Testing the Efficient Market Hypothesis in Conditionally Heteroskedastic Futures Markets.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 11, p. 1024, doi. 10.1002/fut.21624
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2013 AND VI 33 AND IP 11
Results: 5
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2
Editor's Note.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 11, p. 993, doi. 10.1002/fut.21630
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- Publication type:
- Article
3
Investigating the Information Content of the Model-Free Volatility Expectation by Monte Carlo Methods.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 11, p. 1071, doi. 10.1002/fut.21570
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- Publication type:
- Article
4
Dynamic Implied Correlation Modeling and Forecasting in Structured Finance.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 11, p. 994, doi. 10.1002/fut.21626
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- Publication type:
- Article
5
Expiration-Day Effects and the Impact of Short Trading Breaks on Intraday Volatility: Evidence from the Indian Market.
- Published in:
- Journal of Futures Markets, 2013, v. 33, n. 11, p. 1046, doi. 10.1002/fut.21632
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- Publication type:
- Article