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Kat, Harry M.
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9
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Cass Business School Research Paper
14
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The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of futures markets
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ECONIS (ZBW)
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1
Normal Backwardation Is Normal
Miffre, Joe͏̈lle
- In:
The journal of futures markets
20
(
2000
)
9
,
pp. 803-822
Persistent link: https://www.econbiz.de/10006836140
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2
Conditional OLS minimum variance hedge ratios
Miffre, Joe͏̈lle
- In:
The journal of futures markets
24
(
2004
)
10
,
pp. 945-964
Persistent link: https://www.econbiz.de/10006816453
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3
Economic Significance of the Predictable Movements in Futures Returns
Miffre, Joe͏̈lle
- In:
Economic notes : economic review of Banca Monte dei …
31
(
2002
)
1
,
pp. 123-140
Persistent link: https://www.econbiz.de/10006033797
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4
Efficiency in the Pricing of the FTSE 100 Futures Contract
Miffre, Joe͏̈lle
- In:
European financial management : the journal of the …
7
(
2001
)
1
,
pp. 9-22
Persistent link: https://www.econbiz.de/10005952233
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Economic activity and time variation in expected futures returns
Miffre, Joe͏̈lle
- In:
Economics letters
73
(
2001
)
1
,
pp. 73-80
Persistent link: https://www.econbiz.de/10006773404
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The Conditional Price of Basis Risk: An Investigation Using Foreign Exchange Instruments
Miffre, Joe͏̈lle
- In:
Journal of business finance & accounting : JBFA
31
(
2004
)
7
,
pp. 1043-1068
Persistent link: https://www.econbiz.de/10006962612
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7
Hedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value?
Amin, Gaurav S.
;
Kat, Harry M.
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 251-274
Persistent link: https://www.econbiz.de/10006694530
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8
Stocks, Bonds, and Hedge Funds
Amin, Gaurav S.
;
Kat, Harry M.
- In:
The journal of portfolio management : a publication of …
29
(
2003
)
4
,
pp. 113-120
Persistent link: https://www.econbiz.de/10006554563
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9
VOLATILITY PREDICTION: A COMPARISON OF THE STOCHASTIC VOLATILITY, GARCH (1, 1), AND EGARCH (1, 1) MODELS
Heynen, Ronald C.
;
Kat, Harry M.
- In:
The journal of derivatives : the official publication …
2
(
1994
)
2
,
pp. 50-65
Persistent link: https://www.econbiz.de/10006002332
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10
PRICING AND HEDGING INTERNATIONAL EQUITY DERIVATIVES
Kat, Harry M.
;
Roozen, Henk N.M.
- In:
The journal of derivatives : the official publication …
2
(
1994
)
2
,
pp. 7-19
Persistent link: https://www.econbiz.de/10006002336
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