Narrow search
Showing 1 - 10 of 30
Cover Image
Conditional volatility forecasting in a dynamic hedging model
Haigh, Michael S. - In: Journal of forecasting 24 (2005) 3, pp. 155-172
Persistent link: https://www.econbiz.de/10006877785
Cover Image
Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs
Haigh, Michael S.; Nomikos, Nikos K.; Bessler, David A. - In: Southern economic journal 71 (2004) 1, pp. 145-162
Persistent link: https://www.econbiz.de/10006646345
Cover Image
Hedging foreign currency, freight, and commodity futures portfolios-A note
Haigh, Michael S.; Holt, Matthew T. - In: The journal of futures markets 22 (2002) 12, pp. 1205
Persistent link: https://www.econbiz.de/10006824492
Cover Image
Cointegration, Unbiased Expectations, and Forecasting in the BIFFEX Freight Futures Market
Haigh, Michael S. - In: The journal of futures markets 20 (2000) 6, pp. 545-572
Persistent link: https://www.econbiz.de/10006837505
Cover Image
Derivative pricing model and time-series approaches to hedging: A comparison
Bryant, Henry L.; Haigh, Michael S. - In: The journal of futures markets 25 (2005) 7, pp. 613-642
Persistent link: https://www.econbiz.de/10006813152
Cover Image
Do Professional Traders Exhibit Myopic Loss Aversion? An Experimental Analysis
Haigh, Michael S.; List, John A. - In: The journal of finance : the journal of the American … 60 (2005) 1, pp. 523-534
Persistent link: https://www.econbiz.de/10006544219
Cover Image
Causality and Price Discovery: An Application of Directed Acyclic Graphs
Haigh, Michael S.; Bessler, David A. - In: The journal of business : B 77 (2004) 4, pp. 1099
Persistent link: https://www.econbiz.de/10006021784
Cover Image
Bid-ask spreads in commodity futures markets
Bryant, Henry L.; Haigh, Michael S. - In: Applied financial economics 14 (2004) 13, pp. 923-936
Persistent link: https://www.econbiz.de/10007646443
Cover Image
Combining time-varying and dynamic multi-period optimal hedging models
Haigh, Michael S.; Holt, Matthew T. - In: European review of agricultural economics : ERAE 29 (2002) 4, pp. 471-500
Persistent link: https://www.econbiz.de/10007658806
Cover Image
Combining time-varying and dynamic multi-period optimal hedging models
Haigh, Michael S.; Holt, Matthew T. - In: European review of agricultural economics : ERAE 29 (2002) 4, pp. 471-500
Persistent link: https://www.econbiz.de/10007659082