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Mean reversion and the comovement of equilibrium spot and futures prices : implications from alternative data-generating processes
Zeng, Tian - In: The journal of futures markets 21 (2001) 8, pp. 769-796
Persistent link: https://www.econbiz.de/10001591754
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Mean reversion and basis dynamics
Theobald, Michael; Yallup, Peter - In: The journal of futures markets 21 (2001) 9, pp. 797-818
Persistent link: https://www.econbiz.de/10001595304
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Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
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A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung; Daigler, Robert T. - In: The journal of futures markets 34 (2014) 5, pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
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Market efficiency among futures with different maturities : evidence from the crude oil futures market
Kawamoto, Kaoru; Hamori, Shigeyuki - In: The journal of futures markets 31 (2011) 5, pp. 487-501
Persistent link: https://www.econbiz.de/10009009222
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Evaluation of the subjective probabilities of survival in the health and retirement study
Hurd, Michael D. - In: Journal of human resources : JHR 30 (1995), pp. 268-292
Persistent link: https://www.econbiz.de/10001333883
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Recent advances in quantile regression models : a practical guideline for empirical research
Buchinsky, Moshe - In: Journal of human resources : JHR 33 (1998) 1, pp. 88-126
Persistent link: https://www.econbiz.de/10001337493
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Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models : an empirical comparison
Mathis, Roswell E.; Bierwag, Gerald O. - In: The journal of futures markets 19 (1999) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10001377950
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Estimates of effective guarantees and tax rates in the AFDC program for the post-OBRA period
McKinnish, Terra G.; Sanders, Seth; Smith, Jeffrey - In: Journal of human resources : JHR 34 (1999) 1, pp. 312-345
Persistent link: https://www.econbiz.de/10001368429
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Gender wage discrimination bias? : A meta-regression analysis
Stanley, Tom D.; Jarrell, Stephen B. - In: Journal of human resources : JHR 33 (1998) 4, pp. 947-973
Persistent link: https://www.econbiz.de/10001256150