Journal of Futures Markets

Cover image for Journal of Futures Markets

December 1993

Volume 13, Issue 8

Pages fmi–fmi, 837–945

  1. Masthead

    1. Top of page
    2. Masthead
    3. Articles
    1. Masthead (page fmi)

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990130801

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    1. Robust live hog pricing strategies under uncertain prices and risk preferences (pages 849–864)

      Brian D. Adam, Philip Garcia and Robert J. Hauser

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990130803

    2. Memory in interest rate futures (pages 865–872)

      Hung-Gay Fung and Wai-Chung Lo

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990130804

    3. Estimating multiperiod hedge ratios in cointegrated markets (pages 909–920)

      Donald Lien and Xiangdong Luo

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990130808

    4. An examination of cointegration relations between futures and local grain markets (pages 921–932)

      T. Randall Fortenbery and Hector O. Zapata

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990130809

    5. A cointegration test for oil futures market efficiency (pages 933–941)

      William J. Crowder and Anas Hamed

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990130810

    6. Futures bibliography (pages 943–945)

      Robert T. Daigler

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990130811

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