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subject:"Geldpolitik"
~isPartOf:"Applied financial economics"
~isPartOf:"The journal of futures markets"
~subject:"Stock index"
~subject:"Volatility"
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Geldpolitik
Stock index
Volatility
Estimation
634
Schätzung
634
USA
181
United States
181
Volatilität
136
Theorie
134
Theory
134
Börsenkurs
122
Share price
122
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105
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105
Aktienmarkt
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68
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51
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Option pricing theory
39
Optionspreistheorie
39
Aktienindex
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Efficient market hypothesis
37
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37
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English
171
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Garrett, Ian
4
McMillan, David G.
4
Ramchander, Sanjay
3
Agarwalla, Sobhesh Kumar
2
Ap Gwilym, Owain
2
Barkoulas, John T.
2
Brooks, Chris
2
Caporale, Guglielmo Maria
2
Ederington, Louis H.
2
Fonseca, José da
2
Fraser, Patricia
2
Jiang, Christine X.
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Mills, Terence C.
2
Niizeki, Mikiyo Kii
2
Phylaktis, Kate
2
Sengupta, Jati K.
2
Travlos, Nickolaos G.
2
Vipul
2
Wang, George H. K.
2
Zaatour, Riadh
2
Zheng, Yijuan
2
Abdymomunov, Azamat
1
Adrangi, Bahram
1
Ajmi, Ahdi Noomen
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1
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1
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1
Aradhyula, Satheesh V.
1
Arisoy, Yakup Eser
1
Aristidou, Antonis
1
Armah, Nii Ayi
1
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Applied financial economics
The journal of futures markets
Economic modelling
200
Applied economics
199
Energy economics
161
Finance research letters
152
NBER working paper series
147
International review of economics & finance : IREF
146
Working paper / National Bureau of Economic Research, Inc.
139
Journal of international money and finance
135
NBER Working Paper
133
Working paper
130
Applied economics letters
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CESifo working papers
125
The North American journal of economics and finance : a journal of financial economics studies
125
International review of financial analysis
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Journal of econometrics
108
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105
Journal of banking & finance
101
Economics letters
99
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
88
Journal of empirical finance
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Research in international business and finance
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86
Journal of international financial markets, institutions & money
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Journal of economic dynamics & control
74
Discussion paper
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Working paper series / European Central Bank
73
Journal of macroeconomics
71
Discussion paper / Tinbergen Institute
69
International journal of finance & economics : IJFE
67
Journal of risk and financial management : JRFM
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
The European journal of finance
60
Journal of monetary economics
55
Finance and economics discussion series
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
International journal of economics and finance
51
Macroeconomic dynamics
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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:
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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