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~isPartOf:"The journal of futures markets"
~person:"Alcock, Jamie"
~person:"Theobald, Michael"
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Alcock, Jamie
Theobald, Michael
Wang, George H. K.
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The journal of futures markets
IFGWP
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Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
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Testing alternative measure changes in nonparametric pricing and hedging of European options
Alcock, Jamie
;
Smith, Godfrey
- In:
The journal of futures markets
34
(
2014
)
4
,
pp. 320-345
Persistent link: https://www.econbiz.de/10010355426
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2
Mean reversion and basis dynamics
Theobald, Michael
;
Yallup, Peter
- In:
The journal of futures markets
21
(
2001
)
9
,
pp. 797-818
Persistent link: https://www.econbiz.de/10001595304
Saved in:
3
Hedging ratios and cash futures market linkages
Theobald, Michael
- In:
The journal of futures markets
17
(
1997
)
1
,
pp. 101-115
Persistent link: https://www.econbiz.de/10001216340
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