No. 36-12, December 2016
Index
- An International Comparison of Implied, Realized, and GARCH Volatility Forecasts
- Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models
- Journal of Futures Markets: Volume 36, Number 12, December 2016
- Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed?
- Option Pricing Under Skewness and Kurtosis Using a Cornish–Fisher Expansion
- Spillovers and Directional Predictability with a Cross‐Quantilogram Analysis: The Case of U.S. and Chinese Agricultural Futures