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subject:"Volatilität"
~isPartOf:"The journal of futures markets"
~subject:"EU-Staaten"
~subject:"Impact assessment"
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Volatilität
EU-Staaten
Impact assessment
Estimation
188
Schätzung
188
USA
82
United States
82
Volatility
60
Theorie
39
Theory
39
Börsenkurs
37
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37
Commodity derivative
34
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33
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33
Option pricing theory
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Optionspreistheorie
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Derivat
25
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23
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12
Statistische Verteilung
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61
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Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Fonseca, José da
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Ramchander, Sanjay
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2
Zaatour, Riadh
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1
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The journal of futures markets
Discussion paper series / IZA
392
Working paper / National Bureau of Economic Research, Inc.
380
NBER working paper series
336
NBER Working Paper
305
Discussion paper / Centre for Economic Policy Research
298
CESifo working papers
267
Applied economics
246
Economic modelling
223
Energy economics
185
IZA Discussion Paper
169
Applied economics letters
163
Working paper
159
International review of economics & finance : IREF
152
Finance research letters
148
Discussion paper
125
Journal of international money and finance
118
Journal of econometrics
117
The North American journal of economics and finance : a journal of financial economics studies
117
International review of financial analysis
116
Economics letters
113
Journal of banking & finance
113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
112
Working paper series / European Central Bank
107
ZEW discussion papers
98
Discussion paper / Tinbergen Institute
92
Journal of empirical finance
90
Journal of international financial markets, institutions & money
87
Applied financial economics
86
Research in international business and finance
82
CESifo Working Paper Series
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
Discussion papers / Deutsches Institut für Wirtschaftsforschung
71
Kiel working paper
69
International journal of finance & economics : IJFE
67
Journal of risk and financial management : JRFM
67
The European journal of finance
63
Discussion papers / CEPR
59
ECB Working Paper
59
Empirica : journal of european economics
56
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ECONIS (ZBW)
61
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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
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
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
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
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