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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:"Option pricing theory"
~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
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Option pricing theory
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774
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774
Theorie
440
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440
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9
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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International Conference on Derivatives and Risk Management <2003, Schanghai>
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The journal of futures markets
Finance research letters
1,491
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1,407
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1,397
International review of financial analysis
1,152
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930
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908
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905
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904
International review of economics & finance : IREF
864
Applied economics letters
836
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748
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747
Pacific-Basin finance journal
744
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697
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694
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659
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638
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628
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605
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349
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Journal of financial markets
327
The journal of real estate finance and economics
326
The journal of corporate finance : contracting, governance and organization
323
Regional studies
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Global finance journal
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ECONIS (ZBW)
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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
Considering momentum spillover effects via graph neural network in option pricing
Wang, Yao
;
Zhao, Jingmei
;
Qing, Li
;
Wei, Xiangyu
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 1069-1094
Persistent link: https://www.econbiz.de/10014536719
Saved in:
9
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:
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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