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subject:"Time series analysis"
subject:"United States"
~isPartOf:"The journal of futures markets"
~subject:"Capital income"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Time series analysis
United States
Capital income
Prognoseverfahren
Share price
Estimation
188
Schätzung
188
USA
82
Volatility
60
Volatilität
60
Theorie
39
Theory
39
Börsenkurs
37
Commodity derivative
34
Rohstoffderivat
34
Index futures
33
Index-Futures
33
Option pricing theory
33
Optionspreistheorie
33
Derivat
25
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25
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24
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23
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Statistical distribution
12
Statistische Verteilung
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Wang, George H. K.
5
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3
Shrestha, Keshab
3
Agarwalla, Sobhesh Kumar
2
Dhaene, Geert
2
Ederington, Louis H.
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1
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,561
Applied economics
492
Discussion paper series / IZA
443
Discussion paper / Centre for Economic Policy Research
442
Applied economics letters
356
NBER working paper series
342
Economic modelling
277
CESifo working papers
270
NBER Working Paper
259
Journal of banking & finance
239
Finance research letters
235
Applied financial economics
233
Journal of econometrics
221
Working paper
216
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
214
International review of economics & finance : IREF
212
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
208
Finance and economics discussion series
203
International review of financial analysis
197
Economics letters
187
Journal of empirical finance
182
The North American journal of economics and finance : a journal of financial economics studies
176
The review of economics and statistics
176
Energy economics
174
Journal of financial economics
172
International journal of forecasting
168
Journal of international money and finance
168
The journal of finance : the journal of the American Finance Association
165
The American economic review
155
Journal of applied econometrics
145
Journal of international financial markets, institutions & money
143
Discussion paper / Tinbergen Institute
131
Journal of forecasting
126
Discussion paper
116
Research in international business and finance
116
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
Review of quantitative finance and accounting
110
The European journal of finance
110
Journal of financial and quantitative analysis : JFQA
106
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ECONIS (ZBW)
127
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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
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:
3
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:
4
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
5
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
6
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
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
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:
9
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
Saved in:
10
Who and what drives informed options trading after the market opens?
Kang, Jongho
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 338-364
Persistent link: https://www.econbiz.de/10012817917
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