy F., (1998)
A note on speculative versus arbitrage opportunities from index futures mispricing : some Canadian evidence
Deaves, Richard, (1994)
Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H., (1995)
Time-varying distributions and the optimal hedge ratios for stock index futures
Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads
Park, Tae H., (1996)