Journal of Futures Markets杂志2007 - 经管之家

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Journal of Futures Markets杂志2007

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第一次发资源帖，效果好发点别的

You have full text access to this contentLong memory in commodity futures volati.pdf
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Valuing real options using implied binomial trees and commodity futures options .pdf
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Turn-of-the-month and intramonth effects Explanation from the important macroeco.pdf
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Trend derivatives Pricing, hedging, and application to executive stock options (.pdf
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Transactions in futures markets Informed or uninformed (pages 1159-1174).pdf
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The stock closing calland futures price behavior Evidence from the Taiwan future.pdf
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The pricing of foreign currency options under jump-diffusion processes (pages 669-695).pdf
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The pricing of electricity futures Evidence from the European energy exchange (p.pdf
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The information content of option implied volatility surrounding the 1997 Hong K.pdf
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The impact of execution delay on the profitability of put-call-futures trading s.pdf
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The hidden martingale restriction in Gram-Charlier option prices (pages 517–534).pdf
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The finite sample properties of the GARCH option pricing model (pages 599–615).pdf
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The effect of futures trading on the distribution of spot index returns Implicat.pdf
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Target redemption notes (pages 535–554).pdf
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Richardson extrapolation techniques for the pricing of American-style options (p.pdf
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Reply to “A comment on 'A hedging deficiency in eurodollar futures'”.pdf
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Realized bond—stock correlation Macroeconomic announcement effects (pages 439–469).pdf
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Pricing American options on foreign currency with stochastic volatility, jumps, .pdf
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Pricing American exchange options in a jump-diffusion model (pages 257–273).pdf
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Price discovery in the treasury futures market (pages 1021-1051).pdf
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Order imbalance and the pricing of index futures (pages 697-717).pdf
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Order imbalance and the dynamics of index and futures prices (pages 1129-1157).pdf
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Options listings and individual equity volatility (pages 1–27).pdf
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Optimal hedging with a regime-switching time-varying correlation GARCH model (pa.pdf
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One-day forward premiums and the impact of virtual bidding on the New York whole.pdf
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On inverse carrying charges and spatial arbitrage (pages 305–336).pdf
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On estimating an asset's implicit beta (pages 961-979).pdf
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Market microstructure effects on volatility at the TAIFEX (pages 1219-1243).pdf
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Long memory models for daily and high frequency commodity futures returns (pages.pdf
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Investigating nonlinear speculation in cattle, corn, and hog futures markets usi.pdf
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Hedging under the influence of transaction costs An empirical investigation on F.pdf
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Forecasting performance of extreme-value volatility estimators (pages 1085-1105).pdf
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Extreme volatility, speculative efficiency, and the hedging effectiveness of the.pdf
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Equity swaps in a LIBOR market model (pages 893-920).pdf
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Canonical valuation and hedging of index options (pages 771-790).pdf
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Benchmark tipping and the role of the swap market in price discovery (pages 981-1001).pdf
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Back to the future Futures margins in a future credit default swap index futures.pdf
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Approximate basket option valuation for a simplified jump process (pages 819-837).pdf
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AN examination of short QQQ option trades (pages 739-770).pdf
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An examination of momentum strategies in commodity futures markets (pages 227–256).pdf
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An empirical analysis of the relationship between hedge ratio and hedging horizo.pdf
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An efficient approximation method for American exotic options (pages 29–59).pdf
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A new look at hedging with derivatives Will firms reduce market risk exposure (p.pdf
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A comment on “A hedging deficiency in eurodollar futures” (pages 187–193).pdf
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2007年统计.xlsx
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