Works matching IS 02707314 AND DT 2022 AND VI 42 AND IP 4
Results: 9
Risk‐neutral skewness and commodity futures pricing.
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- Journal of Futures Markets, 2022, v. 42, n. 4, p. 751, doi. 10.1002/fut.22308
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- Article
Contagion or flight‐to‐quality? The linkage between oil price and the US dollar based on the local Gaussian approach.
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- Journal of Futures Markets, 2022, v. 42, n. 4, p. 722, doi. 10.1002/fut.22307
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- Article
Multi‐step reflection principle and barrier options.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 4, p. 692, doi. 10.1002/fut.22306
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- Article
Option‐implied moments and the cross‐section of stock returns.
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- Journal of Futures Markets, 2022, v. 42, n. 4, p. 668, doi. 10.1002/fut.22304
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- Article
Multistep forecast of the implied volatility surface using deep learning.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 4, p. 645, doi. 10.1002/fut.22302
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- Article
Information and the arrival rate of option trading volume.
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- Journal of Futures Markets, 2022, v. 42, n. 4, p. 605, doi. 10.1002/fut.22299
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- Article
Information contents of intraday SSE 50 ETF options trades.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 4, p. 580, doi. 10.1002/fut.22298
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- Article
Robust information share measures with an application on the international crude oil markets.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 4, p. 555, doi. 10.1002/fut.22292
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- Article
Journal of Futures Markets: Volume 42, Number 4, April 2022.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 4, p. 553, doi. 10.1002/fut.22230
- Publication type:
- Article