충남대학교 외국학술지지원센터

제한항목: 2011; John Wiley & Sons, Ltd

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자료유형
- 기사 (500)
저자
- unknown (28)
- Pirog, M. A. (7)
- Antos, J. (2)
- Ashkanasy, N. M. (2)
- Been, V.; Chan, S.; Ellen, I. G.; Madar, J. R. (2)
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출판사
- John Wiley & Sons, Ltd (500)
발행년도
- 2011 (500)

No	서명	저자	발행처	원문제공시작년
491	Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets	Paya, I.; Peel, D. A.	John Wiley & Sons, Ltd	2011

492	The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index	Chung, S. L.; Tsai, W. C.; Wang, Y. H.; Weng, P. S.	John Wiley & Sons, Ltd	2011

493	Accounting for stochastic interest rates, stochastic volatility and a general correlation structure in the valuation of forward starting options	Van Haastrecht, A.; Pelsser, A.	John Wiley & Sons, Ltd	2011

494	Price discovery and investor structure in stock index futures	Bohl, M. T.; Salm, C. A.; Schuppli, M.	John Wiley & Sons, Ltd	2011

495	Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates	Guo, J. H.	John Wiley & Sons, Ltd	2011

496	Demutualization and customer protection at self regulatory financial exchanges	Reiffen, D.; Robe, M.	John Wiley & Sons, Ltd	2011

497	Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper	unknown	John Wiley & Sons, Ltd	2011

498	Intraday price formation and bid-ask spread components: A new approach using a cross-market model	Ryu, D.	John Wiley & Sons, Ltd	2011

499	Informed trading around merger and acquisition announcements: Evidence from the UK equity and options markets	Spyrou, S.; Tsekrekos, A.; Siougle, G.	John Wiley & Sons, Ltd	2011

500	Volatility spillover effects and cross hedging in corn and crude oil futures	Wu, F.; Guan, Z.; Myers, R. J.	John Wiley & Sons, Ltd	2011

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