A note on asymmetric stochastic volatility and futures hedging.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 6, p. 607, doi. 10.1002/fut.20158
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2005 AND VI 25 AND IP 6
Results: 5
1
2
Minimum-variance futures hedging under alternative return specifications.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 6, p. 537, doi. 10.1002/fut.20153
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- Publication type:
- Article
3
Intradaily periodicity and volatility spillovers between international stock index futures markets.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 6, p. 553, doi. 10.1002/fut.20155
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- Publication type:
- Article
4
An empirical analysis of multi-period hedges: Applications to commercial and investment assets.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 6, p. 587, doi. 10.1002/fut.20156
- By:
- Publication type:
- Article
5
What moves the tail? The determinants of the option-implied probability density function of the DAX index.
- Published in:
- Journal of Futures Markets, 2005, v. 25, n. 6, p. 515, doi. 10.1002/fut.20157
- By:
- Publication type:
- Article