Journal of futures markets文章索引

期刊名：Journal of futures markets

缩写：

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

Trader Survival: Evidence from the Energy Futures Markets [0.03%]

Naomi E. Boyd; Alexander Kurov Naomi E. Boyd; Alexander Kurov

Journal of futures markets. 2012;32(9):0-0. DOI:10.1002/fut.20543 2012

The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated [0.03%]

Ted Juhl; Ira G. Kawaller; Paul D. Koch Ted Juhl; Ira G. Kawaller; Paul D. Koch

Journal of futures markets. 2012;32(9):0-0. DOI:10.1002/fut.20544 2012

The Quanto Adjustment and the Smile [0.03%]

Jacinto Marabel Romo Jacinto Marabel Romo

Journal of futures markets. 2012;32(9):0-0. DOI:10.1002/fut.20545 2012

What risks do corporate bond put features insure against? [0.03%]

Redouane Elkamhi; Jan Ericsson; Hao Wang Redouane Elkamhi; Jan Ericsson; Hao Wang

Journal of futures markets. 2012;32(11):0-0. DOI:10.1002/fut.20546 2012

Production and hedging under state-dependent preferences [0.03%]

Kit Pong Wong Kit Pong Wong

Journal of futures markets. 2012;32(10):0-0. DOI:10.1002/fut.20547 2012

Lévy betas: Static hedging with index futures [0.03%]

Hoi Ying Wong; Edwin Kwan Hung Cheung; Shiu Fung Wong Hoi Ying Wong; Edwin Kwan Hung Cheung; Shiu Fung Wong

Journal of futures markets. 2012;32(11):0-0. DOI:10.1002/fut.20548 2012

Fitting and testing for the implied volatility curve using parametric models [0.03%]

Chuang-Chang Chang; Pin-Huang Chou; Tzu-Hsiang Liao Chuang-Chang Chang; Pin-Huang Chou; Tzu-Hsiang Liao

Journal of futures markets. 2012;32(12):0-0. DOI:10.1002/fut.20549 2012

Editor's note [0.03%]

Robert I. Webb; The Journal of Futures Markets Robert I. Webb; The Journal of Futures Markets

Journal of futures markets. 2011;31(12):1115-1115. DOI:10.1002/fut.20550 2011

Conditional volatility and the GARCH option pricing model with non-normal innovations [0.03%]

Suk Joon Byun; Byungsun Min Suk Joon Byun; Byungsun Min

Journal of futures markets. 2012;aop(aop):0-0. DOI:10.1002/fut.20551 2012

Multifactor index variance: The case of the SPX 2000 to 2010 [0.03%]

Thaddeus Neururer; Andrew Kumiega Thaddeus Neururer; Andrew Kumiega

Journal of futures markets. 2012;aop(aop):0-0. DOI:10.1002/fut.20552 2012