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subject:"United States"
~isPartOf:"The journal of futures markets"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Zinsderivat"
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United States
Forecasting model
Prognoseverfahren
Theory
Zinsderivat
Theorie
451
Hedging
136
Derivat
129
Derivative
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
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
Stochastic process
14
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Undetermined
33
Free
8
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Article
448
Book / Working Paper
3
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Article in journal
440
Aufsatz in Zeitschrift
440
Reprint
4
Collection of articles of several authors
3
Konferenzschrift
3
Sammelwerk
3
Bibliografie enthalten
2
Bibliography included
2
Systematic review
2
Übersichtsarbeit
2
Conference proceedings
1
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Language
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English
451
Author
All
Lien, Da-hsiang Donald
35
Kit, Pong Wong
9
Chung, San-lin
5
Kolb, Robert W.
5
Lioui, Abraham
5
Webb, Robert I.
5
Chen, Ren-Raw
4
Câmara, António
4
Daigler, Robert T.
4
Figlewski, Stephen
4
Gay, Gerald D.
4
Liao, Szu-Lang
4
Pirrong, Craig
4
Wolf, Avner S.
4
Bali, Turan G.
3
Broll, Udo
3
Brorsen, B. Wade
3
Chance, Don M.
3
Chou, Pin-huang
3
Cita, John
3
Corrado, Charles Joseph
3
Frino, Alex
3
Jordan, James V.
3
Khoury, Nabil T.
3
Kwok, Yue-Kuen
3
Poitras, Geoffrey
3
Poncet, Patrice
3
Roon, Frans de
3
Shackleton, Mark B.
3
Shrestha, Keshab
3
Silber, William L.
3
Tian, Yisong Sam
3
Veld- Merkoulova, Yulia
3
Wang, Yaqin
3
Wong, Hoi Ying
3
Adam-Müller, Axel F. A.
2
Angus, John E.
2
Ané, Thierry
2
Babbel, David F.
2
Batlin, Carl A.
2
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Institution
All
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...
All
The journal of futures markets
NBER working paper series
6,817
Working paper / National Bureau of Economic Research, Inc.
6,482
NBER Working Paper
6,245
Economics letters
5,234
European journal of operational research : EJOR
4,921
Discussion paper / Centre for Economic Policy Research
4,475
CESifo working papers
3,560
Journal of economic theory
2,891
Working paper
2,666
Journal of economic dynamics & control
2,406
The American economic review
2,357
Discussion paper / Tinbergen Institute
2,345
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,211
Discussion paper series / IZA
2,180
Europäische Hochschulschriften / 5
2,105
International journal of production research
1,930
European economic review : EER
1,918
Games and economic behavior
1,863
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,812
The economic journal : the journal of the Royal Economic Society
1,785
Discussion paper
1,743
Journal of public economics
1,742
SpringerLink / Bücher
1,719
Economic modelling
1,669
Discussion paper / Center for Economic Research, Tilburg University
1,651
Journal of econometrics
1,607
CESifo Working Paper Series
1,575
Applied economics
1,515
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,512
IZA Discussion Paper
1,485
Management science : journal of the Institute for Operations Research and the Management Sciences
1,452
Journal of monetary economics
1,399
Public choice
1,390
Journal of banking & finance
1,384
International economic review
1,368
Social choice and welfare
1,317
Discussion papers / CEPR
1,260
International journal of production economics
1,260
Journal of international economics
1,258
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Source
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ECONIS (ZBW)
451
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1
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10
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451
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1
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
2
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:
3
Risky times : seasonality and event risk of commodities
Boos, Dominik
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 767-783
Persistent link: https://www.econbiz.de/10014536682
Saved in:
4
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:
5
A tale of two premiums revisited
Maréchal, Loïc
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 580-614
Persistent link: https://www.econbiz.de/10014293173
Saved in:
6
Modeling skewness in portfolio choice
Trung Hai Le
;
Kourtis, Apostolos
;
Markellos, Raphaēl N.
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 734-770
Persistent link: https://www.econbiz.de/10014293220
Saved in:
7
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:
8
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
Saved in:
9
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:
10
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:
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