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subject:"Impact assessment"
~isPartOf:"The journal of futures markets"
~subject:"ARCH-Modell"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Hochschulschrift"
~type_genre:"Marktinformation"
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Impact assessment
ARCH-Modell
Estimation
190
Schätzung
190
USA
82
United States
82
Volatility
61
Volatilität
61
Theorie
39
Theory
39
Börsenkurs
38
Share price
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Commodity derivative
34
Option pricing theory
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Optionspreistheorie
34
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34
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Derivat
26
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25
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25
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24
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21
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18
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Großbritannien
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12
Statistische Verteilung
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Aufsatz in Zeitschrift
Hochschulschrift
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22
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English
22
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Ederington, Louis H.
2
Hansen, Peter Reinhard
2
Huang, Zhuo
2
Lai, Yu-Sheng
2
Aragó, Vicent
1
Bali, Turan G.
1
Bhar, Ramaprasad
1
Chi, Yeguang
1
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1
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1
Fu, Tong
1
Guan, Wei
1
Guo, Jie Qun
1
Hao, Jing
1
Hao, Wenyan
1
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1
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1
Kambouroudis, Dimos S.
1
Kang, Jangkoo
1
Lee, Hsiang-tai
1
Lee, Jae-ha
1
Li, Jinliang
1
Liu, Qingfeng Wilson
1
Ma, Feng
1
McKenzie, Andrew M.
1
McMillan, David G.
1
Park, Sung Y.
1
Ramchander, Sanjay
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1
Salvador, Enrique
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1
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Sono, Hui He
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Suh, Sangwon
1
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1
Tong, Chen
1
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1
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The journal of futures markets
Applied economics
119
Energy economics
99
Economic modelling
91
Finance research letters
84
Applied economics letters
77
International review of economics & finance : IREF
69
The North American journal of economics and finance : a journal of financial economics studies
57
Economics letters
55
International review of financial analysis
53
Journal of empirical finance
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Journal of econometrics
43
Research in international business and finance
43
Journal of international financial markets, institutions & money
39
Journal of risk and financial management : JRFM
39
The American economic review
37
Journal of banking & finance
35
Labour economics : official journal of the European Association of Labour Economists
33
Journal of international money and finance
32
Applied financial economics
31
International journal of finance & economics : IJFE
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of economics and finance
30
International journal of economics and financial issues : IJEFI
29
Cogent economics & finance
28
International Journal of Energy Economics and Policy : IJEEP
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
International journal of forecasting
27
Journal of public economics
26
American economic journal : a journal of the American Economic Association
24
Macroeconomic dynamics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Journal of applied econometrics
22
Journal of international economics
22
European economic review : EER
21
Emerging markets, finance and trade : EMFT
20
The empirical economics letters : a monthly international journal of economics
20
Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
5
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
6
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
7
Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo
;
Wang, Tianyi
;
Hansen, Peter Reinhard
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
Saved in:
8
Empirical properties, information flow, and trading strategies of China's soybean crush spread
Liu, Qingfeng Wilson
;
Sono, Hui He
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1057-1075
Persistent link: https://www.econbiz.de/10011569015
Saved in:
9
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
10
Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin
;
Kang, Jangkoo
;
Suh, Sangwon
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 127-147
Persistent link: https://www.econbiz.de/10011348461
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