301 |
|
Intraday Volatility in Interest-Rate and Foreign-Exchange Markets: ARCH, Announcement, and Seasonality Effects
|
Ederington, L.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
|
|
|
302 |
|
Option Pricing Based on the Generalized Lambda Distribution
|
Corrado, C. J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
|
|
|
303 |
|
New Insights into the Impact of the Introduction of Futures Trading on Stock Price Volatility
|
Mckenzie, M. D.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2001
|
|
|
304 |
|
Estimating Time-Varying Optimal Hedge Ratios on Futures Markets
|
MYERS, R. J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2000
|
|
|
305 |
|
Effects of Reduced Government Deficiency Payments on Post-Harvest Wheat Marketing Strategies
|
ADAM, B. D.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2000
|
|
|
306 |
|
Modes of Fluctuation in Metal Futures Prices
|
URICH, T. J.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2000
|
|
|
307 |
|
Bernoulli Speculator and Trading Strategy Risk
|
Lioui, A.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2000
|
|
|
308 |
|
Memory in Returns and Volatilities of Futures' Contracts
|
Crato, N.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2000
|
|
|
309 |
|
The Relationship between Volume and Price Variability in Futures Markets
|
CORNELL, B.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2000
|
|
|
310 |
|
Portfolio Insurance Trading Rules
|
BOOKSTABER, R.
|
Published by J. Wiley in affiliation with the Center for the Study of Futures Markets, Columbia University
|
2000
|
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