1. A Bivariate High‐Frequency‐Based Volatility Model for Optimal Futures Hedging. Issue 9 (15th February 2017) Authors: Lai, Yu‐Sheng; Lien, Donald Journal: Journal of futures markets Issue: Volume 37:Issue 9(2017) Page Start: 913 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A Black–Scholes user's guide to the Bachelier model. Issue 5 (16th February 2022) Authors: Choi, Jaehyuk; Kwak, Minsuk; Tee, Chyng Wen; Wang, Yumeng Journal: Journal of futures markets Issue: Volume 42:Issue 5(2022) Page Start: 959 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A Closer Look at Barrier Exchange Options. Issue 1 (23rd October 2011) Authors: Brown, Christine A.; Handley, John C.; Palmer, Ken Journal: Journal of futures markets Issue: Volume 33:Issue 1(2013:Jan.) Page Start: 29 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. A comment on "Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs". Issue 12 (19th September 2021) Authors: Miu, Peter; Yueh, Meng‐Lan Journal: Journal of futures markets Issue: Volume 41:Issue 12(2021) Page Start: 2079 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. A comprehensive look at the return predictability of variance risk premia. Issue 4 (5th October 2017) Authors: Byun, Suk Joon; Frijns, Bart; Roh, Tai‐Yong Journal: Journal of futures markets Issue: Volume 38:Issue 4(2018) Page Start: 425 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. A Convenience Yield Approximation Model for Mean‐Reverting Commodities. Issue 7 (8th July 2014) Authors: Dockner, Engelbert J.; Eksi, Zehra; Rammerstorfer, Margarethe Journal: Journal of futures markets Issue: Volume 35:Issue 7(2015:Jul.) Page Start: 625 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. A Copula‐Based Quantile Risk Measure Approach to Estimate the Optimal Hedge Ratio. Issue 7 (4th April 2013) Authors: Barbi, Massimiliano; Romagnoli, Silvia Journal: Journal of futures markets Issue: Volume 34:Issue 7(2014:Jul.) Page Start: 658 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. A dimension‐invariant cascade model for VIX futures. Issue 10 (21st July 2019) Authors: Wang, Zhiguang; Dupoyet, Brice Journal: Journal of futures markets Issue: Volume 39:Issue 10(2019) Page Start: 1214 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. A Factor Analytical Approach to the Efficient Futures Market Hypothesis. Issue 4 (1st August 2014) Authors: Westerlund, Joakim; Norkute, Milda; Narayan, Paresh Kumar Journal: Journal of futures markets Issue: Volume 35:Issue 4(2015:Apr.) Page Start: 357 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. A Filtering Process to Remove the Stochastic Component from Intraday Seasonal Volatility. Issue 5 (26th November 2012) Authors: Cho, Jang Hyung; Daigler, Robert T. Journal: Journal of futures markets Issue: Volume 34:Issue 5(2014:May) Page Start: 479 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗