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Warentermin- und Warenterminoptionsmärkte : eine Analyse mathematischer Preismodelle, informationstheoretischer Aspekte und erfolgreicher Anlagestrategien
Blase, Henrich, (1994)
Informational structure and price volatility in speculative commodity markets
MacDonald, Douglas F., (1990)
Arbitrage and information in a sequential economy with many credit agencies
Stahl, Dale O., (1995)
Impacts of shifts in uncertainty on spot and futures price change serial correlation and standardized covariation measures
Leistikow, Dean, (1993)
Dynamic conditional bias-adjusted carry cost rate futures hedge ratios
Leistikow, Dean, (2022)
Carry cost rate regimes and futures hedge ratio variation
Leistikow, Dean, (2019)