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期刊名：Journal of futures markets

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ISSN：0270-7314

e-ISSN：1096-9934

IF/分区：2.3/Q2

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共收录本刊相关文章索引1893条
Clinical Trial Case Reports Meta-Analysis RCT Review Systematic Review
Classical Article Case Reports Clinical Study Clinical Trial Clinical Trial Protocol Comment Comparative Study Editorial Guideline Letter Meta-Analysis Multicenter Study Observational Study Randomized Controlled Trial Review Systematic Review
Pricing and hedging S&P 500 index options with Hermite polynomial approximation: empirical tests of Madan and Milne's model [0.03%]
An�, Thierry An�
Journal of Futures Markets. 1999;19(7):735-758. DOI:10.1002/(sici)1096-9934(199910)19:73.0.co;2-w 1999
Managed futures, positive feedback trading, and futures price volatility [0.03%]
Irwin, Scott H.; Yoshimaru, Satoko Irwin
Journal of Futures Markets. 1999;19(7):759-776. DOI:10.1002/(sici)1096-9934(199910)19:73.0.co;2-f 1999
An empirical comparison of continuous time models of the short term interest rate [0.03%]
Bali, Turan G. Bali
Journal of Futures Markets. 1999;19(7):777-797. DOI:10.1002/(sici)1096-9934(199910)19:73.0.co;2-g 1999
Arbitrage, cointegration, and the joint dynamics of prices across discrete commodity futures auctions [0.03%]
Low, Aaron H. W.; Muthuswamy, Jayaram; Webb et al. Low et al.
Journal of Futures Markets. 1999;19(7):799-815. DOI:10.1002/(sici)1096-9934(199910)19:73.0.co;2-5 1999
A flexible binomial option pricing model [0.03%]
Tian, Yisong ?Sam? Tian
Journal of Futures Markets. 1999;19(7):817-843. DOI:10.1002/(sici)1096-9934(199910)19:73.0.co;2-d 1999
A note on pricing Asian derivatives with continuous geometric averaging [0.03%]
Angus, John E. Angus
Journal of Futures Markets. 1999;19(7):845-858. DOI:10.1002/(sici)1096-9934(199910)19:73.0.co;2-d 1999
Hedging with mismatched currencies [0.03%]
Broll, Udo; Wong, Kit Pong Broll
Journal of Futures Markets. 1999;19(8):859-875. DOI:10.1002/(sici)1096-9934(199912)19:83.0.co;2-a 1999
Contemporary and long-run correlations: A covariance component model and studies on the S&P 500 cash and futures markets [0.03%]
Lee, Gary G. J. Lee
Journal of Futures Markets. 1999;19(8):877-894. DOI:10.1002/(sici)1096-9934(199912)19:83.0.co;2-b 1999
Volatility and maturity effects in the Nikkei index futures [0.03%]
Chen, Yen-Ju; Duan, Jin-Chuan; Hung et al. Chen et al.
Journal of Futures Markets. 1999;19(8):895-909. DOI:10.1002/(sici)1096-9934(199912)19:83.0.co;2-c 1999
Price discovery and volatility spillovers in the DJIA index and futures markets [0.03%]
Tse, Yiuman Tse
Journal of Futures Markets. 1999;19(8):911-930. DOI:10.1002/(sici)1096-9934(199912)19:83.0.co;2-q 1999