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subject:"Volatilität"
~isPartOf:"The journal of futures markets"
~subject:"Schätztheorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Textbook"
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Search: subject_exact:"Estimation"
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Volatilität
Schätztheorie
USA
Estimation
188
Schätzung
188
United States
82
Volatility
60
Theorie
39
Theory
39
Börsenkurs
37
Share price
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
ARCH model
21
ARCH-Modell
21
Capital income
17
Efficient market hypothesis
17
Effizienzmarkthypothese
17
Kapitaleinkommen
17
Großbritannien
16
Option trading
16
Optionsgeschäft
16
United Kingdom
16
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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4
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Article
120
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Aufsatz in Zeitschrift
Textbook
Article in journal
120
Language
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English
120
Author
All
Wang, George H. K.
4
Sarno, Lucio
3
Shrestha, Keshab
3
Agarwalla, Sobhesh Kumar
2
Dhaene, Geert
2
Ederington, Louis H.
2
Faff, Robert W.
2
Fonseca, José da
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Miffre, Joëlle
2
Ramchander, Sanjay
2
Sercu, Piet
2
Yau, Jot
2
Zaatour, Riadh
2
Zhang, Jin E.
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Alexiou, Lykourgos
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Benet, Bruce A.
1
Bierwag, Gerald O.
1
Binh Hoang Nguyen
1
Bollen, Nicolas P. B.
1
Boyd, M. E.
1
Brailsford, Timothy J.
1
Byström, Hans N. E.
1
Byun, Suk Joon
1
Cao, Charles Q.
1
Chang, Chuang-chang
1
Chao, Wan-Ling
1
Chatrath, Arjun
1
Chen, Haiwei
1
Chen, Sheng-syan
1
Chi, Yeguang
1
Cho, Jang Hyung
1
Chou, Pin-huang
1
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Published in...
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The journal of futures markets
Applied economics
406
Journal of econometrics
303
Applied economics letters
256
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Economics letters
216
Economic modelling
209
Energy economics
189
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
The review of economics and statistics
176
Applied financial economics
162
The American economic review
154
International review of economics & finance : IREF
153
Journal of banking & finance
153
The journal of finance : the journal of the American Finance Association
152
Finance research letters
148
Journal of applied econometrics
148
Journal of international money and finance
143
The North American journal of economics and finance : a journal of financial economics studies
135
International review of financial analysis
124
Journal of empirical finance
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
The review of financial studies
93
Journal of money, credit and banking : JMCB
90
Journal of international financial markets, institutions & money
89
Econometric reviews
88
Journal of financial economics
85
Journal of financial and quantitative analysis : JFQA
83
Journal of economic dynamics & control
82
Journal of monetary economics
80
Research in international business and finance
79
International journal of forecasting
78
Journal of political economy
77
American economic journal : a journal of the American Economic Association
76
Journal of macroeconomics
75
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Journal of risk and financial management : JRFM
71
Review of quantitative finance and accounting
71
International journal of finance & economics : IJFE
69
Southern economic journal
66
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ECONIS (ZBW)
120
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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
Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
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