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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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81
The Nelson-Siegel model of the term structure of option implied volatility and volatility components
Guo, Biao
;
Han, Qian
;
Zhao, Bin
- In:
The journal of futures markets
34
(
2014
)
8
,
pp. 788-806
Persistent link: https://www.econbiz.de/10010507936
Saved in:
82
The predictive content of commodity futures
Chinn, Menzie David
;
Coibion, Olivier
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 607-636
Persistent link: https://www.econbiz.de/10010507944
Saved in:
83
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
Saved in:
84
Derivatives and the price of risk
Bollen, Nicolas P. B.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 839-854
Persistent link: https://www.econbiz.de/10001228456
Saved in:
85
Predicting spot exchange rates in a nonlinear estimation framework using futures prices
Parhizgari, Ali M.
- In:
The journal of futures markets
17
(
1997
)
8
,
pp. 935-956
Persistent link: https://www.econbiz.de/10001232833
Saved in:
86
Volume and price relationships : hypothesis and testing for agricultural futures
Malliaris, Anastasios G.
- In:
The journal of futures markets
18
(
1998
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10001234360
Saved in:
87
Extracting market views from the price of options on futures
Martinez, Gregory M.
- In:
The journal of futures markets
18
(
1998
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001234362
Saved in:
88
Storage profitability and hedge ratio estimation
Lence, Sergio H.
- In:
The journal of futures markets
16
(
1996
)
6
,
pp. 655-676
Persistent link: https://www.econbiz.de/10001206957
Saved in:
89
Mean-Gini hedging in futures markets
Shalit, Haim
- In:
The journal of futures markets
15
(
1995
)
6
,
pp. 617-635
Persistent link: https://www.econbiz.de/10001186690
Saved in:
90
A trading simulation test for weak-form efficiency in live cattle futures
Kastens, Terry L.
- In:
The journal of futures markets
15
(
1995
)
6
,
pp. 649-675
Persistent link: https://www.econbiz.de/10001186692
Saved in:
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