A reality check on technical trading rule profits in the US futures markets

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:The journal of futures markets
1. Verfasser: Park, Cheol-ho (VerfasserIn)
Weitere Verfasser: Irwin, Scott H. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2010
Schlagworte:
1985-2004 > Derivat > USA > Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
VPIN, jump dynamics and inventory announcements in energy futures markets 2017 Bjursell, Johan
Macroeconomic conditions and credit default swap spread changes 2017 Kim, Tong Suk
The CDS-Bond basis arbitrage and the cross section of corporate bond returns 2017 Kim, Gi H.
A bivariate high-frequency-based volatility model for optimal futures hedging 2017 Lai, Yu-Sheng
Trading activity and rate of convergence in commodity futures markets 2017 Bosch, David
Informed trading in the options market and stock return predictability 2017 Han, Joongho
Forecasting the volatility of Nikkei 225 futures 2017 Asai, Manabu
Pricing vulnerable options with jump clustering 2017 Ma, Yong
Price discovery and foreign participation in Korea's government bond futures and cash markets 2017 Park, Cyn-Young
Cross-hedging ambiguous exchange rate risk 2017 Kit, Pong Wong
Trading the VIX futures roll and volatility premiums with VIX options 2017 Simon, David P.
The skewness implied in the Heston model and its application 2017 Zhang, Jin E.
Net buying pressure and option informed trading 2017 Chen, Chao-Chun
Volatility smile and one-month foreign currency volatility forecasts 2017 Wong, Alfred Huah-Syn
Does option-implied cross-sectional return dispersion forecast realized cross-sectional return dispersion? : evidence from the G10 currencies 2017 Grobys, Klaus
Price discovery on the international soybean futures markets : a threshold co-integration approach 2017 Li, Chao
Derivatives valuation based on arbitrage : the trade is crucial 2017 Figlewski, Stephen
Option pricing with the realized GARCH model : an analytical approximation approach 2017 Huang, Zhuo
Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence 2017 Frino, Alex
Pricing the CBOE VIX futures with the Heston-Nandi GARCH model 2017 Wang, Tianyi
Alle Artikel auflisten