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~isPartOf:"The journal of futures markets"
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USA
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786
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Brorsen, B. Wade
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9
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Kurov, Alexander
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Ma, Christopher K.
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Fung, Hung-gay
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Bollen, Nicolas P. B.
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Cakici, Nusret
4
Cornell, Bradford
4
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4
Ederington, Louis H.
4
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4
Fishe, Raymond P. H.
4
García, Philip
4
Haigh, Michael S.
4
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4
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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The journal of futures markets
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Economic inquiry : journal of the Western Economic Association International
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999
Journal of banking & finance
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Journal of money, credit and banking : JMCB
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Economics letters
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908
The journal of economic history
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882
Challenge
859
CESifo working papers
850
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847
The American journal of economics and sociology
824
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823
R / Rand Corporation
794
Fortune
773
Journal of economic issues : jei
744
Industrial relations : a journal of economy & society
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ECONIS (ZBW)
786
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1
The pricing of electricity futures : evidence from the European Energy Exchange
Wilkens, Sascha
;
Wimschulte, Jens
- In:
The journal of futures markets
27
(
2007
)
4
,
pp. 387-410
Persistent link: https://www.econbiz.de/10003493075
Saved in:
2
Measuring hedging effectiveness of index futures contracts : do dynamic models outperform static models? ; a regime-switching approach
Salvador, Enrique
;
Aragó, Vicent
- In:
The journal of futures markets
34
(
2014
)
4
,
pp. 374-398
Persistent link: https://www.econbiz.de/10010355419
Saved in:
3
Testing alternative measure changes in nonparametric pricing and hedging of European options
Alcock, Jamie
;
Smith, Godfrey
- In:
The journal of futures markets
34
(
2014
)
4
,
pp. 320-345
Persistent link: https://www.econbiz.de/10010355426
Saved in:
4
Dynamic implied correlation modeling and forecasting in structured finance
Löhr, Sebastian
;
Mursajew, Olga
;
Rösch, Daniel
; …
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 994-1023
Persistent link: https://www.econbiz.de/10010255106
Saved in:
5
Pricing forward skew dependent derivatives : multifactor versus single-factor stochastic volatility models
Marabel Romo, Jacinto
- In:
The journal of futures markets
34
(
2014
)
2
,
pp. 124-144
Persistent link: https://www.econbiz.de/10010255495
Saved in:
6
The demand for warrants and issuer pricing strategies
Baule, Rainer
;
Blonski, Philip
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1195-1219
Persistent link: https://www.econbiz.de/10011546250
Saved in:
7
A new scheme for static hedging of European derivatives under stochastic volatility models
Takahashi, Akihiko
;
Yamazaki, Akira
- In:
The journal of futures markets
29
(
2009
)
5
,
pp. 397-413
Persistent link: https://www.econbiz.de/10003827763
Saved in:
8
Box-spread arbitrage efficiency of nifty index options : the Indian evidence
Vipul
- In:
The journal of futures markets
29
(
2009
)
6
,
pp. 544-562
Persistent link: https://www.econbiz.de/10003842868
Saved in:
9
Time pro-rata matching : evidence of a change in LIFFE STIR futures
Aspris, Angelo
;
Foley, Sean
;
Harris, Drew
;
O'Neill, Peter
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 522-541
Persistent link: https://www.econbiz.de/10011405404
Saved in:
10
Intraday volatility in interest rate and foreign exchange spot and futures markets
Crain, Susan J.
- In:
The journal of futures markets
15
(
1995
)
4
,
pp. 395-421
Persistent link: https://www.econbiz.de/10001185357
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