Journal of Futures Markets

Cover image for Journal of Futures Markets

September 2005

Volume 25, Issue 9

Pages 817–916

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. What moves option-implied bond market expectations? (pages 817–843)

      Sami Vähämaa, Sebastian Watzka and Janne Äijö

      Article first published online: 5 JUL 2005 | DOI: 10.1002/fut.20164

    2. Option pricing under extended normal distribution (pages 845–871)

      Hosam Ki, Byungwook Choi, Kook-Hyun Chang and Miyoung Lee

      Article first published online: 5 JUL 2005 | DOI: 10.1002/fut.20168

    3. A comparative study of alternative extreme-value volatility estimators (pages 873–892)

      Turan G. Bali and David Weinbaum

      Article first published online: 5 JUL 2005 | DOI: 10.1002/fut.20169

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