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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
Equilibrium pricing of contingent claims in tradable permit markets [0.03%]
Masaaki Kijima; Akira Maeda; Katsumasa Nishide Masaaki Kijima; Akira Maeda; Katsumasa Nishide
Journal of futures markets. 2010;30(6):0-0. DOI:10.1002/fut.20430 2010
Optimal hedge ratios in the presence of common jumps [0.03%]
Wing Hong Chan Wing Hong Chan
Journal of futures markets. 2010;30(8):0-0. DOI:10.1002/fut.20431 2010
Information content of volatility spreads [0.03%]
Byung Jin Kang; Tong Suk Kim; Sun-Joong Yoon Byung Jin Kang; Tong Suk Kim; Sun-Joong Yoon
Journal of futures markets. 2010;30(6):0-0. DOI:10.1002/fut.20432 2010
Editor's note [0.03%]
Robert I. Webb Robert I. Webb
Journal of futures markets. 2009;29(12):1101-1101. DOI:10.1002/fut.20434 2009
A reality check on technical trading rule profits in the U.S. futures markets [0.03%]
Cheol-Ho Park; Scott H. Irwin Cheol-Ho Park; Scott H. Irwin
Journal of futures markets. 2010;30(7):0-0. DOI:10.1002/fut.20435 2010
The effects of structural breaks and long memory on currency hedging [0.03%]
Donald Lien; Li Yang Donald Lien; Li Yang
Journal of futures markets. 2010;30(7):0-0. DOI:10.1002/fut.20436 2010
Estimating financial risk measures for futures positions: A nonparametric approach [0.03%]
John Cotter; Kevin Dowd John Cotter; Kevin Dowd
Journal of futures markets. 2010;30(7):0-0. DOI:10.1002/fut.20437 2010
Valuation of housing index derivatives [0.03%]
Melanie Cao; Jason Wei Melanie Cao; Jason Wei
Journal of futures markets. 2010;30(7):0-0. DOI:10.1002/fut.20438 2010
Regime-switching in stock index and Treasury futures returns and measures of stock market stress [0.03%]
Naresh Bansal; Robert A. Connolly; Chris Stivers Naresh Bansal; Robert A. Connolly; Chris Stivers
Journal of futures markets. 2010;30(8):0-0. DOI:10.1002/fut.20439 2010
Hedging and value at risk: A semi-parametric approach [0.03%]
Zhiguang Cao; Richard D.F. Harris; Jian Shen Zhiguang Cao; Richard D.F. Harris; Jian Shen
Journal of futures markets. 2010;30(8):0-0. DOI:10.1002/fut.20440 2010