QUANTILE ESTIMATION OF OPTIMAL HEDGE RATIO.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 2, p. 194, doi. 10.1002/fut.21712
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2016 AND VI 36 AND IP 2
Results: 5
1
2
STOCHASTIC SKEW AND TARGET VOLATILITY OPTIONS.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 2, p. 174, doi. 10.1002/fut.21720
- By:
- Publication type:
- Article
3
ANALYZING OIL FUTURES WITH A DYNAMIC NELSON-SIEGEL MODEL.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 2, p. 153, doi. 10.1002/fut.21713
- By:
- Publication type:
- Article
4
THE RETURN-VOLATILITY RELATION IN COMMODITY FUTURES MARKETS.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 2, p. 127, doi. 10.1002/fut.21717
- By:
- Publication type:
- Article
5
THE PROFITABILITY OF VOLATILITY SPREAD TRADING ON ASX EQUITY OPTIONS.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 2, p. 107, doi. 10.1002/fut.21729
- By:
- Publication type:
- Article