FORECASTING FUTURES RETURNS IN THE PRESENCE OF PRICE LIMITS.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 2, p. 199, doi. 10.1002/fut.20141
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2005 AND VI 25 AND IP 2
Results: 4
1
2
IMPLIED CORRELATION INDEX: A NEW MEASURE OF DIVERSIFICATION.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 2, p. 171, doi. 10.1002/fut.20137
- By:
- Publication type:
- Article
3
PRICING VULNERABLE OPTIONS IN INCOMPLETE MARKETS.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 2, p. 135, doi. 10.1002/fut.20136
- By:
- Publication type:
- Article
4
TRADERS' STRATEGIC BEHAVIOR IN AN INDEX OPTIONS MARKET.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 2, p. 105, doi. 10.1002/fut.20143
- By:
- Publication type:
- Article