Journal of Futures Markets: Volume 36, Number 12, December 2016.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 12, p. 1125, doi. 10.1002/fut.21752
- Publication type:
- Article
Works matching IS 02707314 AND DT 2016 AND VI 36 AND IP 12
Results: 6
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Spillovers and Directional Predictability with a Cross-Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 12, p. 1231, doi. 10.1002/fut.21779
- By:
- Publication type:
- Article
3
Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 12, p. 1127, doi. 10.1002/fut.21783
- By:
- Publication type:
- Article
4
Option Pricing Under Skewness and Kurtosis Using a Cornish-Fisher Expansion.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 12, p. 1194, doi. 10.1002/fut.21787
- By:
- Publication type:
- Article
5
Monetary Policy and Stock Prices: Does the 'Fed Put' Work When It Is Most Needed?
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 12, p. 1210, doi. 10.1002/fut.21790
- By:
- Publication type:
- Article
6
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 12, p. 1164, doi. 10.1002/fut.21792
- By:
- Publication type:
- Article