//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatilität"
~isPartOf:"The journal of futures markets"
~language:"eng"
~subject:"Aktienmarkt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Aktienmarkt
Estimation
190
Schätzung
190
USA
82
United States
82
Volatility
61
Theorie
39
Theory
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
Forecasting model
23
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
more ...
less ...
Online availability
All
Undetermined
17
Free
4
Type of publication
All
Article
64
Type of publication (narrower categories)
All
Article in journal
64
Aufsatz in Zeitschrift
64
Language
All
English
Author
All
Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Fonseca, José da
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Wang, George H. K.
2
Zaatour, Riadh
2
Alexiou, Lykourgos
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Bhar, Ramaprasad
1
Binh Hoang Nguyen
1
Brailsford, Timothy J.
1
Byström, Hans N. E.
1
Chang, Chuang-chang
1
Chi, Yeguang
1
Chou, Pin-huang
1
Connolly, Robert A.
1
Corrado, Charles Joseph
1
Coughlan, John
1
Câmara, António
1
Daouk, Hazem
1
Das, Debojyoti
1
Dhaene, Geert
1
Dias, José Carlos
1
Dutta, Anupam
1
Faff, Robert W.
1
Fernandes, Mário Correia
1
Fernandez-Perez, Adrian
1
Fu, Tong
1
Fuertes, Ana María
1
Gao, Andre H.
1
Garrett, Ian
1
Gazi, Adnan
1
Gehricke, Sebastian A.
1
Goodwin, Barry K.
1
Guan, Wei
1
Guerra, João
1
Guo, Jie Qun
1
more ...
less ...
Published in...
All
The journal of futures markets
Finance research letters
188
International review of economics & finance : IREF
178
Applied economics
173
Economic modelling
170
International review of financial analysis
164
Energy economics
160
Applied economics letters
133
The North American journal of economics and finance : a journal of financial economics studies
129
Applied financial economics
123
Working paper / National Bureau of Economic Research, Inc.
117
Research in international business and finance
115
Journal of banking & finance
112
NBER working paper series
111
Journal of empirical finance
108
Journal of econometrics
107
Journal of international financial markets, institutions & money
107
NBER Working Paper
102
Journal of international money and finance
90
Working paper
86
The European journal of finance
79
CESifo working papers
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
71
Journal of risk and financial management : JRFM
71
Economics letters
67
International journal of finance & economics : IJFE
67
Discussion paper / Centre for Economic Policy Research
65
Pacific-Basin finance journal
65
International journal of economics and finance
61
Journal of financial economics
60
Discussion paper / Tinbergen Institute
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
Cogent economics & finance
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
International journal of forecasting
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
International journal of economics and financial issues : IJEFI
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
44
Quantitative finance
41
more ...
less ...
Source
All
ECONIS (ZBW)
64
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->