Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 1, p. 55, doi. 10.1002/fut.20459
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2011 AND VI 31 AND IP 1
Results: 4
1
2
Do individual index futures investors destabilize the underlying spot market?
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 1, p. 81, doi. 10.1002/fut.20460
- By:
- Publication type:
- Article
3
Asymmetric pricing of implied systematic volatility in the cross-section of expected returns.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 1, p. 34, doi. 10.1002/fut.20457
- By:
- Publication type:
- Article
4
No chills or burns from temperature surprises: An empirical analysis of the weather derivatives market.
- Published in:
- Journal of Futures Markets, 2011, v. 31, n. 1, p. 1, doi. 10.1002/fut.20463
- By:
- Publication type:
- Article