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Journal of empirical finance
The journal of futures markets
55
Econometric Institute research papers
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ECONIS (ZBW)
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1
Determinants of price discovery in the VIX futures market
Chen, Yu-Lun
;
Tsai, Wei-Che
- In:
Journal of empirical finance
43
(
2017
),
pp. 59-73
Persistent link: https://www.econbiz.de/10011817906
Saved in:
2
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Saved in:
3
A censored stochastic volatility approach to the estimation of price limit moves
Hsieh, Ping-hung
;
Yang, J. Jimmy
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 337-351
Persistent link: https://www.econbiz.de/10003839342
Saved in:
4
Optimal futures hedging under jump switching dynamics
Lee, Hsiang-Tai
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 446-456
Persistent link: https://www.econbiz.de/10003856819
Saved in:
5
Costly trade, managerial myopia, and long-term investment
Holden, Craig W.
;
Lundstrum, Leonard L.
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 126-135
Persistent link: https://www.econbiz.de/10003800551
Saved in:
6
Trading volume and contract rollover in futures contracts
Holmes, Philip
;
Rougier, Jonathan
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 317-338
Persistent link: https://www.econbiz.de/10002685128
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