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Bivariate GARCH estimation of the optimal hedge ratios for stock index futures : a note
Park, Tae H. - In: The journal of futures markets 15 (1995) 1, pp. 61-67
Persistent link: https://www.econbiz.de/10001178117
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Time-varying distributions and the optimal hedge ratios for stock index futures
Park, Tae H. - In: Applied financial economics 5 (1995) 3, pp. 131-137
Persistent link: https://www.econbiz.de/10001185274
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Mean reversion of interest-rate term premiums and profits from trading strategies with treasury futures spreads
Park, Tae H. - In: The journal of futures markets 16 (1996) 3, pp. 331-352
Persistent link: https://www.econbiz.de/10001198871
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Forecasting interest rates and yield spreads : the informational content of implied futures yields and best-fitting forward rate models
Park, Tae H. - In: Journal of forecasting 16 (1997) 4, pp. 209-224
Persistent link: https://www.econbiz.de/10001227329
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The interactions between trading volume and volatility : evidence from the equity options markets
Park, Tae H.; Switzer, Lorne N.; Bedrossian, Robert - In: Applied financial economics 9 (1999) 6, pp. 627-637
Persistent link: https://www.econbiz.de/10001525295