Journal of Futures Markets

Cover image for Journal of Futures Markets

March 2006

Volume 26, Issue 3

Pages 209–313

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Migration of price discovery in semiregulated derivatives markets (pages 209–241)

      Anthony D. Hall, Paul Kofman and Steven Manaster

      Article first published online: 9 JAN 2006 | DOI: 10.1002/fut.20188

    2. An N-factor Gaussian model of oil futures prices (pages 243–268)

      Gonzalo Cortazar and Lorenzo Naranjo

      Article first published online: 9 JAN 2006 | DOI: 10.1002/fut.20198

    3. Price clustering in E-mini and floor-traded index futures (pages 269–295)

      Huimin Chung and Shumei Chiang

      Article first published online: 9 JAN 2006 | DOI: 10.1002/fut.20196

    4. Testing range estimators of historical volatility (pages 297–313)

      Jinghong Shu and Jin E. Zhang

      Article first published online: 9 JAN 2006 | DOI: 10.1002/fut.20197

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