Rational price limits in futures markets : tests of a simple optimizing model
Year of publication: |
1994
|
---|---|
Authors: | Ackert, Lucy F. |
Other Persons: | Hunter, William Curt (contributor) |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 4.1994, 1, p. 93-108
|
Subject: | Derivat | Derivative | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1977-1979 |
-
Forecast based pricing of weather derivatives
Härdle, Wolfgang, (2012)
-
Estimating state-price densities from derivative prices : parametric and nonparametric methods
Guidolin, Massimo, (1999)
-
Wilkens, Sascha, (2003)
- More ...
-
Rational expectations and security analysts' earnings forecasts
Ackert, Lucy F., (1992)
-
Tests of a simple optimizing model of daily price limits on futures contracts
Ackert, Lucy F., (1989)
-
Ackert, Lucy F., (1990)
- More ...