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isPartOf:"Applied financial economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Risikoprämie"
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Search: subject_exact:"Index-Futures"
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Risikoprämie
Index futures
62
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Cipollini, Andrea
1
Gouriéroux, Christian
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Guan, Zhengfei
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Jasiak, Joann
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Lee, Jaewook
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Lo Cascio, Iolanda
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Applied financial economics
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The journal of futures markets
5
CREATES research paper
3
Discussion paper / Centre for Economic Policy Research
3
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
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Advances in futures and options research : a research annual
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Review of finance : journal of the European Finance Association
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Swedish House of Finance research paper
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The European journal of finance
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The journal of alternative investments
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The journal of asset management : a major new, international quarterly journal for the financial community
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of economics and statistics
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ECONIS (ZBW)
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The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
2
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
3
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
4
No-arbitrage implied volatility functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
5
The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
Saved in:
6
Is volatility risk priced after all? : some disconfirming evidence
Loudon, Geoffrey F.
;
Rai, Alan M.
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 357-368
Persistent link: https://www.econbiz.de/10003446031
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