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- 2005615905 contributor B10379280.
- 2005615905 contributor B10379281.
- 2005615905 created "[2003]".
- 2005615905 date "2003".
- 2005615905 date "[2003]".
- 2005615905 dateCopyrighted "[2003]".
- 2005615905 description "Includes bibliographical references.".
- 2005615905 description "Mode of access: World Wide Web.".
- 2005615905 description "System requirements: Adobe Acrobat Reader.".
- 2005615905 hasFormat "Also available in print.".
- 2005615905 identifier 2003-018.
- 2005615905 isFormatOf "Also available in print.".
- 2005615905 isPartOf "Working paper (Federal Reserve Bank of St. Louis : Online) ; 2003-018C.".
- 2005615905 isPartOf "Working paper ; 2003-018C".
- 2005615905 issued "2003".
- 2005615905 issued "[2003]".
- 2005615905 language "eng".
- 2005615905 publisher "[St. Louis, Mo.] : Federal Reserve Bank of St. Louis,".
- 2005615905 relation "Also available in print.".
- 2005615905 requires "Mode of access: World Wide Web.".
- 2005615905 requires "System requirements: Adobe Acrobat Reader.".
- 2005615905 subject "Futures.".
- 2005615905 subject "Gold.".
- 2005615905 subject "HB1".
- 2005615905 title "Implied volatility from options on gold futures [electronic resource] : do econometric forecasts add value or simply paint the lilly? / Christopher J. Neely.".
- 2005615905 type "text".