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Foreign exchange futures volatility : day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements
Han, Li-ming; Kling, John L.; Sell, Clifford W. - In: The journal of futures markets 19 (1999) 6, pp. 665-693
Persistent link: https://www.econbiz.de/10001410397
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Harvest contract price volatility for cotton
Hudson, Darren; Coble, Keith - In: The journal of futures markets 19 (1999) 6, pp. 717-733
Persistent link: https://www.econbiz.de/10001410406
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Detecting and modeling changing volatility in the copper futures market
Brackert, Kevin; Smith, Kenneth L. - In: The journal of futures markets 19 (1999) 1, pp. 79 -100
Persistent link: https://www.econbiz.de/10001377599
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Margin requirements and futures activity : evidence from the soybean and corn markets
Adrangi, Bahram; Chatrath, Arjun - In: The journal of futures markets 19 (1999) 4, pp. 433-455
Persistent link: https://www.econbiz.de/10001378224
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Optimal margin level in futures markets : extreme price movements
Longin, François M. - In: The journal of futures markets 19 (1999) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10001369624
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Mid-day volatility spikes in US futures markets
Docking, Diane Scott; Kawaller, Ira A.; Koch, Paul D. - In: The journal of futures markets 19 (1999) 2, pp. 195-216
Persistent link: https://www.econbiz.de/10001369635
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Program trading, nonprogram trading, and market volatility
Hogan, Kedreth C. - In: The journal of futures markets 17 (1997) 7, pp. 733-756
Persistent link: https://www.econbiz.de/10001228476
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Index futures and options and stock market volatility
Pericli, Andreas Neophytou - In: The journal of futures markets 17 (1997) 8, pp. 957-974
Persistent link: https://www.econbiz.de/10001232832
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The impact of market-specific public information on return variance in an illiquid market
Christie-David, Rohan - In: The journal of futures markets 17 (1997) 8, pp. 887-908
Persistent link: https://www.econbiz.de/10001232839
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Implied volatility asymmetries in treasury bond futures options
Simon, David P. - In: The journal of futures markets 17 (1997) 8, pp. 873-885
Persistent link: https://www.econbiz.de/10001232840