Understanding intraday momentum strategies.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 12, p. 2218, doi. 10.1002/fut.22375
- Publication type:
- Article
Works matching IS 02707314 AND DT 2022 AND VI 42 AND IP 12
Results: 8
1
2
Bitcoin futures risk premia.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 12, p. 2190, doi. 10.1002/fut.22373
- Publication type:
- Article
3
Forecasting realized volatility: New evidence from time‐varying jumps in VIX.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 12, p. 2165, doi. 10.1002/fut.22372
- By:
- Publication type:
- Article
4
Forecasting variance swap payoffs.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 12, p. 2135, doi. 10.1002/fut.22371
- By:
- Publication type:
- Article
5
A stochastic‐volatility equity‐price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first‐passage default model.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 12, p. 2103, doi. 10.1002/fut.22370
- By:
- Publication type:
- Article
6
Piecewise linear boundary crossing probabilities, barrier options, and variable annuities.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 12, p. 2248, doi. 10.1002/fut.22369
- By:
- Publication type:
- Article
7
Trades or quotes: Which drives price discovery? Evidence from Chinese index futures markets.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 12, p. 2235, doi. 10.1002/fut.22368
- By:
- Publication type:
- Article
8
Journal of Futures Markets: Volume 42, Number 12, December 2022.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 12, p. 2101, doi. 10.1002/fut.22238
- Publication type:
- Article