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subject:"Volatility"
~isPartOf:"The journal of futures markets"
~subject:"Risikoprämie"
~subject:"Schätzung"
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Volatility
Risikoprämie
Schätzung
Estimation
190
USA
82
United States
82
Volatilität
61
Theorie
39
Theory
39
Börsenkurs
38
Share price
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Commodity derivative
34
Option pricing theory
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Wang, George H. K.
5
Fonseca, José da
3
Frino, Alex
3
Lien, Da-hsiang Donald
3
Lim, Kian-Guan
3
Sarno, Lucio
3
Shrestha, Keshab
3
Zaatour, Riadh
3
Agarwalla, Sobhesh Kumar
2
Brailsford, Timothy J.
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Chi, Yeguang
2
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2
Dhaene, Geert
2
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2
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2
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2
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2
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2
Hao, Wenyan
2
Heaney, Richard A.
2
Huang, Zhuo
2
Kang, Jangkoo
2
Lai, Yu-Sheng
2
Li, Haitao
2
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2
Miffre, Joëlle
2
Narayan, Paresh Kumar
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2
Ramchander, Sanjay
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Sercu, Piet
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2
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2
Xu, Ke
2
Yallup, Peter
2
Yau, Jot
2
Zhang, Jin E.
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
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1
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The journal of futures markets
Discussion paper series / IZA
2,999
Working paper / National Bureau of Economic Research, Inc.
2,572
NBER working paper series
2,300
NBER Working Paper
2,131
Applied economics
1,751
Discussion paper / Centre for Economic Policy Research
1,416
CESifo working papers
1,402
IZA Discussion Paper
1,275
Applied economics letters
1,173
Working paper
869
Economic modelling
831
Discussion paper
753
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
728
Economics letters
691
ZEW discussion papers
566
International review of economics & finance : IREF
495
Energy economics
485
Journal of econometrics
460
Journal of international money and finance
460
CESifo Working Paper Series
454
Applied financial economics
444
Journal of banking & finance
434
Discussion papers / CEPR
427
Discussion papers / Deutsches Institut für Wirtschaftsforschung
427
Discussion paper / Tinbergen Institute
425
Finance research letters
421
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
371
Journal of applied econometrics
362
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
337
International review of financial analysis
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Kiel working paper
323
The North American journal of economics and finance : a journal of financial economics studies
307
Labour economics : official journal of the European Association of Labour Economists
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The American economic review
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The empirical economics letters : a monthly international journal of economics
298
The review of economics and statistics
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Finance and economics discussion series
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
286
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
286
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ECONIS (ZBW)
190
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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
An empirical investigation on risk factors in cryptocurrency futures
Chi, Yeguang
;
Hao, Wenyan
;
Hu, Jiangdong
;
Ran, Zhenkai
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1161-1180
Persistent link: https://www.econbiz.de/10014339379
Saved in:
3
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:
4
The man in the middle-liquidity provision under central clearing in the credit default swap market : a regression discontinuity approach
Schönemann, Gregor
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 446-471
Persistent link: https://www.econbiz.de/10012817941
Saved in:
5
Hedging commodities in times of distress : the case of COVID-19
Magalhães, Luiz Augusto
;
Silva, Thiago Christiano
; …
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1941-1959
Persistent link: https://www.econbiz.de/10013465831
Saved in:
6
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:
7
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:
8
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:
9
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
Saved in:
10
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
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