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subject:"United States"
~isPartOf:"The journal of futures markets"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Zinsderivat"
~type_genre:"Aufsatz in Zeitschrift"
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United States
Forecasting model
Prognoseverfahren
Zinsderivat
Theorie
440
Theory
440
Hedging
128
Derivat
124
Derivative
124
USA
105
Option pricing theory
69
Optionspreistheorie
69
Commodity exchange
67
Warenbörse
67
Index futures
43
Index-Futures
43
Volatility
40
Volatilität
40
Estimation
39
Schätzung
39
CAPM
36
Portfolio selection
35
Portfolio-Management
35
Börsenkurs
33
Share price
33
Currency derivative
32
Währungsderivat
32
Interest rate derivative
31
Commodity derivative
30
Rohstoffderivat
30
Option trading
28
Optionsgeschäft
28
Risiko
25
Risk
25
Arbitrage
21
Estimation theory
19
Schätztheorie
19
Black-Scholes model
17
Black-Scholes-Modell
17
Stochastic process
14
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Article
136
Book / Working Paper
1
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Aufsatz in Zeitschrift
Article in journal
137
Reprint
3
Bibliografie enthalten
2
Bibliography included
2
Systematic review
2
Übersichtsarbeit
2
Collection of articles of several authors
1
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1
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Language
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English
137
Author
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Gay, Gerald D.
4
Kolb, Robert W.
4
Lien, Da-hsiang Donald
4
Brorsen, B. Wade
3
Chen, Ren-Raw
3
Jordan, James V.
3
Bali, Turan G.
2
Castelino, Mark G.
2
Chance, Don M.
2
Daigler, Robert T.
2
Fleming, Jeff
2
Hayenga, Marvin L.
2
Malliaris, Anastasios G.
2
Myers, Robert J.
2
Najand, Mohammad
2
Ostdiek, Barbara
2
Webb, Robert I.
2
Williams, Jeffrey
2
Wolf, Avner S.
2
Wright, Brian D.
2
Alcock, Jamie
1
Ané, Thierry
1
Arias, Joaquín
1
Babcock, Bruce A.
1
Banerjee, Aniruddha
1
Barkoulas, John T.
1
Barrett, W. B.
1
Batlin, Carl Alan
1
Bhanot, Karan
1
Bigman, David
1
Bliss, Robert R.
1
Blomeyer, Edward C.
1
Board, John L. G.
1
Bollen, Nicolas P. B.
1
Boyd, James C.
1
Boyd, Milton
1
Branger, Nicole
1
Canarella, Giorgio
1
Carmichael, Trent
1
Chambers, Donald Robert
1
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Published in...
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The journal of futures markets
International journal of forecasting
716
Journal of forecasting
451
European journal of operational research : EJOR
436
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
296
The American economic review
292
Economics letters
250
The review of economics and statistics
244
The review of financial studies
243
American journal of agricultural economics
235
Computers & operations research : and their applications to problems of world concern ; an international journal
231
Applied economics
225
The journal of finance : the journal of the American Finance Association
220
Journal of econometrics
212
Journal of banking & finance
197
Journal of monetary economics
196
International journal of production research
187
Journal of political economy
182
Journal of financial economics
161
Applied economics letters
156
Journal of money, credit and banking : JMCB
156
Journal of economic dynamics & control
151
Journal of applied econometrics
146
Southern economic journal
144
Economic inquiry : journal of the Western Economic Association International
143
International journal of production economics
140
Economic modelling
138
Journal of macroeconomics
135
International economic review
127
Energy economics
125
Management science : journal of the Institute for Operations Research and the Management Sciences
124
Technological forecasting & social change : an international journal
122
Journal of international money and finance
116
The quarterly journal of economics
116
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
115
Public choice
113
Journal of empirical finance
111
Journal of economic behavior & organization : JEBO
110
Journal of the Operational Research Society : OR
109
Computational economics
107
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ECONIS (ZBW)
137
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1
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10
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137
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Analyzing oil futures with a dynamic Nelson-Siegel model
Grønborg, Niels S.
;
Lunde, Asger
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 153-173
Persistent link: https://www.econbiz.de/10011568059
Saved in:
7
CDS inferred stock volatility
Guo, Biao
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 745-757
Persistent link: https://www.econbiz.de/10011568556
Saved in:
8
A random field LIBOR market model
Wu, Tao L.
;
Xu, Shengqiang
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 580-606
Persistent link: https://www.econbiz.de/10010371410
Saved in:
9
Hedging under model misspecification : all risk factors are equal, but some are more equal than others ...
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-430
Persistent link: https://www.econbiz.de/10010218780
Saved in:
10
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
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