Skip to main content
Kent Academic Repository

Browse by Journal

Group by: Creator's name | Item Type | Date | No Grouping
Jump to: 2023 | 2020 | 2019 | 2015 | 2013
Number of items: 6.

2023

Barak, Sasan, Parvini, Navid (2023) Transfer‐entropy‐based dynamic feature selection for evaluating Bitcoin price drivers. Journal of Futures Markets, . ISSN 1096-9934. (doi:10.1002/fut.22453) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:102423)

2020

Bernales, Alejandro, Verousis, Thanos, Voukelatos, Nikolaos, Zhang, Mengyu (2020) What do we know about individual equity options? Journal of Futures Markets, 40 (1). pp. 67-91. ISSN 0270-7314. E-ISSN 1096-9934. (doi:10.1002/fut.22066) (KAR id:76823)
Format: PDF

2019

Sultan, Jahangir, Alexandridis, Antonios K., Hasan, Mohammad, Guo, Xuxi (2019) Hedging Performance of Multiscale Hedge Ratios. Journal of Futures Markets, 39 (12). pp. 1613-1632. ISSN 0270-7314. E-ISSN 1096-9934. (doi:10.1002/fut.22047) (KAR id:75617)
Format: PDF

Lu, S. (2019) Monte Carlo analysis of methods for extracting risk-neutral densities with affine jump diffusions. Journal of Futures Markets, 39 (12). pp. 1587-1612. (doi:10.1002/fut.22049) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:89962)

2015

Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2015) The Impact of a Premium-Based Tick Size on Equity Option Liquidity. Journal of Futures Markets, 36 (4). pp. 397-417. ISSN 0270-7314. E-ISSN 1096-9934. (doi:10.1002/fut.21734) (KAR id:52141)
Format: PDF

2013

Geman, Helyette, Tunaru, Radu (2013) Commercial Real-Estate Inventory and Theory of Storage. Journal of Futures Markets, 33 (7). pp. 675-694. ISSN 0270-7314. (doi:10.1002/fut.21559) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:29382)

This list was generated on Thu Mar 28 23:24:27 2024 GMT.