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~accessRights:"restricted"
~isPartOf:"The journal of futures markets"
~subject:"Australien"
~subject:"Capital market returns"
~subject:"Elektronisches Handelssystem"
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The journal of futures markets
Handbook of research on intelligent techniques and modeling applications in marketing analytics
1
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A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
2
A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Sheu, Her-jiun
;
Lee, Hsiang-Tai
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10011950956
Saved in:
3
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1141-1152
Persistent link: https://www.econbiz.de/10011951006
Saved in:
4
On the intraday relation between the VIX and its futures
Frijns, Bart
;
Tourani Rad, Alireza
;
Webb, Robert I.
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 870-886
Persistent link: https://www.econbiz.de/10011568650
Saved in:
5
An analysis of the risk-return characteristics of serially correlated managed futures
Elaut, Gert
;
Erdős, Péter
;
Sjödin, John
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 992-1013
Persistent link: https://www.econbiz.de/10011568847
Saved in:
6
Asymmetric effects of volatility risk on stock returns : evidence from VIX and VIX futures
Fu, Xi
;
Sandri, Matteo
;
Shackleton, Mark B.
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1029-1056
Persistent link: https://www.econbiz.de/10011569013
Saved in:
7
Forecasting volatility in the presence of limits to arbitrage
Hong, Lu
;
Nohel, Tom
;
Todd, Steven
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 987-1002
Persistent link: https://www.econbiz.de/10011546208
Saved in:
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