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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
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Commonality in the LME aluminum and copper volatility processes through a FIGARCH lens [0.03%]
Isabel Figuerola-Ferretti; Christopher L. Gilbert Isabel Figuerola-Ferretti; Christopher L. Gilbert
Journal of futures markets. 2008;28(10):935-962. DOI:10.1002/fut.20338 2008
Efficient static replication of European options under exponential Lévy models [0.03%]
Akihiko Takahashi; Akira Yamazaki Akihiko Takahashi; Akira Yamazaki
Journal of futures markets. 2009;29(1):1-15. DOI:10.1002/fut.20339 2009
The specification of GARCH models with stochastic covariates [0.03%]
Jeff Fleming; Chris Kirby; Barbara Ostdiek Jeff Fleming; Chris Kirby; Barbara Ostdiek
Journal of futures markets. 2008;28(10):911-934. DOI:10.1002/fut.20340 2008
Tick size reduction, execution costs, and informational efficiency in the regular and E-mini Nasdaq-100 index futures markets [0.03%]
Alexander Kurov Alexander Kurov
Journal of futures markets. 2008;28(9):871-888. DOI:10.1002/fut.20341 2008
The economic value of volatility transmission between the stock and bond markets [0.03%]
Helena Chuliá; Hipòlit Torró Helena Chuliá; Hipòlit Torró
Journal of futures markets. 2008;28(11):1066-1094. DOI:10.1002/fut.20342 2008
Testing the martingale hypothesis for futures prices: Implications for hedgers [0.03%]
Cédric de Ville de Goyet; Geert Dhaene; Piet Sercu Cédric de Ville de Goyet; Geert Dhaene; Piet Sercu
Journal of futures markets. 2008;28(11):1040-1065. DOI:10.1002/fut.20343 2008
An examination of the complementary volume–volatility information theories [0.03%]
Zhiyao Chen; Robert T. Daigler Zhiyao Chen; Robert T. Daigler
Journal of futures markets. 2008;28(10):963-992. DOI:10.1002/fut.20344 2008
Dynamic hedging with futures: A copula-based GARCH model [0.03%]
Chih-Chiang Hsu; Chih-Ping Tseng; Yaw-Huei Wang Chih-Chiang Hsu; Chih-Ping Tseng; Yaw-Huei Wang
Journal of futures markets. 2008;28(11):1095-1116. DOI:10.1002/fut.20345 2008
How potent are news reversals?: Evidence from the futures markets [0.03%]
Arjun Chatrath; Rohan A. Christie-David; Kiseop Lee Arjun Chatrath; Rohan A. Christie-David; Kiseop Lee
Journal of futures markets. 2009;29(1):42-73. DOI:10.1002/fut.20346 2009
Realized volatility and correlation in energy futures markets [0.03%]
Tao Wang; Jingtao Wu; Jian Yang Tao Wang; Jingtao Wu; Jian Yang
Journal of futures markets. 2008;28(10):993-1011. DOI:10.1002/fut.20347 2008