Testing mean reversion in financial market volatility: Evidence from S&P 500 index futures.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 1, p. 1, doi. 10.1002/fut.20273
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2008 AND VI 28 AND IP 1
Results: 4
1
2
Smiling less at LIFFE.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 1, p. 57, doi. 10.1002/fut.20276
- By:
- Publication type:
- Article
3
Forecasting oil price movements: Exploiting the information in the futures market.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 1, p. 34, doi. 10.1002/fut.20277
- By:
- Publication type:
- Article
4
Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model.
- Published in:
- Journal of Futures Markets, 2008, v. 28, n. 1, p. 82, doi. 10.1002/fut.20281
- By:
- Publication type:
- Article