Journal of Futures Markets


ISSN: 0270-7314        年代:1992
当前卷期:Volume 12  issue 3     [ 查看所有卷期 ]

年代:1992
 
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1. Robustness results for regression hedge ratios: Futures contracts with multiple deliverable grades
  Journal of Futures Markets,   Volume  12,   Issue  3,   1992,   Page  253-263

P. V. Viswanath,   Sris Chatterjee,  

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2. Estimating the volatility of S&P 500 futures prices using the extreme‐value method
  Journal of Futures Markets,   Volume  12,   Issue  3,   1992,   Page  265-273

James B. Wiggins,  

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3. Option‐based evidence of the nonstationarity of expected S&P 500 futures price distributions
  Journal of Futures Markets,   Volume  12,   Issue  3,   1992,   Page  275-290

Bruce J. Sherrick,   Scott H. Irwin,   D. Lynn Forster,  

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4. Evidence of chaos in commodity futures prices
  Journal of Futures Markets,   Volume  12,   Issue  3,   1992,   Page  291-305

Gregory P. Decoster,   Walter C. Labys,   Douglas W. Mitchell,  

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5. Hedging with forecasting: A state—space approach to modeling vector‐valued time series
  Journal of Futures Markets,   Volume  12,   Issue  3,   1992,   Page  307-327

Tomislav Vukina,  

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6. A reexamination of the systematic downward bias in live cattle futures prices
  Journal of Futures Markets,   Volume  12,   Issue  3,   1992,   Page  329-338

Emmett Elam,   Chaw Wayoopagtr,  

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7. Constructing accurate cash settlement indices: The role of index specifications
  Journal of Futures Markets,   Volume  12,   Issue  3,   1992,   Page  339-360

John Cita,   Donald Lien,  

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8. Limit moves and price resolution: A reply
  Journal of Futures Markets,   Volume  12,   Issue  3,   1992,   Page  361-363

Christopher K. Ma,   Ramesh P. Rao,   R. Stephen Sears,  

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9. Masthead
  Journal of Futures Markets,   Volume  12,   Issue  3,   1992,   Page  -

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