No. 37-11, November 2017
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Index
- A Multivariate Markov Regime‐Switching High‐Frequency‐Based Volatility Model for Optimal Futures Hedging
- Forecasting the volatility of Nikkei 225 futures
- Informed Trading in the Options Market and Stock Return Predictability
- Journal of Futures Markets: Volume 37, Number 11, November 2017
- Order Aggressiveness, Trading Patience, and Trader Types in a Limit Order Market
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