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subject:"Volatilität"
~isPartOf:"The journal of futures markets"
~subject:"Schätztheorie"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Schätztheorie
USA
Estimation
190
Schätzung
190
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
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Capital income
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Kapitaleinkommen
18
Efficient market hypothesis
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Großbritannien
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Option trading
17
Optionsgeschäft
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United Kingdom
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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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121
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Aufsatz in Zeitschrift
Article in journal
121
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English
121
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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
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The journal of futures markets
Applied economics
406
Journal of econometrics
303
Applied economics letters
259
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Economics letters
216
Economic modelling
213
Energy economics
191
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
The review of economics and statistics
176
Finance research letters
165
Applied financial economics
162
International review of economics & finance : IREF
159
The American economic review
154
Journal of banking & finance
153
The journal of finance : the journal of the American Finance Association
153
Journal of applied econometrics
151
Journal of international money and finance
145
The North American journal of economics and finance : a journal of financial economics studies
135
International review of financial analysis
127
Journal of empirical finance
109
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
The review of financial studies
93
Econometric reviews
91
Journal of money, credit and banking : JMCB
90
Journal of international financial markets, institutions & money
89
Journal of financial economics
85
Journal of financial and quantitative analysis : JFQA
83
Journal of economic dynamics & control
82
International journal of forecasting
81
Journal of monetary economics
80
Research in international business and finance
79
Journal of political economy
77
American economic journal : a journal of the American Economic Association
76
International journal of finance & economics : IJFE
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
Southern economic journal
66
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ECONIS (ZBW)
121
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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
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