A STATISTICAL MODEL FOR THE RELATIONSHIP BETWEEN FUTURES CONTRACT HEDGING EFFECTIVENESS AND INVESTMENT HORIZON LENGTH.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 5, p. 507, doi. 10.1002/fut.3990150502
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 1995 AND VI 15 AND IP 5
Results: 5
1
2
THE FAILURE OF THE MORTGAGE-BACKED FUTURES CONTRACT.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 5, p. 585, doi. 10.1002/fut.3990150506
- By:
- Publication type:
- Article
3
LONG MEMORY IN INTEREST RATE FUTURES MARKETS: A FRACTIONAL COINTEGRATION ANALYSIS.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 5, p. 573, doi. 10.1002/fut.3990150505
- By:
- Publication type:
- Article
4
SOLVING FOR OPTIMAL FUTURES AND OPTIONS POSITIONS USING A SIMULATION-OPTIMIZATION TECHNIQUE.
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 5, p. 559, doi. 10.1002/fut.3990150504
- By:
- Publication type:
- Article
5
HAS FUTURES TRADING ACTIVITY CAUSED STOCK PRICE VOLATILITY?
- Published in:
- Journal of Futures Markets, 1995, v. 15, n. 5, p. 537, doi. 10.1002/fut.3990150503
- By:
- Publication type:
- Article