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subject:"Volatilität"
type:"article"
~isPartOf:"The journal of futures markets"
~subject:"Share price"
~subject:"Theory"
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Volatilität
Share price
Theory
Estimation
188
Schätzung
188
USA
82
United States
82
Volatility
60
Theorie
39
Börsenkurs
37
Commodity derivative
34
Rohstoffderivat
34
Index futures
33
Index-Futures
33
Option pricing theory
33
Optionspreistheorie
33
Derivat
25
Derivative
25
Welt
25
World
25
Hedging
24
Forecasting model
23
Prognoseverfahren
23
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21
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Capital income
17
Efficient market hypothesis
17
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17
Kapitaleinkommen
17
Großbritannien
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Option trading
16
Optionsgeschäft
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Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Risikoprämie
11
Risk premium
11
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10
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Article in journal
106
Aufsatz in Zeitschrift
106
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English
106
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Wang, George H. K.
4
Fonseca, José da
3
Lien, Da-hsiang Donald
3
Zaatour, Riadh
3
Agarwalla, Sobhesh Kumar
2
Brailsford, Timothy J.
2
Dhaene, Geert
2
Ederington, Louis H.
2
Frino, Alex
2
Heaney, Richard A.
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Onochie, Joseph I.
2
Sercu, Piet
2
Shrestha, Keshab
2
Yau, Jot
2
Alexiou, Lykourgos
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Barkoulas, John T.
1
Barone-Adesi, Giovanni
1
Binh Hoang Nguyen
1
Bollen, Nicolas P. B.
1
Boyd, Milton
1
Byström, Hans N. E.
1
Chang, Chuang-chang
1
Chi, Yeguang
1
Chou, Pin-huang
1
Cohn, Richard A.
1
Connolly, Robert A.
1
Corrado, Charles Joseph
1
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1
Cusack, A. J.
1
Câmara, António
1
Daouk, Hazem
1
Das, Debojyoti
1
De Ville de Goyet, Cédric
1
DeBoyrie, Maria Eugenia
1
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The journal of futures markets
Applied economics
471
Economic modelling
317
Applied economics letters
296
Economics letters
273
International review of economics & finance : IREF
249
Journal of econometrics
241
Journal of banking & finance
224
Finance research letters
220
Energy economics
216
Journal of international money and finance
214
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
202
Applied financial economics
196
International review of financial analysis
193
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
191
Journal of empirical finance
186
The North American journal of economics and finance : a journal of financial economics studies
176
Journal of applied econometrics
159
Journal of financial economics
145
Journal of economic dynamics & control
141
Journal of international financial markets, institutions & money
135
Journal of macroeconomics
132
Research in international business and finance
119
The European journal of finance
118
International journal of finance & economics : IJFE
114
The review of economics and statistics
114
International journal of forecasting
109
Journal of risk and financial management : JRFM
106
The journal of finance : the journal of the American Finance Association
106
Journal of monetary economics
103
Macroeconomic dynamics
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
International journal of economics and finance
100
Journal of international economics
99
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
98
European economic review : EER
96
Journal of forecasting
95
Journal of money, credit and banking : JMCB
90
Journal of urban economics
87
Econometric reviews
82
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ECONIS (ZBW)
106
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106
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
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:
3
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:
4
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
5
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
7
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:
8
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:
9
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
10
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
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