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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of futures markets"
~subject:"CAPM"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Sammelwerk"
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CAPM
Volatility
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2,829
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2,829
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988
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988
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507
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441
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439
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430
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427
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427
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426
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389
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389
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367
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328
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268
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731
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Zhang, Jin E.
12
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7
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7
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6
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6
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5
Cakici, Nusret
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Lin, Yueh-neng
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5
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5
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4
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4
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4
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4
Lai, Yu-Sheng
4
Leippold, Markus
4
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3
Anufriev, Mikhail
3
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3
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3
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3
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3
Cui, Zhenyu
3
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3
Dawson, Paul
3
Dindo, Pietro
3
Elder, John
3
Fonseca, José da
3
Franke, Reiner
3
Frijns, Bart
3
Fung, Joseph K. W.
3
Gray, Philip K.
3
Guan, Wei
3
Hung, Mao-Wei
3
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International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
Published in...
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Journal of economic dynamics & control
The journal of futures markets
Finance research letters
729
Energy economics
633
Journal of banking & finance
621
International review of financial analysis
536
Applied economics
460
Journal of financial economics
459
International review of economics & finance : IREF
443
Economic modelling
414
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401
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390
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376
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348
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340
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334
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International journal of theoretical and applied finance
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Applied economics letters
309
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179
International journal of finance & economics : IJFE
175
International Journal of Energy Economics and Policy : IJEEP
171
Management science : journal of the Institute for Operations Research and the Management Sciences
168
International journal of forecasting
149
Finance and stochastics
144
Applied mathematical finance
141
Computational economics
141
Journal of monetary economics
139
International journal of economics and finance
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ECONIS (ZBW)
731
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1
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10
of
731
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1
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
3
The Bitcoin price and Bitcoin price uncertainty : evidence of Bitcoin price volatility
Kose, Nezir
;
Yildirim, Hakan
;
Ünal, Emre
;
Lin, Boqiang
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 673-695
Persistent link: https://www.econbiz.de/10014536669
Saved in:
4
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
5
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:
6
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:
7
Connectedness and risk spillover in China's commodity futures sectors
Long, Jun
;
Yuan, Xianghui
;
Jin, Liwei
;
Zhao, Chencheng
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 784-802
Persistent link: https://www.econbiz.de/10014536684
Saved in:
8
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:
9
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
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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