VOLATILITY AND COMMODITY PRICE DYNAMICS.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 11, p. 1029, doi. 10.1002/fut.20120
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2004 AND VI 24 AND IP 11
Results: 7
1
2
HEDGING LONG-TERM COMMODITY RISK: COMMENT.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 11, p. 1093, doi. 10.1002/fut.20129
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- Publication type:
- Article
3
WEATHER DERIVATIVES VALUATION AND MARKET PRICE OF WEATHER RISK.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 11, p. 1065, doi. 10.1002/fut.20122
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- Publication type:
- Article
4
EDITOR'S NOTE.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 11, p. 1091, doi. 10.1002/fut.20128
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- Publication type:
- Article
5
AN EMPIRICAL EXAMINATION OF THE PRICING OF EXCHANGE- TRADED BARRIER OPTIONS.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 11, p. 1049, doi. 10.1002/fut.20117
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- Publication type:
- Article
6
COMPARING ALTERNATIVE ASSUMPTIONS ON THE TERM STRUCTURE OF FUTURES PRICES: REPLY.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 11, p. 1101, doi. 10.1002/fut.20130
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- Publication type:
- Article
7
PREDICTING FINANCIAL VOLATILITY: HIGH- FREQUENCY TIME-SERIES FORECASTS VIS-À-VIS IMPLIED VOLATILITY.
- Published in:
- Journal of Futures Markets, 2004, v. 24, n. 11, p. 1005, doi. 10.1002/fut.20126
- By:
- Publication type:
- Article