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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
Classical Article Case Reports Clinical Study Clinical Trial Clinical Trial Protocol Comment Comparative Study Editorial Guideline Letter Meta-Analysis Multicenter Study Observational Study Randomized Controlled Trial Review Systematic Review
An explicitly solvable multi-scale stochastic volatility model: Option pricing and calibration problems [0.03%]
Lorella Fatone; Francesca Mariani; Maria Cristina Recchioni; Francesco Zirilli Lorella Fatone; Francesca Mariani; Maria Cristina Recchioni; Francesco Zirilli
Journal of futures markets. 2009;29(9):862-893. DOI:10.1002/fut.20390 2009
Expiration-day effects on individual stocks and the overall market: Evidence from Taiwan [0.03%]
Wen-Liang Gideon Hsieh Wen-Liang Gideon Hsieh
Journal of futures markets. 2009;29(10):920-945. DOI:10.1002/fut.20391 2009
Market timing of CTAs: An examination of systematic CTAs vs. discretionary CTAs [0.03%]
Hossein Kazemi; Ying Li Hossein Kazemi; Ying Li
Journal of futures markets. 2009;29(11):1067-1099. DOI:10.1002/fut.20392 2009
Local trader profitability in futures markets: Liquidity and position taking profits [0.03%]
Alex Frino; Elvis Jarnecic; Roger Feletto Alex Frino; Elvis Jarnecic; Roger Feletto
Journal of futures markets. 2010;30(1):1-24. DOI:10.1002/fut.20393 2010
A copula-based regime-switching GARCH model for optimal futures hedging [0.03%]
Hsiang-Tai Lee Hsiang-Tai Lee
Journal of futures markets. 2009;29(10):946-972. DOI:10.1002/fut.20394 2009
Liquidity and hedging effectiveness under futures mispricing: International evidence [0.03%]
A. Andani; J. A. Lafuente; A. Novales A. Andani; J. A. Lafuente; A. Novales
Journal of futures markets. 2009;29(11):1050-1066. DOI:10.1002/fut.20395 2009
Pricing and hedging of quanto range accrual notes under Gaussian HJM with cross-currency Levy processes [0.03%]
Szu-Lang Liao; Pao-Peng Hsu Szu-Lang Liao; Pao-Peng Hsu
Journal of futures markets. 2009;29(10):973-998. DOI:10.1002/fut.20396 2009
Reverse convertible bonds analyzed [0.03%]
Marta Szymanowska; Jenke Ter Horst; Chris Veld Marta Szymanowska; Jenke Ter Horst; Chris Veld
Journal of futures markets. 2009;29(10):895-919. DOI:10.1002/fut.20397 2009
The disposition effect and investment performance in the futures market [0.03%]
Hyuk Choe; Yunsung Eom Hyuk Choe; Yunsung Eom
Journal of futures markets. 2009;29(6):496-522. DOI:10.1002/fut.20398 2009
Editor's note [0.03%]
Robert I. Webb Robert I. Webb
Journal of futures markets. 2009;29(6):495-495. DOI:10.1002/fut.20399 2009