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There are 1889 results for: content related to: Who Makes Markets? Liquidity Providers Versus Algorithmic Traders

  1. Quantile Regression Analysis of the Asymmetric Return-Volatility Relation

    Journal of Futures Markets

    Volume 33, Issue 3, March 2013, Pages: 235–265, Ihsan Ullah Badshah

    Version of Record online : 27 MAR 2012, DOI: 10.1002/fut.21551

  2. Monte Carlo Simulation of the CGMY Process and Option Pricing

    Journal of Futures Markets

    Volume 34, Issue 12, December 2014, Pages: 1095–1121, Laura Ballotta and Ioannis Kyriakou

    Version of Record online : 30 JAN 2014, DOI: 10.1002/fut.21647

  3. Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics

    Journal of Futures Markets

    Volume 36, Issue 6, June 2016, Pages: 522–544, Annastiina Silvennoinen and Susan Thorp

    Version of Record online : 4 FEB 2016, DOI: 10.1002/fut.21770

  4. Hedging Industrial Metals With Stochastic Volatility Models

    Journal of Futures Markets

    Volume 34, Issue 8, August 2014, Pages: 704–730, Qingfu Liu, Michael T. Chng and Dongxia Xu

    Version of Record online : 3 APR 2014, DOI: 10.1002/fut.21671

  5. Risk-Free Rates and Variance Futures Prices

    Journal of Futures Markets

    Leonidas S. Rompolis

    Version of Record online : 23 DEC 2015, DOI: 10.1002/fut.21767

  6. Cross Hedging with Currency Forward Contracts

    Journal of Futures Markets

    Volume 33, Issue 7, July 2013, Pages: 653–674, Kit Pong Wong

    Version of Record online : 15 MAY 2012, DOI: 10.1002/fut.21561

  7. The Term Structure of VIX

    Journal of Futures Markets

    Volume 32, Issue 12, December 2012, Pages: 1092–1123, Xingguo Luo and Jin E. Zhang

    Version of Record online : 16 AUG 2012, DOI: 10.1002/fut.21572

  8. A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables

    Journal of Futures Markets

    Volume 33, Issue 9, September 2013, Pages: 795–826, Tian-Shyr Dai, Chuan-Ju Wang and Yuh-Dauh Lyuu

    Version of Record online : 20 JUN 2012, DOI: 10.1002/fut.21565

  9. Convenience Yields and Risk Premiums in the EU-ETS—Evidence from the Kyoto Commitment Period

    Journal of Futures Markets

    Volume 36, Issue 6, June 2016, Pages: 587–611, Stefan Trück and Rafał Weron

    Version of Record online : 15 APR 2016, DOI: 10.1002/fut.21780

  10. Long Memory in Asymmetric Dependence Between LME and Chinese Aluminum Futures

    Journal of Futures Markets

    Volume 36, Issue 3, March 2016, Pages: 267–294, Yuting Gong and Xu Zheng

    Version of Record online : 31 MAR 2015, DOI: 10.1002/fut.21722

  11. Estimation and Hedging Effectiveness of Time-Varying Hedge Ratio: Nonparametric Approaches

    Journal of Futures Markets

    Rui Fan, Haiqi Li and Sung Y. Park

    Version of Record online : 18 DEC 2015, DOI: 10.1002/fut.21766

  12. Causes and Implications of Shifts in Financial Participation in Commodity Markets

    Journal of Futures Markets

    Volume 34, Issue 8, August 2014, Pages: 757–787, Bassam Fattouh and Lavan Mahadeva

    Version of Record online : 22 APR 2014, DOI: 10.1002/fut.21674

  13. Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models

    Journal of Futures Markets

    Dimos S. Kambouroudis, David G. McMillan and Katerina Tsakou

    Version of Record online : 29 APR 2016, DOI: 10.1002/fut.21783

  14. The Distribution of Uncertainty: Evidence from the VIX Options Market

    Journal of Futures Markets

    Volume 35, Issue 7, July 2015, Pages: 597–624, Clemens Völkert

    Version of Record online : 15 MAY 2014, DOI: 10.1002/fut.21673

  15. Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit

    Journal of Futures Markets

    Volume 34, Issue 6, June 2014, Pages: 548–579, José Da Fonseca and Riadh Zaatour

    Version of Record online : 23 OCT 2013, DOI: 10.1002/fut.21644

  16. Valuation Bounds on Barrier Options Under Model Uncertainty

    Journal of Futures Markets

    Volume 33, Issue 3, March 2013, Pages: 199–234, Yi Hong

    Version of Record online : 13 FEB 2012, DOI: 10.1002/fut.21545

  17. Analytic Approximation of Finite-Maturity Timer Option Prices

    Journal of Futures Markets

    Volume 35, Issue 3, March 2015, Pages: 245–273, Minqiang Li and Fabio Mercurio

    Version of Record online : 19 FEB 2014, DOI: 10.1002/fut.21659

  18. Pricing S&P 500 Index Options: A Conditional Semi-Nonparametric Approach

    Journal of Futures Markets

    Volume 36, Issue 3, March 2016, Pages: 217–239, Massimo Guidolin and Erwin Hansen

    Version of Record online : 27 MAY 2015, DOI: 10.1002/fut.21731

  19. Cross-Hedging Ambiguous Exchange Rate Risk

    Journal of Futures Markets

    Kit Pong Wong

    Version of Record online : 2 JUN 2016, DOI: 10.1002/fut.21793

  20. Risk Analysis and Hedging of Parisian Options under a Jump-Diffusion Model

    Journal of Futures Markets

    Volume 36, Issue 9, September 2016, Pages: 819–850, Kyoung-Kuk Kim and Dong-Young Lim

    Version of Record online : 13 OCT 2015, DOI: 10.1002/fut.21757