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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"The journal of futures markets"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
~type_genre:"Länderbericht"
~type_genre:"Reprint"
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Search: subject_exact:"Estimation"
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EU-Staaten
Volatility
Time series analysis
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
Derivative
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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Undetermined
17
Free
4
Type of publication
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Article
67
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Aufsatz in Zeitschrift
Collection of articles written by one author
Länderbericht
Reprint
Article in journal
67
Language
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English
67
Author
All
Wang, George H. K.
3
Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Fonseca, José da
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Onochie, Joseph I.
2
Xu, Ke
2
Yau, Jot
2
Zaatour, Riadh
2
Alexiou, Lykourgos
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Barkoulas, John T.
1
Binh Hoang Nguyen
1
Brailsford, Timothy J.
1
Byström, Hans N. E.
1
Chang, Chuang-chang
1
Chen, Jian
1
Chen, Yu-Lun
1
Chi, Yeguang
1
Cho, Jang Hyung
1
Chou, Pin-huang
1
Connolly, Robert A.
1
Corrado, Charles Joseph
1
Coughlan, John
1
Câmara, António
1
Daigler, Robert T.
1
Daouk, Hazem
1
Das, Debojyoti
1
Dhaene, Geert
1
Dias, José Carlos
1
Dolatabadi, Sepideh
1
Dutta, Anupam
1
Faff, Robert W.
1
Fernandes, Mário Correia
1
Fernandez-Perez, Adrian
1
Fu, Tong
1
Fuertes, Ana María
1
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Published in...
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The journal of futures markets
Applied economics
275
Economic modelling
259
Energy economics
206
Applied economics letters
197
International review of economics & finance : IREF
168
Journal of econometrics
166
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Finance research letters
160
Economics letters
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
International review of financial analysis
127
Journal of international money and finance
127
The North American journal of economics and finance : a journal of financial economics studies
122
Journal of banking & finance
115
International journal of forecasting
104
Applied financial economics
101
Journal of empirical finance
100
Journal of international financial markets, institutions & money
95
Research in international business and finance
92
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
International journal of finance & economics : IJFE
82
Journal of risk and financial management : JRFM
74
Journal of forecasting
71
Journal of applied econometrics
69
The European journal of finance
67
Journal of economic dynamics & control
62
Empirica : journal of european economics
59
Journal of macroeconomics
59
Econometric reviews
57
Empirical economics : a quarterly journal of the Institute for Advanced Studies
55
Macroeconomic dynamics
54
International Journal of Energy Economics and Policy : IJEEP
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
International journal of economics and finance
51
The empirical economics letters : a monthly international journal of economics
51
International journal of economics and financial issues : IJEFI
48
Journal of financial economics
46
European economic review : EER
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
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:
7
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
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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