OPTIMUM FUTURES HEDGE IN THE PRESENCE OF CLUSTERED SUPPLY AND DEMAND SHOCKS, STOCHASTIC BASIS, AND FIRM'S COSTS OF HEDGING.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 12, p. 1209, doi. 10.1002/fut.10106
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2003 AND VI 23 AND IP 12
Results: 5
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2
AN EMPIRICAL INVESTIGATION OF THE GARCH OPTION PRICING MODEL: HEDGING PERFORMANCE.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 12, p. 1191, doi. 10.1002/fut.10109
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- Publication type:
- Article
3
DISCRETIONARY GOVERNMENT INTERVENTION AND THE MISPRICING OF INDEX FRUTRES.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 12, p. 1159, doi. 10.1002/fut.10107
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- Publication type:
- Article
4
THE JUMP COMPONENT OF THE VOLATILITY STRUCTURE OF INTEREST RATE FUTURES MARKETS: AN INTERNATIONAL COMPARISON.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 12, p. 1125, doi. 10.1002/fut.10105
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- Article
5
EDITOR'S NOTE.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 12, p. 1123, doi. 10.1002/FUT.10104
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- Publication type:
- Article