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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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A simplified pricing model for volatility futures [0.03%]
Brice Dupoyet; Robert T. Daigler; Zhiyao Chen Brice Dupoyet; Robert T. Daigler; Zhiyao Chen
Journal of futures markets. 2011;31(4):307-339. DOI:10.1002/fut.20471 2011
Optimal arbitrage strategies on stock index futures under position limits [0.03%]
Min Dai; Yifei Zhong; Yue Kuen Kwok Min Dai; Yifei Zhong; Yue Kuen Kwok
Journal of futures markets. 2011;31(4):394-406. DOI:10.1002/fut.20472 2011
Sources of variation in holding returns for fed funds futures contracts [0.03%]
James D. Hamilton; Tatsuyoshi Okimoto James D. Hamilton; Tatsuyoshi Okimoto
Journal of futures markets. 2011;31(3):205-229. DOI:10.1002/fut.20473 2011
Exchange traded contracts for difference: Design, pricing, and effects [0.03%]
Christine Brown; Jonathan Dark; Kevin Davis Christine Brown; Jonathan Dark; Kevin Davis
Journal of futures markets. 2010;30(12):1108-1149. DOI:10.1002/fut.20475 2010
Forecasting volatility: Roles of sampling frequency and forecasting horizon [0.03%]
Wing Hong Chan; Xin Cheng; Joseph K.W. Fung Wing Hong Chan; Xin Cheng; Joseph K.W. Fung
Journal of futures markets. 2010;30(12):1167-1191. DOI:10.1002/fut.20476 2010
Maturity effects in the Mexican interest rate futures market [0.03%]
Pedro Gurrola; Renata Herrerías Pedro Gurrola; Renata Herrerías
Journal of futures markets. 2011;31(4):371-393. DOI:10.1002/fut.20477 2011
Cash trading and index futures price volatility [0.03%]
Jinliang Li Jinliang Li
Journal of futures markets. 2011;31(5):465-486. DOI:10.1002/fut.20478 2011
Market efficiency among futures with different maturities: Evidence from the crude oil futures market [0.03%]
Kaoru Kawamoto; Shigeyuki Hamori Kaoru Kawamoto; Shigeyuki Hamori
Journal of futures markets. 2011;31(5):487-501. DOI:10.1002/fut.20479 2011
Pricing and hedging in the freight futures market [0.03%]
Marcel Prokopczuk Marcel Prokopczuk
Journal of futures markets. 2011;31(5):440-464. DOI:10.1002/fut.20480 2011
Pricing average options on commodities [0.03%]
Kenichiro Shiraya; Akihiko Takahashi Kenichiro Shiraya; Akihiko Takahashi
Journal of futures markets. 2011;31(5):407-439. DOI:10.1002/fut.20481 2011