The economic significance of conditional skewness in index option markets.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 4, p. 378, doi. 10.1002/fut.20414
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2010 AND VI 30 AND IP 4
Results: 5
1
2
The bias in time series volatility forecasts.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 4, p. 305, doi. 10.1002/fut.20417
- By:
- Publication type:
- Article
3
Option prices and risk-neutral densities for currency cross rates.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 4, p. 324, doi. 10.1002/fut.20420
- By:
- Publication type:
- Article
4
The impact of off-market trading on liquidity: Evidence from the Australian options market.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 4, p. 361, doi. 10.1002/fut.20428
- By:
- Publication type:
- Article
5
Erratum to "Do Small Traders Contribute to Price Discovery? Evidence from the Hong Kong Hang Seng Index Markets".
- Published in:
- 2010
- Publication type:
- Erratum