haku: @all futures / yhteensä: 1003
hakutulos viitteet: 206-215 / 1003
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 otsikkovuositekijä
206.
Inferring future volatility from the information in implied volatility in Eurodollar options: A new approach
Review of Financial Studies
1997 : SUMMER, VOL. 10:2, p. 333-367
 1997 Amin, K. I.
Ng, V. K.
207.
The stochastic behavior of commodity prices: Implications for valuation and hedging
Journal of Finance
1997 : JUL, VOL. 52:3, p. 923-973
 1997 Schwartz, E. S.
208.
Thinking futures. How to survive and thrive in a fast changing (business) world
Futures
1997 : APR, VOL. 29:3, p. 257-266
 1997 Paskins, D.
209.
A network-based futures method for strategic business planning
Journal of the Operational Research Society
1997 : AUG, VOL. 48:8, p. 793-803
 1997 Powell, J.H.
Coyle, R.G.
210.
An application of a network-based futures method to strategic business planning
Journal of the Operational Research Society
1997 : SEP, VOL. 48:9, p. 857-872
 1997 Powell, J.H.
211.
El mercado de futuros de citricos : situacion y expectativas
Informacion Comercial Espanola
1997 : JUL-AGO, 764,p.105-113
 1997 Fernadez Izquierdo, A.
Munoz Torres, J.
212.
Auswirkungen dynamischer Arbitragestrategien auf den Preiszusammenhang zwischen Kassa- und Futuresmarkt
Schmalenbachs Zeitschrift für Betriebswirtschaftliche Forschung
1997 : VOL. 49:7/8, p. 617-643
 1997 Kempf, A.
213.
Battle for the euro
Euromoney
1997 : JAN, 1, p. 50-53
 1997 Shirreff, D.
214.
Central bank intervention and trading rule profits in foreign exchange markets
Journal of International Money and Finance
1997 : AUG, Vol. 16:4, p. 513-535
 1997 Szakmary, A. C.
Mathur, I.
215.
Interaction between stock markets: an analysis of the common trading hours at the London and New York stock exchange
Journal of International Money and Finance
1997 : JUN, VOL. 16:3, p. 387-414
 1997 Kofman, P.
Martens, M.
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