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JOURNAL OF FUTURES MARKETS
Journal
Overview
Research
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Overview
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
Research
category
BUSINESS, FINANCE
Category
Identifiers
International Standard Serial Number (ISSN)
0270-7314
Electronic International Standard Serial Number (EISSN)
1096-9934
Other
journal abbreviation
J FUTURES MARKETS