Net Buying Pressure and Option Informed Trading.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 3, p. 238, doi. 10.1002/fut.21797
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2017 AND VI 37 AND IP 3
Results: 5
1
2
Volatility Smile and One-Month Foreign Currency Volatility Forecasts.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 3, p. 286, doi. 10.1002/fut.21799
- By:
- Publication type:
- Article
3
Correlation and Lead-Lag Relationships in a Hawkes Microstructure Model.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 3, p. 260, doi. 10.1002/fut.21800
- By:
- Publication type:
- Article
4
The Skewness Implied in the Heston Model and Its Application.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 3, p. 211, doi. 10.1002/fut.21801
- By:
- Publication type:
- Article
5
Journal of Futures Markets: Volume 37, Number 3, March 2017.
- Published in:
- Journal of Futures Markets, 2017, v. 37, n. 3, p. 209, doi. 10.1002/fut.21810
- Publication type:
- Article