131 |
|
Price Discovery in the Aluminum Market
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Figuerola-Ferretti, I.; Gilbert, C. L.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
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132 |
|
Bias and Backwardation in Natural Gas Futures Prices
|
Movassagh, N.; Modjtahedi, B.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
133 |
|
Traders' Strategic Behavior in an Index Options Market
|
Eom, K. S.; Hahn, S. B.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
134 |
|
Information Flows and Option Bid/Ask Spreads
|
Berchtold, F.; Norden, L.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
135 |
|
Survival of Commodity Trading Advisors: 1990-2003
|
Gregoriou, G. N.; Hubner, G.; Papageorgiou, N.; Rouah, F.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
136 |
|
The Forecast Quality of CBOE Implied Volatility Indexes
|
Corrado, C. J.; Miller, T. W.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
137 |
|
On the Errors and Comparison of Vega Estimation Methods
|
Chung, S.-L.; Shackleton, M.
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Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
138 |
|
Technical Analysis and Genetic Programming: Constructing and Testing a Commodity Portfolio
|
Roberts, M. C.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
139 |
|
Consistent Calibration of HJM Models to Cap Implied Volatilities
|
Angelini, F.; Herzel, S.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
|
|
140 |
|
The Response of Volume and Returns to the Information Shocks in China's Commodity Futures Markets
|
Chen, G.; Firth, M.; Xin, Y. U.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2005
|
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