ASYMMETRIC VOLATILITY OF BASIS AND THE THEORY OF STORAGE.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 4, p. 399, doi. 10.1002/fut.20144
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2005 AND VI 25 AND IP 4
Results: 4
1
2
HOW ELECTRONIC TRADING AFFECTS BID-ASK SPREADS AND ARBITRAGE EFFICIENCY BETWEEN INDEX FUTURES AND OPTIONS.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 4, p. 375, doi. 10.1002/fut.20152
- By:
- Publication type:
- Article
3
THE FORECAST QUALITY OF CBOE IMPLIED VOLATILITY INDEXES.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 4, p. 339, doi. 10.1002/fut.20148
- By:
- Publication type:
- Article
4
PRICE RISK IN THE NYMEX ENERGY COMPLEX: AN EXTREME VALUE APPROACH.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 4, p. 309, doi. 10.1002/fut.20150
- By:
- Publication type:
- Article