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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~accessRights:"free"
~isPartOf:"The journal of futures markets"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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EU-Staaten
Volatility
Estimation
7
Schätzung
7
Volatilität
4
Option pricing theory
3
Optionspreistheorie
3
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2
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Derivat
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variance risk premium
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Binh Hoang Nguyen
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The journal of futures markets
Journal of risk and financial management : JRFM
61
International Journal of Energy Economics and Policy : IJEEP
42
International journal of economics and financial issues : IJEFI
33
Cogent economics & finance
30
Risks : open access journal
20
Economies : open access journal
19
Econometrics : open access journal
18
Financial innovation : FIN
18
Romanian journal of economic forecasting
13
Borsa Istanbul Review
12
CBN journal of applied statistics
12
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
12
International Journal of Financial Studies : open access journal
12
Quantitative economics : QE ; journal of the Econometric Society
12
Journal of business economics and management
11
Economics and Business Letters : EBL
10
Equilibrium : quarterly journal of economics and economic policy
10
Iranian economic review : journal of University of Tehran
10
European research studies
9
Quantitative finance and economics
9
Amfiteatru economic : an economic and business research periodical
8
Argumenta oeconomica
8
International journal of economic perspectives : IJEP
8
Comparative economic research : Central and Eastern Europe
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Pakistan journal of commerce and social sciences
6
Quantitative finance
6
Research in international business and finance
6
SERIEs : Journal of the Spanish Economic Association
6
Applied economics
5
Central European journal of economic modelling and econometrics
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East Asian economic review
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Economics : the open-access, open-assessment journal
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Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
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Baltic journal of economics
4
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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:
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