Estimating Time-Varying Optimal Hedge Ratios on Futures Markets.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 1, p. 73, doi. 10.1002/(SICI)1096-9934(200001)20:1<73::AID-FUT7>3.0.CO;2-Q
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2000 AND VI 20 AND IP 1
Results: 6
1
2
A Theory of Negative Prices for Storage.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 1, p. 59, doi. 10.1002/(SICI)1096-9934(200001)20:1<59::AID-FUT6>3.0.CO;2-D
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- Publication type:
- Article
3
Hedge Effectiveness: Basis Risk and Minimum-Variance Hedging.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 1, p. 89, doi. 10.1002/(SICI)1096-9934(200001)20:1<89::AID-FUT8>3.0.CO;2-4
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- Publication type:
- Article
4
Portfolio Insurance Trading Rules.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 1, p. 41, doi. 10.1002/(SICI)1096-9934(200001)20:1<41::AID-FUT5>3.0.CO;2-4
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- Publication type:
- Article
5
Cash Settlement of Futures Contracts: An Economic Analysis.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 1, p. 19, doi. 10.1002/(SICI)1096-9934(200001)20:1<19::AID-FUT4>3.0.CO;2-N
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- Publication type:
- Article
6
The Relationship between Volume and Price Variability in Futures Markets.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 1, p. 5, doi. 10.1002/(SICI)1096-9934(200001)20:1<5::AID-FUT3>3.0.CO;2-R
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- Publication type:
- Article