The Price Discovery Puzzle in Offshore Yuan Trading: Different Contributions for Different Contracts.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 2, p. 103, doi. 10.1002/fut.21575
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2014 AND VI 34 AND IP 2
Results: 4
1
2
Intraday Liquidity Provision by Trader Types in a Limit Order Market: Evidence from Taiwan Index Futures.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 2, p. 145, doi. 10.1002/fut.21586
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- Publication type:
- Article
3
Pricing Forward Skew Dependent Derivatives. Multifactor Versus Single-Factor Stochastic Volatility Models.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 2, p. 124, doi. 10.1002/fut.21611
- By:
- Publication type:
- Article
4
Optimal Futures Hedging Under Multichain Markov Regime Switching.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 2, p. 173, doi. 10.1002/fut.21583
- By:
- Publication type:
- Article