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

Richardson extrapolation techniques for the pricing of American-style options [0.03%]

Chuang-Chang Chang; San-Lin Chung; Richard C. Stapleton Chuang-Chang Chang; San-Lin Chung; Richard C. Stapleton

Journal of futures markets. 2007;27(8):791-817. DOI:10.1002/fut.20272 2007

Testing mean reversion in financial market volatility: Evidence from S&P 500 index futures [0.03%]

Turan G. Bali; K. Ozgur Demirtas Turan G. Bali; K. Ozgur Demirtas

Journal of futures markets. 2008;28(1):1-33. DOI:10.1002/fut.20273 2008

Optimal futures heading: Quadratic versus exponential utility functions [0.03%]

Donald Lien Donald Lien

Journal of futures markets. 2008;28(2):208-211. DOI:10.1002/fut.20274 2008

Price discovery in the treasury futures market [0.03%]

Michael W. Brandt; Kenneth A. Kavajecz; Shane E. Underwood Michael W. Brandt; Kenneth A. Kavajecz; Shane E. Underwood

Journal of futures markets. 2007;27(11):1021-1051. DOI:10.1002/fut.20275 2007

Smiling less at LIFFE [0.03%]

Bing-Huei Lin; Ing-Jye Chang; Dean A. Paxson Bing-Huei Lin; Ing-Jye Chang; Dean A. Paxson

Journal of futures markets. 2008;28(1):57-81. DOI:10.1002/fut.20276 2008

Forecasting oil price movements: Exploiting the information in the futures market [0.03%]

Andrea Coppola Andrea Coppola

Journal of futures markets. 2008;28(1):34-56. DOI:10.1002/fut.20277 2008

One-day forward premiums and the impact of virtual bidding on the New York wholesale electricity market using hourly data [0.03%]

Lester Hadsell; Hany A. Shawky Lester Hadsell; Hany A. Shawky

Journal of futures markets. 2007;27(11):1107-1125. DOI:10.1002/fut.20278 2007

Is there information in the volatility skew? [0.03%]

James S. Doran; David R. Peterson; Brian C. Tarrant James S. Doran; David R. Peterson; Brian C. Tarrant

Journal of futures markets. 2007;27(10):921-959. DOI:10.1002/fut.20279 2007

Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates [0.03%]

Jia-Hau Guo; Mao-Wei Hung Jia-Hau Guo; Mao-Wei Hung

Journal of futures markets. 2007;27(9):867-891. DOI:10.1002/fut.20280 2007

Determinants of Japanese Yen interest rate swap spreads: Evidence from a smooth transition vector autoregressive model [0.03%]

Ying Huang; Carl R. Chen; Maximo Camacho Ying Huang; Carl R. Chen; Maximo Camacho

Journal of futures markets. 2008;28(1):82-107. DOI:10.1002/fut.20281 2008