Journal of Futures Markets

Cover image for Journal of Futures Markets

November 2008

Volume 28, Issue 11

Pages 1013–1116

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Testing the martingale hypothesis for futures prices: Implications for hedgers (pages 1040–1065)

      Cédric de Ville de Goyet, Geert Dhaene and Piet Sercu

      Version of Record online: 9 SEP 2008 | DOI: 10.1002/fut.20343

    2. Dynamic hedging with futures: A copula-based GARCH model (pages 1095–1116)

      Chih-Chiang Hsu, Chih-Ping Tseng and Yaw-Huei Wang

      Version of Record online: 9 SEP 2008 | DOI: 10.1002/fut.20345

SEARCH

SEARCH BY CITATION