Expiration-day effects on individual stocks and the overall market: Evidence from Taiwan.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 10, p. 920, doi. 10.1002/fut.20391
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2009 AND VI 29 AND IP 10
Results: 4
1
2
A copula-based regime-switching GARCH model for optimal futures hedging.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 10, p. 946, doi. 10.1002/fut.20394
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- Publication type:
- Article
3
Reverse convertible bonds analyzed.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 10, p. 895, doi. 10.1002/fut.20397
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- Publication type:
- Article
4
Pricing and hedging of quanto range accrual notes under Gaussian HJM with cross-currency Levy processes.
- Published in:
- Journal of Futures Markets, 2009, v. 29, n. 10, p. 973, doi. 10.1002/fut.20396
- By:
- Publication type:
- Article