Limit Moves and Price Resolution: A Reply.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 3, p. 361, doi. 10.1002/fut.3990120309
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1992 AND VI 12 AND IP 3
Results: 8
1
2
A Reexamination of the Systemic Downward Bias in Live Cattle Futures Prices.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 3, p. 329, doi. 10.1002/fut.3990120307
- By:
- Publication type:
- Article
3
Constructing Accurate Cash Settlement Indices: The Role of Index Specifications.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 3, p. 339, doi. 10.1002/fut.3990120308
- By:
- Publication type:
- Article
4
Option-Based Evidence of the Nonstationarity of Expected S&P 500 Futures Prices Distributions.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 3, p. 275, doi. 10.1002/fut.3990120304
- By:
- Publication type:
- Article
5
Hedging with Forecasting: A State-Space Approach to Modeling Vector-Valued Time Series.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 3, p. 307, doi. 10.1002/fut.3990120306
- By:
- Publication type:
- Article
6
Evidence of Chaos in Commodity Futures Prices.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 3, p. 291, doi. 10.1002/fut.3990120305
- By:
- Publication type:
- Article
7
Robustness Results for Regression Hedge Ratios: Futures Contracts with Multiple Deliverable Grades.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 3, p. 253, doi. 10.1002/fut.3990120302
- By:
- Publication type:
- Article
8
Estimating the Volatility of S&P 500 Futures Prices Using the Extreme-Value Method.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 3, p. 265, doi. 10.1002/fut.3990120303
- By:
- Publication type:
- Article