如题，都是同一个来源，大家可以回出售帖给我买
1.
【作者(必填)】James S. Doran*, David R. Peterson, Brian C. Tarrant

【文题(必填)】Is there information in the volatility skew

【年份(必填)】2007

【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/fut.20279/abstract

2.
【作者(必填)】Carl Chiarella, Thuy-Duong Tô*

【文题(必填)】The jump component of the volatility structure of interest rate futures markets: An international comparison

【年份(必填)】2003

【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/fut.10105/abstract

3.
【作者(必填)】Pierre Giot*, Sébastien Laurent

【文题(必填)】The information content of implied volatility in light of the jump/continuous decomposition of realized volatility

【年份(必填)】2007

【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/fut.20251/abstract

4.
【作者(必填)】Carolyn W. Chang*, Jack S.K. Chang, Hsing Fang

【文题(必填)】Optimum futures hedges with jump risk and stochastic basis

【年份(必填)】1998

【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/(SICI)1096-9934(199606)16:4%3C441::AID-FUT5%3E3.0.CO;2-I/abstract

5.
【作者(必填)】David H. Goldenberg

【文题(必填)】Sample path properties of futures prices

【年份(必填)】2006

【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/d ... 3990060111/abstract

6.
【作者(必填)】Peter R. Locke1,*, P. C. Venkatesh

【文题(必填)】Futures market transaction costs

【年份(必填)】2006

【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/(SICI)1096-9934(199704)17:2%3C229::AID-FUT5%3E3.0.CO;2-L/abstract

7.
【作者(必填)】Arjun Chatrath1, Hong Miao2,*, Sanjay

【文题(必填)】Does the price of crude oil respond to macroeconomic news

【年份(必填)】2011

【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/fut.20525/abstract

8.
【作者(必填)】Richard D. F. Harris1,*, Evarist Stoja2, Jon Tucker1

【文题(必填)】A simplified approach to modeling the co-movement of asset returns

【年份(必填)】2007

【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1002/fut.20262/abstract