Narrow framing: Professions, sophistication, and experience.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 3, p. 203, doi. 10.1002/fut.20407
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2010 AND VI 30 AND IP 3
Results: 5
1
2
Dealing with downside risk in a multi-commodity setting: A case for a “Texas hedge”?
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 3, p. 290, doi. 10.1002/fut.20411
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- Publication type:
- Article
3
Do volatility determinants vary across futures contracts? Insights from a smoothed Bayesian estimator.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 3, p. 257, doi. 10.1002/fut.20412
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- Publication type:
- Article
4
The effects of skewness on optimal production and hedging decisions: An application of the skew-normal distribution.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 3, p. 278, doi. 10.1002/fut.20413
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- Publication type:
- Article
5
Volatility components: The term structure dynamics of VIX futures.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 3, p. 230, doi. 10.1002/fut.20415
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- Publication type:
- Article