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Stock index futures markets : stochastic volatility models and smiles
Tompkins, Robert G. - In: The journal of futures markets 21 (2001) 1, pp. 43-78
Persistent link: https://www.econbiz.de/10001537233
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A comparative study of range-based stock return volatility estimators for the German market
Todorova, Neda; Husmann, Sven - In: The journal of futures markets 32 (2012) 6, pp. 560-586
Persistent link: https://www.econbiz.de/10010218787
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Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal; Elder, John; Fountas, Stilianos - In: The journal of futures markets 31 (2011) 7, pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
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Extracting market views from the price of options on futures
Martinez, Gregory M. - In: The journal of futures markets 18 (1998) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001234362
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Trading futures using a channel rule : a study of the predictive power of technical analysis with currency examples
Taylor, Stephen - In: The journal of futures markets 14 (1994) 2, pp. 215-235
Persistent link: https://www.econbiz.de/10001169801
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Fractal structure in currency futures price dynamics
Fang, Hsing - In: The journal of futures markets 14 (1994) 2, pp. 169-181
Persistent link: https://www.econbiz.de/10001169803
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Prediction of future currency exchange rates from current currency futures prices : the case of GM and JY
Jabbour, George M. - In: The journal of futures markets 14 (1994) 1, pp. 25-36
Persistent link: https://www.econbiz.de/10001169809
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An intraday analysis of bid-ask spreads and price volatility in the S&P 500 index futures market
Wang, George H. K. (contributor) - In: The journal of futures markets 14 (1994) 7, pp. 837-859
Persistent link: https://www.econbiz.de/10001171172
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The gold-silver spread : integration, cointegration, predictability, and ex-ante arbitrage
Wahab, Mamoud S. - In: The journal of futures markets 14 (1994) 6, pp. 709-756
Persistent link: https://www.econbiz.de/10001171297
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A bivariate generalized autoregressive conditonal heteroscedasticity-in-mean study of the relationship between return variability and trading volume in international futures market...
Jacobs, Michael <Jr.> - In: The journal of futures markets 18 (1998) 4, pp. 379-397
Persistent link: https://www.econbiz.de/10001242641