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 simplified approach to modeling the co-movement of asset returns [0.03%]

Richard D. F. Harris; Evarist Stoja; Jon Tucker Richard D. F. Harris; Evarist Stoja; Jon Tucker

Journal of futures markets. 2007;27(6):575-598. DOI:10.1002/fut.20262 2007

Target redemption notes [0.03%]

Chi Chiu Chu; Yue Kuen Kwok Chi Chiu Chu; Yue Kuen Kwok

Journal of futures markets. 2007;27(6):535-554. DOI:10.1002/fut.20263 2007

Order imbalance and the pricing of index futures [0.03%]

Joseph K.W. Fung Joseph K.W. Fung

Journal of futures markets. 2007;27(7):697-717. DOI:10.1002/fut.20264 2007

AN examination of short QQQ option trades [0.03%]

David P. Simon David P. Simon

Journal of futures markets. 2007;27(8):739-770. DOI:10.1002/fut.20265 2007

Investigating nonlinear speculation in cattle, corn, and hog futures markets using logistic smooth transition regression models [0.03%]

Andreas Röthig; Carl Chiarella Andreas Röthig; Carl Chiarella

Journal of futures markets. 2007;27(8):719-737. DOI:10.1002/fut.20266 2007

Long memory models for daily and high frequency commodity futures returns [0.03%]

Richard T. Baillie; Young-Wook Han; Robert J. Myers; Jeongseok Song Richard T. Baillie; Young-Wook Han; Robert J. Myers; Jeongseok Song

Journal of futures markets. 2007;27(7):643-668. DOI:10.1002/fut.20267 2007

Canonical valuation and hedging of index options [0.03%]

Philip Gray; Shane Edwards; Egon Kalotay Philip Gray; Shane Edwards; Egon Kalotay

Journal of futures markets. 2007;27(8):771-790. DOI:10.1002/fut.20268 2007

Approximate basket option valuation for a simplified jump process [0.03%]

Dimitris Flamouris; Daniel Giamouridis Dimitris Flamouris; Daniel Giamouridis

Journal of futures markets. 2007;27(9):819-837. DOI:10.1002/fut.20269 2007

Equity swaps in a LIBOR market model [0.03%]

Ting-Pin Wu; Son Nan Chen Ting-Pin Wu; Son Nan Chen

Journal of futures markets. 2007;27(9):893-920. DOI:10.1002/fut.20270 2007

The effect of futures trading on the distribution of spot index returns: Implications for CVaR in the Spanish market [0.03%]

M. Illueca; J.A. Lafuente M. Illueca; J.A. Lafuente

Journal of futures markets. 2007;27(9):839-866. DOI:10.1002/fut.20271 2007