FUTURES MARKET EQUILIBRIUM UNDER KNIGHTIAN UNCERTAINTY.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 7, p. 701, doi. 10.1002/fut.10081
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2003 AND VI 23 AND IP 7
Results: 5
1
2
THE INTERRELATION OF PRICE VOLATILITY AND TRADING VOLUME OF CURRENCY OPTIONS.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 7, p. 681, doi. 10.1002/fut.10078
- By:
- Publication type:
- Article
3
TESTING THE MIXTURE-OF-DISTRIBUTIONS HYPOTHESIS USING 'REALIZED' VOLATILITY.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 7, p. 661, doi. 10.1002/fut.10077
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- Publication type:
- Article
4
DECREASED PRICE CLUSTERING IN FTSE100 FUTURES CONTRACTS FOLLOWING A TRANSFER FROM FLOOR TO ELECTRONIC TRADING.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 7, p. 647, doi. 10.1002/fut.10080
- By:
- Publication type:
- Article
5
STOCK RETURN DYNAMICS, OPTION VOLUME, AND THE INFORMATION CONTENT OF IMPLIED VOLATILITY.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 7, p. 615, doi. 10.1002/fut.10084
- By:
- Publication type:
- Article