Works matching IS 02707314 AND DT 2000 AND VI 20 AND IP 8
Results: 4
FUTURES HEDGING WHEN THE STRUCTURE OF THE UNDERLYING ASSET CHANGES: THE CASE OF THE BIFFEX CONTRACT.
- Published in:
- Journal of Futures Markets, 2000, v. 20, n. 8, p. 775, doi. 10.1002/1096-9934(200009)20:8<775::AID-FUT4>3.0.CO;2-4
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DETERMINANTS OF ENDOGENOUS PRICE RISK IN CORN AND WHEAT FUTURES MARKETS.
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- Journal of Futures Markets, 2000, v. 20, n. 8, p. 753, doi. 10.1002/1096-9934(200009)20:8<753::AID-FUT3>3.0.CO;2-F
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MODELING THE CONDITIONAL MEAN AND VARIANCE OF THE SHORT RATE USING DIFFUSION, GARCH, AND MOVING AVERAGE MODELS.
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- Journal of Futures Markets, 2000, v. 20, n. 8, p. 717, doi. 10.1002/1096-9934(200009)20:8<717::AID-FUT2>3.0.CO;2-A
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STANDARD AND POOR'S DEPOSITORY RECEIPTS AND THE PERFORMANCE OF THE S&P 500 INDEX FUTURES MARKET.
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- Journal of Futures Markets, 2000, v. 20, n. 8, p. 705, doi. 10.1002/1096-9934(200009)20:8<705::AID-FUT1>3.0.CO;2-K
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- Article