Price Discovery in Interrelated Markets.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 3, p. 203, doi. 10.1002/fut.21593
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2014 AND VI 34 AND IP 3
Results: 5
1
2
A Jump Diffusion Model for Agricultural Commodities with Bayesian Analysis.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 3, p. 235, doi. 10.1002/fut.21597
- By:
- Publication type:
- Article
3
The Return-Implied Volatility Relation for Commodity ETFs.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 3, p. 261, doi. 10.1002/fut.21592
- By:
- Publication type:
- Article
4
Index Futures Trading and Stock Market Volatility in China: A Difference-in-Difference Approach.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 3, p. 282, doi. 10.1002/fut.21650
- By:
- Publication type:
- Article
5
Recursive Formula for Arithmetic Asian Option Prices.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 3, p. 220, doi. 10.1002/fut.21591
- By:
- Publication type:
- Article