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subject:"United States"
~isPartOf:"The journal of futures markets"
~subject:"Derivative"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
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United States
Derivative
Forecasting model
Prognoseverfahren
Theorie
451
Theory
451
Hedging
136
Derivat
129
USA
111
Option pricing theory
69
Optionspreistheorie
69
Commodity exchange
68
Warenbörse
68
Index futures
44
Index-Futures
44
Volatility
40
Volatilität
40
Estimation
39
Portfolio selection
39
Portfolio-Management
39
Schätzung
39
CAPM
38
Börsenkurs
33
Share price
33
Currency derivative
32
Interest rate derivative
32
Währungsderivat
32
Zinsderivat
32
Commodity derivative
30
Rohstoffderivat
30
Option trading
29
Optionsgeschäft
29
Risiko
27
Risk
26
Arbitrage
22
Estimation theory
19
Schätztheorie
19
Black-Scholes model
17
Black-Scholes-Modell
17
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14
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213
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211
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3
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Reprint
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Bibliografie enthalten
1
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1
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English
216
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Lien, Da-hsiang Donald
17
Pirrong, Craig
4
Brorsen, B. Wade
3
Figlewski, Stephen
3
Jordan, James V.
3
Kolb, Robert W.
3
Lioui, Abraham
3
Poncet, Patrice
3
Webb, Robert I.
3
Wolf, Avner S.
3
Ané, Thierry
2
Bali, Turan G.
2
Castelino, Mark G.
2
Chou, Pin-huang
2
Eldor, Rafael
2
Fleming, Jeff
2
Gay, Gerald D.
2
Harris, Lawrence E.
2
Hauser, Robert J.
2
Hayenga, Marvin L.
2
Khoury, Nabil T.
2
Kit, Pong Wong
2
Lin, Mei-Chen
2
Mahul, Olivier
2
Malliaris, Anastasios G.
2
Myers, Robert J.
2
Najand, Mohammad
2
Okunev, John
2
Ostdiek, Barbara
2
Pennings, Joost M. E.
2
Silber, William L.
2
Stanhouse, Bryan E.
2
Tian, Yisong Sam
2
Weaver, Robert Delay
2
Williams, Jeffrey
2
Wright, Brian D.
2
Yu, Min-Teh
2
Alcock, Jamie
1
Arias, Joaquín
1
Babbel, David F.
1
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Institution
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International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
Symposium on the Financial Econometrics of Derivative Securities and Markets <1, 2013, Melbourne>
1
Published in...
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,446
International journal of forecasting
718
European journal of operational research : EJOR
465
Journal of forecasting
453
Discussion paper / Centre for Economic Policy Research
429
The American economic review
321
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
301
Working paper
291
Economics letters
271
The review of financial studies
262
American journal of agricultural economics
254
The review of economics and statistics
248
The journal of finance : the journal of the American Finance Association
246
Journal of banking & finance
242
Applied economics
239
Computers & operations research : and their applications to problems of world concern ; an international journal
231
Journal of econometrics
223
Journal of monetary economics
205
Finance and economics discussion series
192
CESifo working papers
189
International journal of production research
189
Journal of political economy
189
Discussion paper series / IZA
188
NBER working paper series
188
Journal of financial economics
175
Southern economic journal
172
Journal of economic dynamics & control
169
Journal of money, credit and banking : JMCB
164
Discussion paper / Tinbergen Institute
162
Applied economics letters
160
NBER Working Paper
153
Energy economics
151
Journal of applied econometrics
149
Economic inquiry : journal of the Western Economic Association International
145
Economic modelling
144
International journal of production economics
143
Discussion paper
142
Journal of macroeconomics
135
Management science : journal of the Institute for Operations Research and the Management Sciences
135
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ECONIS (ZBW)
216
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1
Derivative disclosures and managerial opportunism
He, Guanming
;
Ren, Helen Mengbing
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 384-419
Persistent link: https://www.econbiz.de/10014475490
Saved in:
2
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
3
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
4
Riemannian-geometric regime-switching covariance hedging
Lee, Hsiang-Tai
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 1003-1054
Persistent link: https://www.econbiz.de/10014536714
Saved in:
5
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
6
Strategic trading and manipulation in trade at settlement contracts
Pirrong, Craig
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 615-634
Persistent link: https://www.econbiz.de/10014293175
Saved in:
7
International Conference on futures and other derivatives
International Conference on Futures and Other …
-
2023
Persistent link: https://www.econbiz.de/10014339367
Saved in:
8
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
9
US experience with futures transaction taxes
Mixon, Scott
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012817935
Saved in:
10
Arbitrage, contract design, and market structure in Bitcoin futures markets
De Blasis, Riccardo
;
Webb, Alexander
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 492-524
Persistent link: https://www.econbiz.de/10012817947
Saved in:
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