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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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Do S&P 500 index options violate the martingale restriction?
Strong, Norman; Xu, Xinzhong - In: The journal of futures markets 19 (1999) 5, pp. 499-521
Persistent link: https://www.econbiz.de/10001410411
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A reappraisal of the performance of corn and soybean new crop futures
Zulauf, Carl R. (contributor) - In: The journal of futures markets 19 (1999) 5, pp. 603-618
Persistent link: https://www.econbiz.de/10001410437
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Regime switching and cointegration tests of the efficiency of futures markets
Chow, Ying-Foon - In: The journal of futures markets 18 (1998) 8, pp. 871-901
Persistent link: https://www.econbiz.de/10001352412
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Dynamic hedging of commercial paper with T-bill futures
Koutmos, Gregory; Pericli, Andreas - In: The journal of futures markets 18 (1998) 8, pp. 925-938
Persistent link: https://www.econbiz.de/10001352416
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Noninformative and informative tests of efficiency in three energy futures markets
Peroni, Emilio; McNown, Robert F. - In: The journal of futures markets 18 (1998) 8, pp. 939-964
Persistent link: https://www.econbiz.de/10001352418
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Commodity futures trading performance using neural network models versus ARIMA models
Ntungo, Chrispin; Boyd, Milton - In: The journal of futures markets 18 (1998) 8, pp. 965-983
Persistent link: https://www.econbiz.de/10001352420
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Market micicrostructure of FT-SE 100 Index futures : an intraday empirical analysis
Tse, Yiuman - In: The journal of futures markets 19 (1999) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10001377554
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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