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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"The journal of futures markets"
~subject:"Kointegration"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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EU-Staaten
Kointegration
Volatility
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
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26
Welt
25
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25
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24
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23
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23
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21
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21
Capital income
18
Kapitaleinkommen
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Efficient market hypothesis
17
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Großbritannien
17
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Optionsgeschäft
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Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
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12
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11
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11
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10
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Übersichtsarbeit
Aufsatz in Zeitschrift
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English
70
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Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Fonseca, José da
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Wang, George H. K.
2
Xu, Ke
2
Zaatour, Riadh
2
Alexiou, Lykourgos
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
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
Chou, Pin-huang
1
Connolly, Robert A.
1
Corrado, Charles Joseph
1
Coughlan, John
1
Câmara, António
1
Daouk, Hazem
1
Das, Debojyoti
1
Dhaene, Geert
1
Dias, José Carlos
1
Dolatabadi, Sepideh
1
Dorfman, Jeffrey H.
1
Dutta, Anupam
1
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1
Fernandes, Mário Correia
1
Fernandez-Perez, Adrian
1
Fu, Tong
1
Fuertes, Ana María
1
Gao, Andre H.
1
Garrett, Ian
1
Gaul, Jürgen
1
Gazi, Adnan
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The journal of futures markets
Applied economics
310
Economic modelling
284
Applied economics letters
217
Energy economics
212
International review of economics & finance : IREF
179
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
169
Finance research letters
153
The North American journal of economics and finance : a journal of financial economics studies
135
International review of financial analysis
125
Journal of international money and finance
124
Journal of econometrics
122
Journal of banking & finance
115
International Journal of Energy Economics and Policy : IJEEP
113
International journal of economics and financial issues : IJEFI
109
Research in international business and finance
105
Economics letters
103
Journal of international financial markets, institutions & money
101
International journal of economics and finance
99
The empirical economics letters : a monthly international journal of economics
98
Applied financial economics
97
Journal of empirical finance
95
International journal of finance & economics : IJFE
84
Journal of risk and financial management : JRFM
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Cogent economics & finance
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
The European journal of finance
64
Theoretical and applied economics : GAER review
64
Empirica : journal of european economics
63
International journal of forecasting
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Journal of applied econometrics
56
Journal of macroeconomics
53
Journal of economic dynamics & control
48
Empirical economics : a quarterly journal of the Institute for Advanced Studies
45
Economic research
44
Econometric reviews
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
European economic review : EER
43
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
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
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
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
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