Journal of futures markets文章索引

期刊名：Journal of futures markets

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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

Interdealer inference and price discovery [0.03%]

Tzu-man Huang; Peter Locke Tzu-man Huang; Peter Locke

Journal of futures markets. 2008;28(2):131-154. DOI:10.1002/fut.20292 2008

Value at risk and conditional extreme value theory via markov regime switching models [0.03%]

Yau Man Ze-to Samuel Yau Man Ze-to Samuel

Journal of futures markets. 2008;28(2):155-181. DOI:10.1002/fut.20293 2008

Multi-period hedge ratios for a multi-asset portfolio when accounting for returns co-movement [0.03%]

Viviana Fernandez Viviana Fernandez

Journal of futures markets. 2008;28(2):182-207. DOI:10.1002/fut.20294 2008

Editor's note [0.03%]

Robert I. Webb Robert I. Webb

Journal of futures markets. 2007;27(12):1127-1127. DOI:10.1002/fut.20295 2007

Pricing and hedging illiquid energy derivatives: An application to the JCC index [0.03%]

Elisa Scarpa; Matteo Manera Elisa Scarpa; Matteo Manera

Journal of futures markets. 2008;28(5):464-487. DOI:10.1002/fut.20296 2008

A further note on the optimality of the OLS hedge strategy [0.03%]

Donald Lien Donald Lien

Journal of futures markets. 2008;28(3):308-311. DOI:10.1002/fut.20297 2008

Closed-form option pricing formulas with extreme events [0.03%]

António Câmara; Steven L. Heston António Câmara; Steven L. Heston

Journal of futures markets. 2008;28(3):213-230. DOI:10.1002/fut.20298 2008

Valuing stock options when prices are subject to a lower boundary [0.03%]

Dirk Veestraeten Dirk Veestraeten

Journal of futures markets. 2008;28(3):231-247. DOI:10.1002/fut.20299 2008

Intraday behavior of market depth in a competitive dealer market: A note [0.03%]

Alex Frino; Andrew Lepone; Grant Wearin Alex Frino; Andrew Lepone; Grant Wearin

Journal of futures markets. 2008;28(3):294-307. DOI:10.1002/fut.20300 2008

The compatibility of one-factor market models in caps and swaptions markets: Evidence from their dynamic hedging performance [0.03%]

Yunbi An; Wulin Suo Yunbi An; Wulin Suo

Journal of futures markets. 2008;28(2):109-130. DOI:10.1002/fut.20301 2008