JOURNAL OF FUTURES MARKETS

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JOURNAL OF FUTURES MARKETS Journal

publication venue for

A dimension-invariant cascade model for VIX futures. 39:1214-1227. 2019
Expanding the Explanations for the Return-Volatility Relation. 37:689-716. 2017
A simplified pricing model for volatility futures. 31:307-339. 2011
Persistence of volatility in futures markets. 26:571-594. 2006
Information content of cross-sectional option prices: A comparison of alternative currency option pricing models on the japanese yen. 26:33-59. 2006
Hedge fund performance and manager skill. 21:1003-1028. 2001
Predicting spot exchange rates in a nonlinear estimation framework using futures prices. 17:935-956. 1997

category

BUSINESS, FINANCE Category

International Standard Serial Number (ISSN)

0270-7314

Electronic International Standard Serial Number (EISSN)

1096-9934

journal abbreviation

J FUTURES MARKETS