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Volume 18; Issue 4
Main
Journal of Futures Markets
Volume 18; Issue 4
Journal of Futures Markets
Volume 18; Issue 4
1
An empirical test of the Hull-White option pricing model
Corrado, Charles
,
Su, Tie
Journal:
Journal of Futures Markets
Year:
1998
Language:
english
File:
PDF, 222 KB
Your tags:
english, 1998
2
A bivariate generalized autoregressive conditional heteroscedasticity-in-mean study of the relationship between return variability and trading volume in international futures markets
Jacobs, Michael
,
Onochie, Joseph
Journal:
Journal of Futures Markets
Year:
1998
Language:
english
File:
PDF, 213 KB
Your tags:
english, 1998
3
Return-volume dynamics in futures markets
Kocagil, Ahmet E.
,
Shachmurove, Yochanan
Journal:
Journal of Futures Markets
Year:
1998
Language:
english
File:
PDF, 236 KB
Your tags:
english, 1998
4
The emergence of a futures market: Mungbeans on the China Zhengzhou Commodity Exchange
Williams, Jeffrey
,
Peck, Anne
,
Park, Albert
,
Rozelle, Scott
Journal:
Journal of Futures Markets
Year:
1998
Language:
english
File:
PDF, 245 KB
Your tags:
english, 1998
5
Hedging hard red winter wheat: Kansas City versus Chicago
Brorsen, B. Wade
,
Buck, Darren W.
,
Koontz, Stephen R.
Journal:
Journal of Futures Markets
Year:
1998
Language:
english
File:
PDF, 199 KB
Your tags:
english, 1998
6
The bid-ask spread on stock index options: An ordered probit analysis
Gwilym, Owain ap
,
Clare, Andrew
,
Thomas, Stephen
Journal:
Journal of Futures Markets
Year:
1998
Language:
english
File:
PDF, 292 KB
Your tags:
english, 1998
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