A cointegration test for oil futures market efficiency.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 8, p. 933, doi. 10.1002/fut.3990130810
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1993 AND VI 13 AND IP 8
Results: 9
1
2
An examination of cointegration relations between futures and local grain markets.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 8, p. 921, doi. 10.1002/fut.3990130809
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- Publication type:
- Article
3
Estimating multiperiod hedge ratios in cointegrated markets.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 8, p. 909, doi. 10.1002/fut.3990130808
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- Publication type:
- Article
4
An alternative formulation on the pricing of foreign currency options.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 8, p. 903, doi. 10.1002/fut.3990130807
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- Publication type:
- Article
5
A transactions data analysis of arbitrage between index options and index futures.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 8, p. 889, doi. 10.1002/fut.3990130806
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- Publication type:
- Article
6
Impacts of shifts in uncertainty on spot and futures price change serial correlation and standardized covariation measures.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 8, p. 873, doi. 10.1002/fut.3990130805
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- Publication type:
- Article
7
Memory in interest rate futures.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 8, p. 865, doi. 10.1002/fut.3990130804
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- Publication type:
- Article
8
Robust live hog pricing strategies under uncertain prices and risk preferences.
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 8, p. 849, doi. 10.1002/fut.3990130803
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- Publication type:
- Article
9
Hedge ratios and basis behavior: An intuitive insight?
- Published in:
- Journal of Futures Markets, 1993, v. 13, n. 8, p. 837, doi. 10.1002/fut.3990130802
- By:
- Publication type:
- Article