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subject:"Volatilität"
type_genre:"Sammlung"
~isPartOf:"The journal of futures markets"
~subject:"Behavioural finance"
~subject:"Forecasting model"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Behavioural finance
Forecasting model
Theory
Estimation
190
Schätzung
190
USA
82
United States
82
Volatility
61
Theorie
39
Börsenkurs
38
Share price
38
Commodity derivative
34
Option pricing theory
34
Optionspreistheorie
34
Rohstoffderivat
34
Index futures
33
Index-Futures
33
Derivat
26
Derivative
26
Welt
25
World
25
Hedging
24
Prognoseverfahren
23
ARCH model
21
ARCH-Modell
21
Capital income
18
Kapitaleinkommen
18
Efficient market hypothesis
17
Effizienzmarkthypothese
17
Großbritannien
17
Option trading
17
Optionsgeschäft
17
United Kingdom
17
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Risikoprämie
11
Risk premium
11
Capital market returns
10
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Undetermined
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Free
4
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Article
107
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Sammlung
Aufsatz in Zeitschrift
Article in journal
107
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English
107
Author
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Wang, George H. K.
4
Agarwalla, Sobhesh Kumar
2
Brailsford, Timothy J.
2
Dhaene, Geert
2
Ederington, Louis H.
2
Fonseca, José da
2
Frino, Alex
2
Heaney, Richard A.
2
Kang, Jangkoo
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Onochie, Joseph I.
2
Sercu, Piet
2
Yau, Jot
2
Zaatour, Riadh
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
Byun, Suk Joon
1
Cao, Charles Q.
1
Chang, Chuang-chang
1
Chi, Yeguang
1
Chiarella, Carl
1
Chou, Pin-huang
1
Cohn, Richard A.
1
Connolly, Robert A.
1
Corrado, Charles Joseph
1
Coughlan, John
1
Cusack, A. J.
1
Câmara, António
1
Daouk, Hazem
1
Das, Debojyoti
1
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Published in...
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The journal of futures markets
Applied economics
475
Economic modelling
320
Economics letters
277
Applied economics letters
272
Journal of econometrics
254
International review of economics & finance : IREF
248
Finance research letters
247
Journal of banking & finance
242
Journal of international money and finance
226
Energy economics
217
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
198
International review of financial analysis
197
Journal of empirical finance
185
International journal of forecasting
173
Journal of applied econometrics
172
The North American journal of economics and finance : a journal of financial economics studies
171
Applied financial economics
168
Journal of financial economics
152
Journal of economic dynamics & control
145
Journal of macroeconomics
138
Journal of forecasting
132
The European journal of finance
121
Journal of international financial markets, institutions & money
120
The review of economics and statistics
117
International journal of finance & economics : IJFE
114
Research in international business and finance
109
Macroeconomic dynamics
106
Journal of monetary economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
The journal of finance : the journal of the American Finance Association
100
European economic review : EER
99
Journal of international economics
99
Journal of money, credit and banking : JMCB
98
Journal of risk and financial management : JRFM
92
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
92
Econometric reviews
86
Journal of urban economics
86
Management science : journal of the Institute for Operations Research and the Management Sciences
82
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ECONIS (ZBW)
107
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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
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
7
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:
8
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:
9
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:
10
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
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