Journal of Futures Markets

Cover image for Journal of Futures Markets

July 2007

Volume 27, Issue 7

Pages 617–717

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Is volatility risk priced in the securities market? Evidence from S&P 500 index options (pages 617–642)

      Yakup Eser Arisoy, Aslihan Salih and Levent Akdeniz

      Version of Record online: 31 MAY 2007 | DOI: 10.1002/fut.20242

    2. Long memory models for daily and high frequency commodity futures returns (pages 643–668)

      Richard T. Baillie, Young-Wook Han, Robert J. Myers and Jeongseok Song

      Version of Record online: 31 MAY 2007 | DOI: 10.1002/fut.20267

    3. The pricing of foreign currency options under jump-diffusion processes (pages 669–695)

      Chang Mo Ahn, D. Chinhyung Cho and Keehwan Park

      Version of Record online: 31 MAY 2007 | DOI: 10.1002/fut.20261

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