Revista

Nome:
Journal of Futures Markets web
Rankings:
Pontos Posição
CEF.UP+NIPE (average of all rankings) (2012) 25.03 174/501
ABS (2010) 75.0 61/288
Australian RC (2010) 75.0 179/479
CNRS (2008) 40.0 200/336
Combes and Linnemer (2003) 17.0 136/253
ISI, JCR SSE, Article Influence Score (2010) 2.52 267/316
ISI, JCR SSE, Impact Factor (2010) 6.28 306/388
Lubrano et al (2003) 20.0 153/211
Schneider and Ursprung (2008) 20.0 267/278
Source Normalized Impact per Paper (SNIP) (2011) 12.32 186/476
Count 1.0 48/632
SJR (2016) 0.52 295/470
Artigos 16:

Correlation and Lead-Lag Relationships in a Hawkes Microstructure Model
José da Fonseca, Riadh Zaatour
vol. 37, 2017, p. 260-285.

The Binomial CEV Model and the Greeks
Aricson Cruz, José Carlos Dias
vol. 37, 2017, p. 90-104.

Clustering and Mean Reversion in a Hawkes Microstructure Model
José da Fonseca, Riadh Zaatour
vol. 35, 2015, p. 813-838.

Implied Risk Neutral Densities from Option Prices: Hypergeometric, Spline, Lognormal, and Edgeworth Functions
Andre Santos, Joao Guerra
vol. 35, 2015, p. 655-678.

Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit
José da Fonseca, Riadh Zaatour
vol. 34, 2014, p. 548-579.

A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface
José da Fonseca, Katrin Gottschalk
vol. 33, 2013, p. 494-517.

Pricing Real Options under the Constant Elasticity of Variance Diffusion
José Carlos Dias, João Pedro Vidal Nunes
vol. 31, 2011, p. 230-250.

Closed-Form Option Pricing Formulas with Extreme Events
Antonio Camara, Steven Heston
vol. 28, 2008, p. 213-230.

Multifactor and Analytical Valuation of Treasury Bond Futures with an Embedded Quality Option
João Pedro Vidal Nunes, Luís Alberto Ferreira de Oliveira
vol. 27, 2007, p. 275-303.

Option Pricing for the Transformed-Binomial Class
Antonio Camara, San-Lin Chung
vol. 26, 2006, p. 759-787.

A Contango-Constrained Model for Storable Commodity Prices
Diana Ribeiro, Stewart Hodges
vol. 25, 2005, p. 1025-1044.

The Realized Volatility of FTSE-100 Futures Prices
Nelson Areal, Stephen Taylor
vol. 22, 2002, p. 627-648.

The Valuation of Options with Restrictions
Antonio Camara
vol. 21, 2001, p. 1091-1117.

The Valuation of Options with Restrictions on Preferences and Distributions
Antonio Camara
vol. 12, 2001, p. 1091-1117.

Memory in Returns and Volatilities of Futures' Contracts
Nuno Crato, Bonnie Ray
vol. 20, 2000, p. 525-543.

Reliability of Soybean and Corn Option-Based Probability Assessments
Elvira Silva, Kandice Kahl
vol. 13, 1993, p. 765-779.

Voltar