ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
: (Estimation of the Hedge Performance of the Won/Yen Futures and Won/Euro Futures Markets)
SSRN Electronic Journal
◽
10.2139/ssrn.3018307
◽
2008
◽
Author(s):
Jung-Hyo Hong
Keyword(s):
Futures Markets
◽
Hedge Performance
Download Full-text
Related Documents
Cited By
References
An Empirical Study on Hedge Performance of Won/Euro Futures Markets : Naive, OLS, VECM vs ECT-GARCH(1,1) Model
Korean Journal of Financial Engineering
◽
10.35527/kfedoi.2009.8.1.005
◽
2009
◽
Vol 8
(1)
◽
pp. 109-128
Author(s):
Chunghyo Hong
Keyword(s):
Empirical Study
◽
Futures Markets
◽
Hedge Performance
Download Full-text
Essays on applied econometrics : applications of the futures markets and the international tourism demand
10.32469/10355/9185
◽
2008
◽
Author(s):
Sang Young Jei
Keyword(s):
Futures Markets
◽
Applied Econometrics
◽
International Tourism
◽
Tourism Demand
Download Full-text
Multifractal analysis of China's metals futures markets
Information Science and Management Engineering II (Set)
◽
10.2495/isme20142362
◽
2014
◽
Author(s):
Xinsheng Lu
◽
Jing Qin
◽
Changfa Qian
◽
Xuemei Yuan
Keyword(s):
Multifractal Analysis
◽
Futures Markets
Download Full-text
Capturing value-at-risk in futures markets: a revised filtered historical simulation approach
The Journal of Risk Model Validation
◽
10.21314/jrmv.2012.095
◽
2012
◽
Vol 6
(4)
◽
pp. 67-93
Author(s):
Chang-Cheng Changchien
◽
Chu-Hsiung Lin
◽
Wei-Shun Kao
Keyword(s):
At Risk
◽
Value At Risk
◽
Futures Markets
◽
Simulation Approach
◽
Historical Simulation
Download Full-text
Performance of statistical arbitrage in petroleum futures markets
The Journal of Energy Markets
◽
10.21314/jem.2008.006
◽
2008
◽
Vol 1
(2)
◽
pp. 3-33
◽
Cited By ~ 1
Author(s):
Amir H. Alizadeh
◽
Nikos K. Nomikos
Keyword(s):
Futures Markets
◽
Statistical Arbitrage
◽
Petroleum Futures
Download Full-text
Realized Volatility and Correlation in Energy Futures Markets
SSRN Electronic Journal
◽
10.2139/ssrn.1032322
◽
2007
◽
Author(s):
Tao Wang
◽
Jingtao Wu
◽
Jian Yang
Keyword(s):
Futures Markets
◽
Realized Volatility
◽
Energy Futures
◽
Energy Futures Markets
Download Full-text
US Monetary Policy Surprises and Currency Futures Markets: A New Look
SSRN Electronic Journal
◽
10.2139/ssrn.1090377
◽
2008
◽
Author(s):
Tao Wang
◽
Jian Yang
◽
Marc William Simpson
Keyword(s):
Monetary Policy
◽
Futures Markets
◽
Currency Futures
◽
Us Monetary Policy
◽
New Look
Download Full-text
Return, Trading Volume, and Market Depth in Currency Futures Markets
SSRN Electronic Journal
◽
10.2139/ssrn.1323684
◽
2008
◽
Cited By ~ 2
Author(s):
Ai-ru Meg Cheng
◽
Yin-Wong Cheung
Keyword(s):
Trading Volume
◽
Futures Markets
◽
Market Depth
◽
Currency Futures
Download Full-text
Manipulations and Repeated Games in Futures Markets
SSRN Electronic Journal
◽
10.2139/ssrn.1370681
◽
1984
◽
Author(s):
Graciela Chichilnisky
Keyword(s):
Repeated Games
◽
Futures Markets
Download Full-text
Jump Spillover in Energy Futures Markets: The Bayesian Viewpoint
SSRN Electronic Journal
◽
10.2139/ssrn.1460492
◽
2009
◽
Author(s):
Qingfu Liu
◽
Anthony Tu
Keyword(s):
Futures Markets
◽
Energy Futures
◽
Energy Futures Markets
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close