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subject:"Aktienindex"
subject:"Volatility"
~isPartOf:"The journal of futures markets"
~subject:"Derivative"
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Aktienindex
Volatility
Derivative
Estimation
190
Schätzung
190
USA
82
United States
82
Volatilität
61
Theorie
39
Theory
39
Börsenkurs
38
Share price
38
Commodity derivative
34
Option pricing theory
34
Optionspreistheorie
34
Rohstoffderivat
34
Index futures
33
Index-Futures
33
Derivat
26
Welt
25
World
25
Hedging
24
Forecasting model
23
Prognoseverfahren
23
ARCH model
21
ARCH-Modell
21
Capital income
18
Kapitaleinkommen
18
Efficient market hypothesis
17
Effizienzmarkthypothese
17
Großbritannien
17
Option trading
17
Optionsgeschäft
17
United Kingdom
17
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Risikoprämie
11
Risk premium
11
Capital market returns
10
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5
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Article
86
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86
Aufsatz in Zeitschrift
86
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English
86
Author
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Wang, George H. K.
3
Agarwalla, Sobhesh Kumar
2
Dhaene, Geert
2
Ederington, Louis H.
2
Faff, Robert W.
2
Fonseca, José da
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Miffre, Joëlle
2
Ramchander, Sanjay
2
Sercu, Piet
2
Shrestha, Keshab
2
Zaatour, Riadh
2
Alexiou, Lykourgos
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Barone-Adesi, Giovanni
1
Binh Hoang Nguyen
1
Boyd, M. E.
1
Boyd, Milton
1
Brailsford, Timothy J.
1
Byström, Hans N. E.
1
Chang, Chuang-chang
1
Chen, Sheng-syan
1
Chi, Yeguang
1
Chou, Pin-huang
1
Connolly, Robert A.
1
Corrado, Charles Joseph
1
Cotter, John
1
Coughlan, John
1
Câmara, António
1
Daouk, Hazem
1
Das, Debojyoti
1
De Ville de Goyet, Cédric
1
Dias, José Carlos
1
Do, Binh
1
Dutta, Anupam
1
Economopoulos, Andrew James
1
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The journal of futures markets
Energy economics
156
Finance research letters
137
Applied economics
133
Economic modelling
123
International review of economics & finance : IREF
123
International review of financial analysis
122
Applied financial economics
108
Journal of econometrics
106
The North American journal of economics and finance : a journal of financial economics studies
102
Journal of banking & finance
93
Applied economics letters
89
Journal of empirical finance
86
Working paper / National Bureau of Economic Research, Inc.
86
NBER working paper series
84
Working paper
83
Research in international business and finance
78
Journal of international financial markets, institutions & money
76
NBER Working Paper
75
Journal of international money and finance
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
CESifo working papers
61
Discussion paper / Tinbergen Institute
60
Economics letters
60
Journal of risk and financial management : JRFM
58
The European journal of finance
58
International journal of finance & economics : IJFE
53
Discussion paper / Centre for Economic Policy Research
50
International journal of forecasting
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of financial economics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
International Journal of Energy Economics and Policy : IJEEP
41
Quantitative finance
38
International journal of economics and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
37
Pacific-Basin finance journal
37
International journal of economics and financial issues : IJEFI
36
Cogent economics & finance
33
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1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
3
The man in the middle-liquidity provision under central clearing in the credit default swap market : a regression discontinuity approach
Schönemann, Gregor
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
Saved in:
4
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
5
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
6
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
7
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
8
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
9
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
10
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
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