Futures Prices Are not Stable-Paretian Distributed.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 4, p. 475, doi. 10.1002/fut.3990120408
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1992 AND VI 12 AND IP 4
Results: 7
1
2
The Theoretical Source of Autocorrelation in Forward and Futures Price Relationships.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 4, p. 458, doi. 10.1002/fut.3990120407
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- Publication type:
- Article
3
A Note on Constructing Spot Price Indices to Approximate Futures Prices.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 4, p. 447, doi. 10.1002/fut.3990120406
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- Publication type:
- Article
4
Dependence in Commodity Prices.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 4, p. 429, doi. 10.1002/fut.3990120405
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- Publication type:
- Article
5
A Multiperiod Model for the Selection of a Futures Portfolio.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 4, p. 411, doi. 10.1002/fut.3990120404
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- Publication type:
- Article
6
The Effects of Amendments to Rule 80A on Liquidity, Volatility, and Price Efficiency in the S&P 500 Futures.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 4, p. 383, doi. 10.1002/fut.3990120403
- By:
- Publication type:
- Article
7
Intraday Patterns in the S&P 500 Index Futures Market.
- Published in:
- Journal of Futures Markets, 1992, v. 12, n. 4, p. 365, doi. 10.1002/fut.3990120402
- By:
- Publication type:
- Article