ON A MEAN-GENERALIZED SEMIVARIANCE APPROACH TO DETERMINING THE HEDGE RATIO.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 6, p. 581, doi. 10.1002/fut.1604
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2001 AND VI 21 AND IP 6
Results: 4
1
2
INTRADAY VOLATILITY IN INTEREST-RATE AND FOREIGN-EXCHANGE MARKETS: ARCH, ANNOUNCEMENT, AND SEASONALITY EFFECTS.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 6, p. 517, doi. 10.1002/fut.1602
- By:
- Publication type:
- Article
3
NATURAL SELECTION AND MARKET EFFICIENCY IN A FUTURES MARKET WITH RANDOM SHOCKS.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 6, p. 489, doi. 10.1002/fut.1601
- By:
- Publication type:
- Article
4
LIVESTOCK REVENUE INSURANCE.
- Published in:
- Journal of Futures Markets, 2001, v. 21, n. 6, p. 553, doi. 10.1002/fut.1603
- By:
- Publication type:
- Article