//--> //--> //--> //-->
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
~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of futures markets"
~source:"econis"
~subject:"Estimation"
~subject:"Theorie"
~subject:"Volatility"
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:"Termingeschäft"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Theorie
Volatility
Derivat
474
Derivative
474
USA
161
United States
158
Theory
152
Hedging
110
Option pricing theory
93
Optionspreistheorie
93
Volatilität
72
Commodity exchange
52
Warenbörse
52
Option trading
41
Optionsgeschäft
41
Getreide
37
Grain
37
Börsenkurs
35
Share price
35
Index futures
30
Index-Futures
30
Stochastic process
28
Stochastischer Prozess
28
CAPM
27
Schätzung
27
Interest rate derivative
20
Portfolio selection
20
Portfolio-Management
20
Risiko
20
Zinsderivat
20
Großbritannien
19
Risk
19
United Kingdom
19
Yield curve
19
Zinsstruktur
19
Financial market regulation
17
Finanzmarktregulierung
17
Commodity derivative
16
Credit risk
16
more ...
less ...
Online availability
All
Undetermined
25
Free
6
Type of publication
All
Article
221
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
219
Aufsatz in Zeitschrift
219
Collection of articles of several authors
3
Konferenzschrift
3
Sammelwerk
3
Conference proceedings
1
Reprint
1
more ...
less ...
Language
All
English
224
Author
All
Lien, Da-hsiang Donald
16
Benth, Fred Espen
3
Kolb, Robert W.
3
Lioui, Abraham
3
Pirrong, Craig
3
Poncet, Patrice
3
Wang, George H. K.
3
Wolf, Avner S.
3
Yamazaki, Akira
3
Baldeaux, Jan
2
Brorsen, B. Wade
2
Castelino, Mark G.
2
Chou, Pin-huang
2
Daigler, Robert T.
2
Eldor, Rafael
2
Faff, Robert W.
2
Figlewski, Stephen
2
Harris, Lawrence E.
2
Howison, Sam
2
Khoury, Nabil T.
2
Kit, Pong Wong
2
Lin, Mei-Chen
2
Mahul, Olivier
2
Okunev, John
2
Pennings, Joost M. E.
2
Rutkowski, Marek
2
Silber, William L.
2
Stanhouse, Bryan E.
2
Takahashi, Akihiko
2
Webb, Robert I.
2
Yu, Min-Teh
2
Zhang, Jin E.
2
Agarwalla, Sobhesh Kumar
1
Ahn, Hee-joon
1
Alaton, Peter
1
Aly, Sidi Mohamed Ould
1
Angelini, Flavio
1
Ané, Thierry
1
Avellaneda, Marco
1
Babbel, David F.
1
more ...
less ...
Institution
All
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
Symposium on the Financial Econometrics of Derivative Securities and Markets <1, 2013, Melbourne>
1
Published in...
All
Applied mathematical finance
The journal of futures markets
International journal of theoretical and applied finance
96
Journal of banking & finance
90
Energy economics
57
International review of financial analysis
41
Review of derivatives research
37
International review of economics & finance : IREF
36
The journal of finance : the journal of the American Finance Association
36
Journal of financial and quantitative analysis : JFQA
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
Advances in futures and options research : a research annual
33
Finance and stochastics
33
Finance research letters
33
The European journal of finance
33
Applied financial economics
32
European journal of operational research : EJOR
29
Journal of financial economics
29
NBER working paper series
29
Quantitative finance
29
The review of financial studies
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
27
Economics letters
26
Journal of economic dynamics & control
26
NBER Working Paper
24
SpringerLink / Bücher
23
Journal of econometrics
21
The North American journal of economics and finance : a journal of financial economics studies
21
Working paper / National Bureau of Economic Research, Inc.
21
Research in international business and finance
20
The journal of fixed income
20
Applied economics
19
Applied economics letters
19
The journal of computational finance
19
The journal of credit risk : published quarterly by Incisive Media
19
Working paper
19
Gabler Edition Wissenschaft
18
Economic modelling
17
Finance and economics discussion series
17
Journal of empirical finance
17
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
224
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Derivative disclosures and managerial opportunism
He, Guanming
;
Ren, Helen Mengbing
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 384-419
Persistent link: https://www.econbiz.de/10014475490
Saved in:
2
The convenience yield under commodity financialization
Milonas, Nikolaos T.
;
Photina, Evangelia K.
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 631-652
Persistent link: https://www.econbiz.de/10014536663
Saved in:
3
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:
4
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
5
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:
6
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
7
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
8
Can night trading reduce price volatility? : evidence from China's corn and corn starch futures markets
Xia, Weiyi
;
Xiong, Tao
;
Li, Miao
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 585-604
Persistent link: https://www.econbiz.de/10014536653
Saved in:
9
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:
10
Riemannian-geometric regime-switching covariance hedging
Lee, Hsiang-Tai
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 1003-1054
Persistent link: https://www.econbiz.de/10014536714
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->