publication venue for
- Volatility components: The term structure dynamics of VIX futures. 30:230-256. 2009
- Causality in futures markets. 26:1039-1057. 2006
- Derivative pricing model and time-series approaches to hedging: A comparison. 25:613-641. 2005
- Asset storability and price discovery in commodity futures markets: A new look. 21:279-300. 2001
- COINTEGRATION - SOME RESULTS ON UNITED-STATES CATTLE PRICES. 11:461-474. 1991
- AN EMPIRICAL-EXAMINATION OF COMPOSITE STOCK INDEX FUTURES PRICING. 8:211-228. 1988