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subject:"Exchange rate"
subject:"USA"
~isPartOf:"The journal of futures markets"
~subject:"Kointegration"
~subject:"Stochastic process"
~subject:"Volatility"
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Exchange rate
USA
Kointegration
Stochastic process
Volatility
Estimation
190
Schätzung
190
United States
82
Volatilität
61
Theorie
39
Theory
39
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38
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Commodity derivative
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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.
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,551
Applied economics
510
Discussion paper series / IZA
451
Discussion paper / Centre for Economic Policy Research
441
Applied economics letters
311
Economic modelling
288
CESifo working papers
279
NBER working paper series
266
Energy economics
229
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
228
International review of economics & finance : IREF
217
Working paper
208
Journal of international money and finance
207
NBER Working Paper
197
Applied financial economics
185
Finance and economics discussion series
174
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173
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167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Finance research letters
161
The North American journal of economics and finance : a journal of financial economics studies
161
Economics letters
157
The American economic review
154
Journal of banking & finance
153
The journal of finance : the journal of the American Finance Association
152
International review of financial analysis
149
Journal of applied econometrics
137
International journal of economics and financial issues : IJEFI
123
The empirical economics letters : a monthly international journal of economics
122
International Journal of Energy Economics and Policy : IJEEP
120
Journal of empirical finance
114
Journal of international financial markets, institutions & money
113
International journal of finance & economics : IJFE
111
Discussion paper
110
Discussion paper / Tinbergen Institute
109
Research in international business and finance
108
International journal of economics and finance
107
Journal of money, credit and banking : JMCB
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
99
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ECONIS (ZBW)
130
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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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