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~isPartOf:"The journal of futures markets"
~language:"bos"
~language:"bul"
~language:"deu"
~language:"eng"
~language:"spa"
~source:"econis"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Konsumentenverhalten"
~subject:"United Kingdom"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
~type_genre:"Ratgeber"
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ARCH model
Börsenkurs
Kapitaleinkommen
Konsumentenverhalten
United Kingdom
Volatility
USA
773
United States
773
Theorie
437
Theory
437
Derivat
383
Derivative
383
Volatilität
344
Hedging
317
Index futures
265
Index-Futures
265
Option pricing theory
252
Optionspreistheorie
252
Commodity exchange
249
Warenbörse
249
Commodity derivative
206
Rohstoffderivat
206
Share price
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Estimation
188
Option trading
188
Optionsgeschäft
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188
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133
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133
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114
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114
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85
Forecasting model
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Capital income
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CAPM
75
Portfolio selection
75
Portfolio-Management
75
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618
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Tse, Yiuman
11
Frino, Alex
10
Fung, Joseph K. W.
9
Zhang, Jin E.
9
Daigler, Robert T.
8
Wang, George H. K.
7
Lai, Yu-Sheng
6
Lien, Da-hsiang Donald
6
Ap Gwilym, Owain
5
Bali, Turan G.
5
Chatrath, Arjun
5
Ederington, Louis H.
5
Heaney, Richard A.
5
Luo, Xingguo
5
Ryu, Doojin
5
Simon, David P.
5
Agarwalla, Sobhesh Kumar
4
Chou, Robin K.
4
Chung, Huimin
4
Edwards, Franklin R.
4
Fonseca, José da
4
Frijns, Bart
4
Huang, Zhuo
4
Hung, Mao-Wei
4
Kurov, Alexander
4
McMillan, David G.
4
Ramchander, Sanjay
4
Schneeweis, Thomas
4
Webb, Robert I.
4
Bohl, Martin T.
3
Chan, Wing Hong
3
Chen, Zhiyao
3
Cheng, Louis T. W.
3
Christie-David, Rohan
3
Câmara, António
3
Dawson, Paul
3
Doran, James S.
3
Dorfman, Jeffrey H.
3
Draper, Paul R.
3
Elder, John
3
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The journal of futures markets
Journal of business research : JBR
2,029
Journal of retailing and consumer services
1,947
Applied economics
1,518
Journal of banking & finance
1,322
Finance research letters
1,293
International review of financial analysis
1,078
Energy economics
946
Applied economics letters
912
Applied financial economics
906
The journal of finance : the journal of the American Finance Association
885
Economics letters
879
Journal of financial economics
867
International review of economics & finance : IREF
807
International journal of consumer studies
779
International journal of hospitality management
769
Economic modelling
757
Pacific-Basin finance journal
706
The review of financial studies
673
Journal of empirical finance
672
Psychology & marketing
658
Management science : journal of the Institute for Operations Research and the Management Sciences
650
The North American journal of economics and finance : a journal of financial economics studies
622
Journal of international financial markets, institutions & money
620
Research in international business and finance
587
The economic journal : the journal of the Royal Economic Society
585
Journal of consumer research : JCR ; an interdisciplinary bimonthly
584
Journal of financial and quantitative analysis : JFQA
568
The European journal of finance
530
Journal of econometrics
521
Journal of international money and finance
507
Review of quantitative finance and accounting
507
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
504
Journal of risk and financial management : JRFM
451
European journal of marketing : EJM
418
International journal of economics and finance
412
Asia Pacific journal of marketing and logistics
396
The journal of product & brand management
395
Journal of business ethics : JOBE
371
Journal of economic behavior & organization : JEBO
371
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ECONIS (ZBW)
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618
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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
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:
4
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:
5
Hedging performance analysis of energy markets : evidence from copula quantile regression
Ren, Xianling
;
Yu, Xinping
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 432-450
Persistent link: https://www.econbiz.de/10014475503
Saved in:
6
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
7
Market-wide overconfidence and stock returns
Chen, Qiang
;
Han, Yu
;
Huang, Ying
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014475421
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
Predictability of commodity futures returns with machine learning models
Wang, Shirui
;
Zhang, Tianyang
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 302-322
Persistent link: https://www.econbiz.de/10014475477
Saved in:
10
Price monotonicity violations during stock market crashes : evidence from the SSE 50 ETF options market
Luo, Xingguo
;
Ryu, Doojin
;
Tao, Libin
;
Ye, Chuxin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 533-554
Persistent link: https://www.econbiz.de/10014475508
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