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Works matching IS 02707314 AND DT 1997 AND VI 17 AND IP 6

Results: 5

1

COMMITMENT OF TRADERS, BASIS BEHAVIOR, AND THE ISSUE OF RISK PREMIA IN FUTURES MARKETS.

Published in:

Journal of Futures Markets, 1997, v. 17, n. 6, p. 707, doi. 10.1002/(SICI)1096-9934(199709)17:6<707::AID-FUT5>3.0.CO;2-I

By:

Chatrath, Arjun;
Liang, Youguo

Publication type:

Article

2

SHORT-RUN DEVIATIONS AND VOLATILITY IN SPOT AND FUTURES STOCK RETURNS: EVIDENCE FROM AUSTRALIA, HONG KONG, AND JAPAN.

Published in:

Journal of Futures Markets, 1997, v. 17, n. 6, p. 689, doi. 10.1002/(SICI)1096-9934(199709)17:6<689::AID-FUT4>3.0.CO;2-A

By:

Choudhry, Taufiq

Publication type:

Article

3

TIME-DEPENDENT BARRIER OPTION VALUES.

Published in:

Journal of Futures Markets, 1997, v. 17, n. 6, p. 667, doi. 10.1002/(SICI)1096-9934(199709)17:6<667::AID-FUT3>3.0.CO;2-C

By:

Hui, Cho H.

Publication type:

Article

4

CONTINUOUSLY TRADED OPTIONS ON DISCRETELY TRADED COMMODITY FUTURES CONTRACTS.

Published in:

Journal of Futures Markets, 1997, v. 17, n. 6, p. 633, doi. 10.1002/(SICI)1096-9934(199709)17:6<633::AID-FUT2>3.0.CO;2-F

By:

Webb, Robert I.;
Iwata, Gyoichi

Publication type:

Article

5

ESTIMATING CASH SETTLEMENT PRICE: THE BOOTSTRAP AND OTHER ESTIMATORS.

Published in:

Journal of Futures Markets, 1997, v. 17, n. 6, p. 617, doi. 10.1002/(SICI)1096-9934(199709)17:6<617::AID-FUT1>3.0.CO;2-H

By:

Cita, John;
Lien, Donald

Publication type:

Article