Journal of futures markets文章索引

期刊名：Journal of futures markets

缩写：

ISSN：0270-7314

e-ISSN：1096-9934

IF/分区：2.3/Q2

共收录本刊相关文章索引1893条

A Quasi-Analytical Pricing Model for Arithmetic Asian Options [0.03%]

Jianqiang Sun; Langnan Chen; Shiyin Li Jianqiang Sun; Langnan Chen; Shiyin Li

Journal of futures markets. 2012;aop(aop):-. DOI:10.1002/fut.21576 2012

VaR without correlations for portfolios of derivative securities [0.03%]

Barone-Adesi, Giovanni; Giannopoulos, Kostas; Vosper et al. Barone-Adesi et al.

Journal of Futures Markets. 1999;19(5):583-602. DOI:10.1002/(sici)1096-9934(199908)19:53.0.co;2-s 1999

Does International Order Flow Contribute to Price Discovery in Futures Markets? [0.03%]

Alex Frino; Robert I. Webb; Hui Zheng Alex Frino; Robert I. Webb; Hui Zheng

Journal of futures markets. 2012;32(12):-. DOI:10.1002/fut.21579 2012

Bernoulli speculator and trading strategy risk [0.03%]

Abraham Lioui; Professor Patrice Poncet Abraham Lioui; Professor Patrice Poncet

Journal of futures markets. 2000;20(6):507-523. DOI:10.1002/1096-9934(200007)20:63.0.co;2-s 2000

Memory in returns and volatilities of futures' contracts [0.03%]

Nuno Crato; Bonnie K. Ray Nuno Crato; Bonnie K. Ray

Journal of futures markets. 2000;20(6):525-543. DOI:10.1002/1096-9934(200007)20:63.0.co;2-t 2000

Price limits, margin requirements, and default risk [0.03%]

Pin-Huang Chou; Mei-Chen Lin; Min-Teh Yu Pin-Huang Chou; Mei-Chen Lin; Min-Teh Yu

Journal of futures markets. 2000;20(6):573-602. DOI:10.1002/1096-9934(200007)20:63.0.co;2-o 2000

Transactions data tests of efficiency: An investigation in the Singapore futures markets [0.03%]

Mahendra Raj Mahendra Raj

Journal of futures markets. 2000;20(7):687-704. DOI:10.1002/1096-9934(200008)20:73.0.co;2-4 2000

Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models [0.03%]

Turan G. Bali Turan G. Bali

Journal of futures markets. 2000;20(8):717-751. DOI:10.1002/1096-9934(200009)20:83.0.co;2-a 2000

Editor's note [0.03%]

Robert I. Webb Robert I. Webb

Journal of futures markets. 2000;20(10):887-887. DOI:10.1002/1096-9934(200011)20:103.0.co;2-4 2000

Liquidity supply and volatility: futures market evidence [0.03%]

Peter R. Locke; Asani Sarkar Peter R. Locke; Asani Sarkar

Journal of futures markets. 2001;21(1):1-17. DOI:10.1002/1096-9934(200101)21:13.0.co;2-4 2001