//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Exchange rate"
subject:"USA"
~isPartOf:"The journal of futures markets"
~subject:"Forecasting model"
~subject:"Kointegration"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
USA
Forecasting model
Kointegration
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
World
25
Hedging
24
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
more ...
less ...
Online availability
All
Undetermined
27
Free
4
Type of publication
All
Article
137
Type of publication (narrower categories)
All
Article in journal
137
Aufsatz in Zeitschrift
137
Language
All
English
137
Author
All
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
Haigh, Michael S.
2
Kang, Jangkoo
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Miffre, Joëlle
2
Onochie, Joseph I.
2
Ramchander, Sanjay
2
Sercu, Piet
2
Xu, Ke
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
Barkoulas, John T.
1
Benet, Bruce A.
1
Bierwag, Gerald O.
1
Binh Hoang Nguyen
1
Bollen, Nicolas P. B.
1
Boyd, M. E.
1
Boyd, Milton
1
Brailsford, Timothy J.
1
Byström, Hans N. E.
1
Byun, Suk Joon
1
Cao, Charles Q.
1
Chang, Chuang-chang
1
Chao, Wan-Ling
1
more ...
less ...
Published in...
All
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,560
Applied economics
544
Discussion paper / Centre for Economic Policy Research
460
Discussion paper series / IZA
451
Applied economics letters
344
Economic modelling
314
CESifo working papers
297
NBER working paper series
296
Energy economics
266
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
243
Working paper
243
International review of economics & finance : IREF
241
Finance research letters
237
NBER Working Paper
223
Journal of international money and finance
222
Journal of econometrics
201
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
197
Journal of banking & finance
194
Applied financial economics
191
Finance and economics discussion series
189
Economics letters
182
The North American journal of economics and finance : a journal of financial economics studies
182
International review of financial analysis
176
The review of economics and statistics
176
International journal of forecasting
167
The American economic review
155
Journal of empirical finance
154
The journal of finance : the journal of the American Finance Association
153
Journal of applied econometrics
148
Journal of international financial markets, institutions & money
129
Research in international business and finance
126
International journal of economics and financial issues : IJEFI
125
Discussion paper / Tinbergen Institute
124
Discussion paper
123
International journal of finance & economics : IJFE
123
Journal of financial economics
123
The empirical economics letters : a monthly international journal of economics
123
International Journal of Energy Economics and Policy : IJEEP
121
Journal of forecasting
120
more ...
less ...
Source
All
ECONIS (ZBW)
137
Showing
1
-
10
of
137
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->