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

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

A cointegrated commodity pricing model [0.03%]

Katsushi Nakajima; Kazuhiko Ohashi Katsushi Nakajima; Kazuhiko Ohashi

Journal of futures markets. 2012;32(11):0-0. DOI:10.1002/fut.20553 2012

A closer look at barrier exchange options [0.03%]

Christine A. Brown; John C. Handley; Ken Palmer Christine A. Brown; John C. Handley; Ken Palmer

Journal of futures markets. 2012;aop(aop):0-0. DOI:10.1002/fut.20554 2012

Canonical distribution, implied binomial tree, and the pricing of American options [0.03%]

Qiang Liu; Shuxin Guo Qiang Liu; Shuxin Guo

Journal of futures markets. 2012;aop(aop):0-0. DOI:10.1002/fut.20555 2012

A no-arbitrage fractional cointegration model for futures and spot daily ranges [0.03%]

Eduardo Rossi; Paolo Santucci de Magistris Eduardo Rossi; Paolo Santucci de Magistris

Journal of futures markets. 2012;aop(aop):0-0. DOI:10.1002/fut.20556 2012

Two-State Option Pricing: Binomial Models Revisited [0.03%]

George M. Jabbour; Marat V. Kramin; Stephen D. Young George M. Jabbour; Marat V. Kramin; Stephen D. Young

Journal of futures markets. 2001;21(11):987-1001. DOI:10.1002/fut.2101 2001

Hedge Fund Performance and Manager Skill [0.03%]

Franklin R. Edwards; Mustafa Onur Caglayan Franklin R. Edwards; Mustafa Onur Caglayan

Journal of futures markets. 2001;21(11):1003-1028. DOI:10.1002/fut.2102 2001

Futures Hedging Under Disappointment Aversion [0.03%]

Donald Lien Donald Lien

Journal of futures markets. 2001;21(11):1029-1042. DOI:10.1002/fut.2103 2001

The Cross-Currency Hedging Performance of Implied Versus Statistical Forecasting Models [0.03%]

Chris Brooks; James Chong Chris Brooks; James Chong

Journal of futures markets. 2001;21(11):1043-1069. DOI:10.1002/fut.2104 2001

Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level [0.03%]

Owain ap Gwilym; Thanos Verousis Owain ap Gwilym; Thanos Verousis

Journal of futures markets. 2012;aop(aop):0-0. DOI:10.1002/fut.21547 2012