Incremental Value of a Futures Hedge Using Realized Ranges.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 7, p. 676, doi. 10.1002/fut.21614
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2014 AND VI 34 AND IP 7
Results: 5
1
2
A Copula-Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 7, p. 658, doi. 10.1002/fut.21617
- By:
- Publication type:
- Article
3
Options on Troubled Stock.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 7, p. 637, doi. 10.1002/fut.21616
- By:
- Publication type:
- Article
4
The Predictive Content of Commodity Futures.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 7, p. 607, doi. 10.1002/fut.21615
- By:
- Publication type:
- Article
5
Static Hedging with Traffic Light Options.
- Published in:
- Journal of Futures Markets, 2014, v. 34, n. 7, p. 690, doi. 10.1002/fut.21621
- By:
- Publication type:
- Article