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subject:"United Kingdom"
~isPartOf:"The journal of futures markets"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"Time series analysis"
~subject:"United States"
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United Kingdom
CAPM
Forecasting model
Time series analysis
United States
Estimation
190
Schätzung
190
USA
82
Volatility
61
Volatilität
61
Theorie
39
Theory
39
Börsenkurs
38
Share price
38
Commodity derivative
34
Option pricing theory
34
Optionspreistheorie
34
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33
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Großbritannien
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Option trading
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Optionsgeschäft
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Statistical distribution
12
Statistische Verteilung
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Stochastic process
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Stochastischer Prozess
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English
115
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Wang, George H. K.
4
Lim, Kian-Guan
3
Sarno, Lucio
3
Ederington, Louis H.
2
Haigh, Michael S.
2
Heaney, Richard A.
2
Kang, Jangkoo
2
Miffre, Joëlle
2
Onochie, Joseph I.
2
Shrestha, Keshab
2
Theobald, Michael
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Xu, Ke
2
Yallup, Peter
2
Yau, Jot
2
Zhang, Jin E.
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Alexiou, Lykourgos
1
Ané, Thierry
1
Ap Gwilym, Owain
1
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1
Bali, Turan G.
1
Bansal, Naresh K.
1
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1
Barone-Adesi, Giovanni
1
Benet, Bruce A.
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1
Bollen, Nicolas P. B.
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1
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1
Chatrath, Arjun
1
Chen, Haiwei
1
Chen, Jian
1
Chen, Sheng-syan
1
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1
Chi, Yeguang
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,560
Discussion paper series / IZA
646
Discussion paper / Centre for Economic Policy Research
512
Applied economics
502
NBER working paper series
304
Applied economics letters
289
CESifo working papers
278
Economic modelling
236
NBER Working Paper
230
Working paper
227
Journal of econometrics
213
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
209
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
Finance and economics discussion series
196
Applied financial economics
186
Economics letters
186
The review of economics and statistics
181
Journal of banking & finance
179
Finance research letters
177
International journal of forecasting
171
The American economic review
163
International review of economics & finance : IREF
160
The journal of finance : the journal of the American Finance Association
157
Journal of financial economics
156
Journal of applied econometrics
155
Journal of international money and finance
155
Discussion paper
152
Journal of empirical finance
143
Energy economics
141
International review of financial analysis
135
Discussion paper / Tinbergen Institute
128
The North American journal of economics and finance : a journal of financial economics studies
126
Journal of forecasting
123
IZA Discussion Paper
119
Journal of money, credit and banking : JMCB
107
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Journal of economic dynamics & control
100
Journal of financial and quantitative analysis : JFQA
100
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
96
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ECONIS (ZBW)
115
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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
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:
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
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
Saved in:
7
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:
8
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
9
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
10
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
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