11 |
|
Hedging and value at risk
|
Harris, R. D.; Shen, J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
12 |
|
Persistence of volatility in futures markets
|
Chen, Z.; Daigler, R. T.; Parhizgari, A. M.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
13 |
|
VIX futures
|
Zhang, J. E.; Zhu, Y.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
14 |
|
Asymmetric information and credit quality: Evidence from synthetic fixed-rate financing
|
Simkins, B. J.; Rogers, D. A.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
15 |
|
Long-term information, short-lived securities
|
Bernhardt, D.; Davies, R. J.; Spicer, J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
16 |
|
Static hedging and model risk for barrier options
|
Nalholm, M.; Poulsen, R.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
17 |
|
Nonlinear dynamics and competing behavioral interpretations: Evidence from intra-day FTSE-100 index and futures data
|
McMillan, D. G.; Speight, A. E.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
18 |
|
Updating the estimation of the supply of storage
|
Zulauf, C. R.; Zhou, H.; Roberts, M. C.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
19 |
|
Dynamic Trading Value at Risk: Futures Floor Trading
|
Lee, J.; Locke, P.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
|
20 |
|
A Hedging Deficiency in Eurodollar Futures
|
Chance, D. M.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2006
|
|
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