Works matching IS 02707314 AND DT 1998 AND VI 18 AND IP 4
Results: 6
THE BID-ASK SPREAD ON STOCK OPTIONS: AN ORDERED PROBIT ANALYSIS.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 4, p. 467, doi. 10.1002/(SICI)1096-9934(199806)18:4<467::AID-FUT6>3.0.CO;2-R
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HEDGING HARD RED WINTER WHEAT: KANSAS CITY VERSUS CHICAGO.
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- Journal of Futures Markets, 1998, v. 18, n. 4, p. 449, doi. 10.1002/(SICI)1096-9934(199806)18:4<449::AID-FUT5>3.0.CO;2-Q
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THE EMERGENCE OF A FUTURES MARKET: MUNGBEANS ON THE CHINA ZHENGZHOU COMMODITY EXCHANGE.
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- Journal of Futures Markets, 1998, v. 18, n. 4, p. 427, doi. 10.1002/(SICI)1096-9934(199806)18:4<427::AID-FUT4>3.0.CO;2-0
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- Article
RETURN-VOLUME DYNAMICS IN FUTURES MARKETS.
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- Journal of Futures Markets, 1998, v. 18, n. 4, p. 399, doi. 10.1002/(SICI)1096-9934(199806)18:4<399::AID-FUT3>3.0.CO;2-U
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A BIVARIATE GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY-IN-MEAN STUDY OF THE RELATIONSHIP BETWEEN RETURN VARIABILITY AND TRADING VOLUME IN INTERNATIONAL FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 4, p. 379, doi. 10.1002/(SICI)1096-9934(199806)18:4<379::AID-FUT2>3.0.CO;2-Z
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- Article
AN EMPIRICAL TEST OF THE HULL-WHITE OPTION PRICING MODEL.
- Published in:
- Journal of Futures Markets, 1998, v. 18, n. 4, p. 263, doi. 10.1002/(SICI)1096-9934(199806)18:4<363::AID-FUT1>3.0.CO;2-K
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- Article