The Journal of Futures Markets
Collection
Collection
- ISSN: 02707314
Published by Wiley, New York
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An empirical test for parities between metal prices at the LME Article
The Journal of Futures Markets, 729-736.January 1991 -
How to Finance your Investment Opportunity Internally: a note Article
The Journal of Futures Markets, 599-604.January 1998 -
Measuring and Forecasting S&P 500 Index-Futures Volatility Using High-Frequency Data Article
The Journal of Futures Markets, 22(6), 497-518.June 2002 -
Hedging long-term commodity risk Article
The Journal of Futures Markets, 23(2), 109-133.February 2003 -
Testing the mixture-of-distributions hypothesis using "realized" volatility Article
The Journal of Futures Markets, 23(7), 661-679.July 2003 -
Comparing alternative assumptions on the term structure of futures prices: Reply Article
The Journal of Futures Markets, 24(11), 1101-1104.November 2004 -
Predicting financial volatility: High-frequency time-series forecasts vis-à-vis implied volatility Article
The Journal of Futures Markets, 24(11), 1005-1028.November 2004 -
October 2009