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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"The journal of futures markets"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Search: subject_exact:"Estimation"
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EU-Staaten
USA
Volatility
Estimation
190
Schätzung
190
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
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25
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24
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23
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Großbritannien
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Statistical distribution
12
Statistische Verteilung
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11
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11
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Article
119
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Übersichtsarbeit
Amtsdruckschrift
Aufsatz in Zeitschrift
Aufsatzsammlung
Article in journal
119
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English
119
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Wang, George H. K.
4
Sarno, Lucio
3
Shrestha, Keshab
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
Yau, Jot
2
Zaatour, Riadh
2
Zhang, Jin E.
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Alexiou, Lykourgos
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Benet, Bruce A.
1
Bierwag, Gerald O.
1
Binh Hoang Nguyen
1
Bollen, Nicolas P. B.
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Boyd, M. E.
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Brailsford, Timothy J.
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Byström, Hans N. E.
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Byun, Suk Joon
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1
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1
Chatrath, Arjun
1
Chen, Haiwei
1
Chen, Sheng-syan
1
Chi, Yeguang
1
Cho, Jang Hyung
1
Chou, Pin-huang
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The journal of futures markets
Applied economics
437
Applied economics letters
260
Economic modelling
240
Energy economics
205
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
184
International review of economics & finance : IREF
183
Finance research letters
174
The review of economics and statistics
174
Journal of international money and finance
169
Applied financial economics
162
The American economic review
155
The journal of finance : the journal of the American Finance Association
153
Journal of banking & finance
149
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Economics letters
148
Journal of econometrics
146
The North American journal of economics and finance : a journal of financial economics studies
139
International review of financial analysis
134
Journal of applied econometrics
128
Journal of empirical finance
102
Journal of international financial markets, institutions & money
100
Journal of money, credit and banking : JMCB
96
The review of financial studies
93
Research in international business and finance
89
International journal of finance & economics : IJFE
88
Journal of macroeconomics
86
Journal of financial economics
82
Journal of monetary economics
81
Journal of economic dynamics & control
80
Journal of financial and quantitative analysis : JFQA
80
American economic journal : a journal of the American Economic Association
77
Journal of political economy
76
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
European economic review : EER
72
The European journal of finance
71
International journal of forecasting
70
Southern economic journal
67
Journal of risk and financial management : JRFM
66
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ECONIS (ZBW)
119
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119
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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
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:
8
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:
9
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:
10
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
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