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~isPartOf:"International journal of economics and finance"
~isPartOf:"The journal of futures markets"
~subject:"ARCH-Modell"
~subject:"Commodity derivative"
~subject:"Volatility"
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ARCH-Modell
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Indexderivat
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International journal of economics and finance
The journal of futures markets
Diskussionspapier / Lehrstuhl für Wirtschaftsethik, Martin-Luther-Universität Halle-Wittenberg
14
Econometric Institute research papers
7
Energy economics
6
Journal of risk and financial management : JRFM
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of trading
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The review of financial studies
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4
Discussion paper / Tinbergen Institute
4
International review of economics & finance : IREF
4
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NBER working paper series
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Financial services review : the journal of individual financial management
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Finance India : the quarterly journal of Indian Institute of Finance
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International Journal of Energy Economics and Policy : IJEEP
2
International journal of emerging markets
2
International review of financial analysis
2
Journal of commodity markets
2
Review of Pacific Basin financial markets and policies
2
The European journal of finance
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The journal of alternative investments
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ECONIS (ZBW)
12
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1
Lever up! : an analysis of options trading in leveraged ETFs
Gilstrap, Collin
;
Petkevich, Alex
;
Teterin, Pavel
; …
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 986-1002
Persistent link: https://www.econbiz.de/10014536712
Saved in:
2
Trading commodity ETFs : price behavior, investment insights, and performance analysis
Hadad, Elroi
;
Malhotra, Davinder Kumar
;
Nippani, Srinivas
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1257-1276
Persistent link: https://www.econbiz.de/10014553985
Saved in:
3
Information contents of intraday SSE 50 ETF options trades
Luo, Xingguo
;
Cai, Wenye
;
Ryu, Doojin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 580-604
Persistent link: https://www.econbiz.de/10013187563
Saved in:
4
The leveraged ETF inefficiency in trending & range-bound markets : an application case study for a 3x leveraged gold miners ETF
Basdekidou, Vasiliki A.
- In:
International journal of economics and finance
9
(
2017
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011712291
Saved in:
5
Variance risk premiums of commodity ETFs
Tee, Chyng Wen
;
Ting, Christopher
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 452-472
Persistent link: https://www.econbiz.de/10011950709
Saved in:
6
Trading the VIX futures roll and volatility premiums with VIX options
Simon, David P.
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 184-208
Persistent link: https://www.econbiz.de/10011669795
Saved in:
7
Spot market volatility and futures trading : the pitfalls of using a dummy variable approach
Bohl, Martin T.
;
Diesteldorf, Jeanne
;
Salm, Christian
; …
- In:
The journal of futures markets
36
(
2016
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10011567524
Saved in:
8
Pricing S&P 500 index 0ptions : a conditional semi-nonparametric approach
Guidolin, Massimo
;
Hansen, Erwin
- In:
The journal of futures markets
36
(
2016
)
3
,
pp. 217-239
Persistent link: https://www.econbiz.de/10011568080
Saved in:
9
Analyzing the downside risk of exchange-traded funds : do the volatility estimators matter?
Wang, Jying-Nan
;
Chen, Lu-Jui
;
Liu, Hung-Chun
;
Hsu, …
- In:
International journal of economics and finance
8
(
2016
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10011422541
Saved in:
10
Deviations from put-call parity and volatility prediction : evidence from the Taiwan index option market
Chen, Chin-Ho
;
Chung, Huimin
;
Yuan, Shu-Fang
- In:
The journal of futures markets
34
(
2014
)
12
,
pp. 1122-1145
Persistent link: https://www.econbiz.de/10010508675
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