The Usefulness of Historical Data in Selecting Parameters for Technical Trading Systems.
- Published in:
- Journal of Futures Markets, 1989, v. 9, n. 1, p. 55, doi. 10.1002/fut.3990090106
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1989 AND VI 9 AND IP 1
Results: 7
1
2
Optimal Cross-Hedge Portfolios for Hedging Stock Index Options.
- Published in:
- Journal of Futures Markets, 1989, v. 9, n. 1, p. 67, doi. 10.1002/fut.3990090107
- By:
- Publication type:
- Article
3
An Analysis of Intra-Market Spreads in Heating Oil Futures.
- Published in:
- Journal of Futures Markets, 1989, v. 9, n. 1, p. 77, doi. 10.1002/fut.3990090108
- By:
- Publication type:
- Article
4
Hedging Canadian Corporate Debt: A Comparative Study of the Hedging Effectiveness of Canadian....
- Published in:
- Journal of Futures Markets, 1989, v. 9, n. 1, p. 29, doi. 10.1002/fut.3990090104
- By:
- Publication type:
- Article
5
Pricing and Hedging Capped Options.
- Published in:
- Journal of Futures Markets, 1989, v. 9, n. 1, p. 41, doi. 10.1002/fut.3990090105
- By:
- Publication type:
- Article
6
Complex Hedges: How Well Do They Work?
- Published in:
- Journal of Futures Markets, 1989, v. 9, n. 1, p. 15, doi. 10.1002/fut.3990090103
- By:
- Publication type:
- Article
7
A Theory of Negative Prices for Storage.
- Published in:
- Journal of Futures Markets, 1989, v. 9, n. 1, p. 1, doi. 10.1002/fut.3990090102
- By:
- Publication type:
- Article