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subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The journal of futures markets"
~subject:"Index futures"
~subject:"Zinsderivat"
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United States
Index futures
Zinsderivat
Theorie
1,015
Theory
1,015
USA
205
Estimation
182
Schätzung
182
Estimation theory
155
Schätztheorie
155
Hedging
139
Derivat
130
Derivative
130
Time series analysis
101
Zeitreihenanalyse
101
Forecasting model
83
Prognoseverfahren
83
Volatility
74
Volatilität
74
Commodity exchange
70
Warenbörse
70
Option pricing theory
69
Optionspreistheorie
69
CAPM
49
Börsenkurs
48
Share price
48
Portfolio selection
47
Portfolio-Management
47
Index-Futures
46
Risiko
41
Risk
40
Currency derivative
37
Großbritannien
37
United Kingdom
37
Währungsderivat
37
Commodity derivative
33
Rohstoffderivat
33
Welt
33
World
33
ARCH model
32
ARCH-Modell
32
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Article
246
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3
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245
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245
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3
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2
Bibliography included
2
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English
249
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Lien, Da-hsiang Donald
5
Gay, Gerald D.
4
Kolb, Robert W.
4
Pesaran, M. Hashem
4
Bali, Turan G.
3
Brorsen, B. Wade
3
Jordan, James V.
3
Webb, Robert I.
3
Brooks, Robert
2
Castelino, Mark G.
2
Chance, Don M.
2
Chen, Ren-Raw
2
Daigler, Robert T.
2
Figlewski, Stephen
2
Fleissig, Adrian R.
2
Fleming, Jeff
2
Franses, Philip Hans
2
Frino, Alex
2
Hayenga, Marvin L.
2
Jäger, Albert
2
Kilian, Lutz
2
Malliaris, Anastasios G.
2
Myers, Robert J.
2
Najand, Mohammad
2
Ostdiek, Barbara
2
Phillips, Peter C. B.
2
Romeo, Charles J.
2
Urbain, Jean-Pierre
2
Wang, George H. K.
2
Williams, Jeffrey
2
Wolf, Avner S.
2
Wright, Brian D.
2
Zeileis, Achim
2
Adkins, Lee Chester
1
Albuquerque, Pedro H.
1
Alcock, Jamie
1
Altavilla, Carlo
1
Anderson, Heather M.
1
Ané, Thierry
1
Arguea, Nestor M.
1
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Published in...
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Journal of applied econometrics
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,374
Discussion paper / Centre for Economic Policy Research
364
European journal of operational research : EJOR
338
The American economic review
304
American journal of agricultural economics
238
The review of financial studies
236
The review of economics and statistics
231
Working paper
223
The journal of finance : the journal of the American Finance Association
217
Computers & operations research : and their applications to problems of world concern ; an international journal
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
191
Journal of monetary economics
188
Journal of political economy
183
Economics letters
182
Discussion paper series / IZA
179
Southern economic journal
168
Applied economics
164
Finance and economics discussion series
156
Journal of money, credit and banking : JMCB
156
Journal of banking & finance
154
International journal of production research
148
CESifo working papers
141
Economic inquiry : journal of the Western Economic Association International
141
Journal of financial economics
133
The economic journal : the journal of the Royal Economic Society
118
The quarterly journal of economics
117
International economic review
116
Journal of macroeconomics
115
Public choice
113
Journal of economic dynamics & control
109
Journal of urban economics
106
Journal of public economics
101
Applied economics letters
100
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
100
Discussion paper
98
Journal of economic literature
95
Journal of econometrics
94
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
92
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ECONIS (ZBW)
249
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91
Trading and hedging in S&P 400 spot and futures markets using genetic programming
Jun, Wang
- In:
The journal of futures markets
20
(
2000
)
10
,
pp. 911-942
Persistent link: https://www.econbiz.de/10001530841
Saved in:
92
Mixed MNL models for discrete response
McFadden, Daniel
;
Train, Kenneth
- In:
Journal of applied econometrics
15
(
2000
)
5
,
pp. 447-470
Persistent link: https://www.econbiz.de/10001533548
Saved in:
93
Learning and decision costs in one-person games
Romeo, Charles J.
;
Sopher, Barry
- In:
Journal of applied econometrics
14
(
1999
)
4
,
pp. 335-357
Persistent link: https://www.econbiz.de/10001411562
Saved in:
94
Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
Saved in:
95
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
96
Conducting inference in semiparametric duration models under inequality restructions on the shape of the hazard implied by job search theory
Romeo, Charles J.
- In:
Journal of applied econometrics
14
(
1999
)
6
,
pp. 587-605
Persistent link: https://www.econbiz.de/10001440623
Saved in:
97
Pricing and hedging S&P 500 index options with Hermite polynomial approximation : empirical tests of Madan and Milne's model
Ané, Thierry
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 735-758
Persistent link: https://www.econbiz.de/10001443345
Saved in:
98
An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G.
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
Saved in:
99
Intertemporal substitution in import demand and habit formation
De la Croix, David
;
Urbain, Jean-Pierre
- In:
Journal of applied econometrics
13
(
1998
)
6
,
pp. 589-612
Persistent link: https://www.econbiz.de/10001375410
Saved in:
100
Causal ordering and "The bank lending channel"
Perez, Stephen J.
- In:
Journal of applied econometrics
13
(
1998
)
6
,
pp. 613-626
Persistent link: https://www.econbiz.de/10001375484
Saved in:
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