//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"The journal of futures markets"
type:"article"
~isPartOf:"The review of financial studies"
~subject:"ARCH model"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"United Kingdom"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
Großbritannien
142
United Kingdom
142
USA
43
United States
43
Index futures
29
Index-Futures
29
Estimation
20
Schätzung
20
Volatilität
20
Börsenkurs
18
Derivat
18
Derivative
18
Share price
18
Japan
17
Theorie
15
Theory
15
Capital income
13
Deutschland
13
Germany
13
Kapitaleinkommen
13
Commodity derivative
9
Hedging
9
Portfolio selection
9
Portfolio-Management
9
Rohstoffderivat
9
Commodity exchange
8
Warenbörse
8
Aktienindex
7
Canada
7
France
7
Frankreich
7
Interest rate derivative
7
Kanada
7
Stock index
7
Zinsderivat
7
CAPM
6
Currency derivative
6
Währungsderivat
6
Yield curve
6
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
McMillan, David G.
2
Speight, Alan E. H.
2
Abhyankar, Abhay
1
Ang, Andrew
1
Antoniou, Antonios
1
Ap Gwilym, Owain
1
Areal, Nelson M. P. C.
1
Bekaert, Geert
1
Bredin, Donal
1
Elder, John
1
Fountas, Stilianos
1
Gemmill, Gordon
1
Guo, Hui
1
Harris, Richard D. F.
1
Holmes, Philip
1
Jacobs, Michael <Jr.>
1
Kaurijoki, Miikka
1
Kleidon, Allan William
1
Kyriacou, Kyriacos
1
Li, Haitao
1
Li, Jinliang
1
Lin, Yueh-neng
1
Nikkinen, Jussi
1
Onochie, Joseph I.
1
Priestley, Richard
1
Quek, Jinwei
1
Sarno, Lucio
1
Sarwar, Ghulam
1
Savickas, Robert
1
Stoja, Evarist
1
Strong, Norman
1
Sun, Peng
1
Sutcliffe, Charles M. S.
1
Taylor, Stephen
1
Thompson, Samuel B.
1
Tompkins, Robert G.
1
Tucker, Jon
1
Walsh, David M.
1
Werner, Ingrid M.
1
Wu, Chunchi
1
more ...
less ...
Published in...
All
The journal of futures markets
The review of financial studies
Applied financial economics
24
The European journal of finance
18
International review of financial analysis
17
Journal of international financial markets, institutions & money
16
Applied economics
13
Journal of banking & finance
11
International review of economics & finance : IREF
10
International journal of finance & economics : IJFE
9
Journal of international money and finance
9
Scottish journal of political economy : the journal of the Scottish Economic Society
8
The journal of real estate finance and economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
Economics letters
6
Finance research letters
6
Forecasting volatility in the financial markets
6
Journal of multinational financial management
6
The North American journal of economics and finance : a journal of financial economics studies
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of empirical finance
5
The journal of finance : the journal of the American Finance Association
5
Applied economics letters
4
Energy economics
4
Global finance journal
4
International Journal of Financial Studies : open access journal
4
International journal of forecasting
4
Journal of applied econometrics
4
Journal of econometrics
4
Research in international business and finance
4
Review of quantitative finance and accounting
4
Applied quantitative finance
3
Econometric reviews
3
International journal of theoretical and applied finance
3
Investment management and financial innovations
3
Japan and the world economy : international journal of theory and policy
3
Journal of economics & business
3
Journal of economics and finance
3
Journal of financial economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Return-implied volatility dynamics of high and low yielding currencies
Kaurijoki, Miikka
;
Nikkinen, Jussi
;
Äijö, Janne
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1026-1041
Persistent link: https://www.econbiz.de/10011546212
Saved in:
2
Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal
;
Elder, John
;
Fountas, Stilianos
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
Saved in:
3
Nonparametric estimation of state-price densities implicit in interest rate cap prices
Li, Haitao
;
Zhao, Feng
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4335-4376
Persistent link: https://www.econbiz.de/10003896303
Saved in:
4
Identifying term structure volatility from the LIBOR-swap curve
Thompson, Samuel B.
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 819-854
Persistent link: https://www.econbiz.de/10003716657
Saved in:
5
Average idiosyncratic volatility in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
Saved in:
6
A simplified approach to modeling the co-movement of asset returns
Harris, Richard D. F.
;
Stoja, Evarist
;
Tucker, Jon
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 575-598
Persistent link: https://www.econbiz.de/10003493113
Saved in:
7
Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi
;
Li, Jinliang
;
Zhang, Wei
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 553-585
Persistent link: https://www.econbiz.de/10002846393
Saved in:
8
The interrelation of price volatility and trading volume of currency options
Sarwar, Ghulam
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 681-700
Persistent link: https://www.econbiz.de/10001769722
Saved in:
9
Scheduled announcements and volatility patterns : the effects of Monetary Policy Committee announcements on LIBOR and Short Sterling futures and options
Sun, Peng
;
Sutcliffe, Charles M. S.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 773-797
Persistent link: https://www.econbiz.de/10001780631
Saved in:
10
Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10001713575
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->