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Showing results for ISSN matching 0270-7314

The drift factor in biased futures index pricing models: A new look

JOURNAL ARTICLE published June 2002 in Journal of Futures Markets

Authors: W. Brian Barrett | Thomas B. Sanders

https://doi.org/10.1002/fut.10025 Actions

An intraday test of pricing and arbitrage opportunities in the New Zealand bank bill futures market

JOURNAL ARTICLE published June 2002 in Journal of Futures Markets

Authors: Russell Poskitt

https://doi.org/10.1002/fut.10022 Actions

Estimation and forecasting of stock volatility with range‐based estimators

JOURNAL ARTICLE published June 2008 in Journal of Futures Markets

Authors: Joshy Jacob

https://doi.org/10.1002/fut.20321 Actions

New evidence on the forward unbiasedness hypothesis in the foreign-exchange market

JOURNAL ARTICLE published July 2006 in Journal of Futures Markets

Authors: Kleopatra Nikolaou | Lucio Sarno

https://doi.org/10.1002/fut.20211 Actions

JOURNAL ISSUE published January 2004 in Journal of Futures Markets

https://doi.org/10.1002/fut.v24:1 Actions

Editor's note

JOURNAL ARTICLE published December 2006 in Journal of Futures Markets

Authors: Robert I. Webb

https://doi.org/10.1002/fut.20240 Actions

JOURNAL ISSUE published December 2004 in Journal of Futures Markets

https://doi.org/10.1002/fut.v24:12 Actions

The dynamic correlations between the G7 economies and China: Evidence from both realized and implied volatilities

JOURNAL ARTICLE published October 2017 in Journal of Futures Markets

Research funded by National Natural Science Foundation of China (71301143) | Natural Science Foundation of Zhejiang Province (LQ13G030001)

Authors: Xingguo Luo | Xuyuanda Qi

https://doi.org/10.1002/fut.21851 Actions

JOURNAL ISSUE published October 2017 in Journal of Futures Markets

https://doi.org/10.1002/fut.v37.10 Actions

The supply of storage in energy futures markets

JOURNAL ARTICLE published December 1990 in Journal of Futures Markets

Authors: Dong W. Cho | Gerald S. McDougall

https://doi.org/10.1002/fut.3990100605 Actions

Import and hedging uncertainty in international trade

JOURNAL ARTICLE published April 1995 in Journal of Futures Markets

Authors: Avner Wolf

https://doi.org/10.1002/fut.3990150202 Actions

Detecting volatility changes across the oil sector

JOURNAL ARTICLE published May 1996 in Journal of Futures Markets

Authors: Berry Wilson | Reena Aggarwal | Carla Inclan

https://doi.org/10.1002/(sici)1096-9934(199605)16:3<313::aid-fut4>3.0.co;2-m Actions

Multiscale Stochastic Volatility with the Hull–White Rate of Interest

JOURNAL ARTICLE published September 2014 in Journal of Futures Markets

Authors: Jeong‐Hoon Kim | Ji‐Hun Yoon | Seok‐Hyon Yu

https://doi.org/10.1002/fut.21625 Actions

Is there information in the volatility skew?

JOURNAL ARTICLE published October 2007 in Journal of Futures Markets

Authors: James S. Doran | David R. Peterson | Brian C. Tarrant

https://doi.org/10.1002/fut.20279 Actions

Valuation of futures and commodity options with information costs

JOURNAL ARTICLE published September 1999 in Journal of Futures Markets

Authors: Mondher Bellalah

https://doi.org/10.1002/(sici)1096-9934(199909)19:6<645::aid-fut2>3.0.co;2-s Actions

JOURNAL ISSUE published December 1998 in Journal of Futures Markets

https://doi.org/10.1002/(sici)1096-9934(199812)18:8<>1.0.co;2-d Actions

Minimum-variance futures hedging under alternative return specifications

JOURNAL ARTICLE published June 2005 in Journal of Futures Markets

Authors: Eric Terry

https://doi.org/10.1002/fut.20153 Actions

Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets

JOURNAL ARTICLE published September 2021 in Journal of Futures Markets

Research funded by National Natural Science Foundation of China (71701176,72071166)

Authors: Tangyong Liu | Xu Gong | Boqiang Lin

https://doi.org/10.1002/fut.22217 Actions

Skewness and index futures return

JOURNAL ARTICLE published November 2020 in Journal of Futures Markets

Authors: Eric Jondeau | Xuewu Wang | Zhipeng Yan | Qunzi Zhang

https://doi.org/10.1002/fut.22112 Actions

Unspanned macro risks in VIX futures

JOURNAL ARTICLE published September 2023 in Journal of Futures Markets

Authors: Xinglin Yang

https://doi.org/10.1002/fut.22441 Actions
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