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subject:"USA"
subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"The journal of futures markets"
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USA
Volatilität
Estimation
634
Schätzung
634
United States
181
Volatility
136
Theorie
134
Theory
134
Börsenkurs
122
Share price
122
Capital income
105
Kapitaleinkommen
105
Aktienmarkt
70
Stock market
70
Großbritannien
68
United Kingdom
68
Welt
51
World
51
ARCH model
47
ARCH-Modell
47
Forecasting model
46
Prognoseverfahren
46
Commodity derivative
44
Rohstoffderivat
44
Derivat
43
Derivative
43
Exchange rate
42
Wechselkurs
42
Index futures
41
Index-Futures
41
Deutschland
39
Germany
39
Option pricing theory
39
Optionspreistheorie
39
Aktienindex
37
Efficient market hypothesis
37
Effizienzmarkthypothese
37
Stock index
37
Australia
33
Australien
33
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English
275
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McMillan, David G.
4
Ramchander, Sanjay
4
Sarno, Lucio
4
Wang, George H. K.
4
Chatrath, Arjun
3
Garrett, Ian
3
Lee, Hsiang-tai
3
Madura, Jeff
3
Miffre, Joëlle
3
Shrestha, Keshab
3
Agarwalla, Sobhesh Kumar
2
Akhigbe, Aigbe O.
2
Apergēs, Nikolaos
2
Becchetti, Leonardo
2
Berger, Dave
2
Brockman, Paul
2
Caporale, Guglielmo Maria
2
Clare, Andrew D.
2
Coakley, Jerry
2
Darrat, Ali F.
2
Dhaene, Geert
2
Ederington, Louis H.
2
Faff, Robert W.
2
Fonseca, José da
2
Fraser, Patricia
2
Gulley, Orrin David
2
Jacobs, Michael <Jr.>
2
Jiang, Christine X.
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Moosa, Imad A.
2
Niizeki, Mikiyo Kii
2
Payne, James E.
2
Phylaktis, Kate
2
Sengupta, Jati K.
2
Sercu, Piet
2
Shalit, Haim
2
Sheu, Her-jiun
2
Snaith, Stuart
2
Song, Frank M.
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Applied financial economics
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,525
Discussion paper series / IZA
433
Discussion paper / Centre for Economic Policy Research
419
Applied economics
367
NBER working paper series
221
CESifo working papers
208
Applied economics letters
207
Working paper
179
Energy economics
176
The review of economics and statistics
173
Finance and economics discussion series
171
Economic modelling
169
NBER Working Paper
155
International review of economics & finance : IREF
154
The American economic review
153
The journal of finance : the journal of the American Finance Association
152
Finance research letters
150
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
147
Journal of econometrics
145
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
140
Journal of international money and finance
135
Journal of banking & finance
131
Economics letters
127
The North American journal of economics and finance : a journal of financial economics studies
127
International review of financial analysis
122
Journal of applied econometrics
117
Journal of empirical finance
98
Discussion paper
94
Discussion paper / Tinbergen Institute
93
Journal of money, credit and banking : JMCB
92
The review of financial studies
92
Journal of international financial markets, institutions & money
84
Journal of financial and quantitative analysis : JFQA
80
Journal of financial economics
79
Journal of monetary economics
77
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
Research in international business and finance
75
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ECONIS (ZBW)
275
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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
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:
7
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:
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
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
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