Long Memory in Asymmetric Dependence Between LME and Chinese Aluminum Futures.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 3, p. 267, doi. 10.1002/fut.21722
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2016 AND VI 36 AND IP 3
Results: 5
1
2
Investor Attention and Macroeconomic News Announcements: Evidence from Stock Index Futures.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 3, p. 240, doi. 10.1002/fut.21727
- By:
- Publication type:
- Article
3
Journal of Futures Markets: Volume 36, Number 3, March 2016.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 3, p. 215, doi. 10.1002/fut.21743
- Publication type:
- Article
4
Pricing S&P 500 Index Options: A Conditional Semi-Nonparametric Approach.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 3, p. 217, doi. 10.1002/fut.21731
- By:
- Publication type:
- Article
5
Hedge Ratio Prediction with Noisy and Asynchronous High-Frequency Data.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 3, p. 295, doi. 10.1002/fut.21735
- By:
- Publication type:
- Article