Valuation of housing index derivatives.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 7, p. 660, doi. 10.1002/fut.20438
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2010 AND VI 30 AND IP 7
Results: 4
1
2
Estimating financial risk measures for futures positions: A nonparametric approach.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 7, p. 689, doi. 10.1002/fut.20437
- By:
- Publication type:
- Article
3
A reality check on technical trading rule profits in the U.S. futures markets.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 7, p. 633, doi. 10.1002/fut.20435
- By:
- Publication type:
- Article
4
The effects of structural breaks and long memory on currency hedging.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 7, p. 607, doi. 10.1002/fut.20436
- By:
- Publication type:
- Article