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~isPartOf:"The journal of futures markets"
~subject:"Arbeitsmarkt"
~subject:"Arbeitsplatzwechsel"
~subject:"Schätzung"
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Arbeitsmarkt
Arbeitsplatzwechsel
Schätzung
Volatility
360
Volatilität
360
USA
129
United States
129
Option pricing theory
85
Optionspreistheorie
85
Börsenkurs
73
Share price
73
Index futures
69
Index-Futures
69
Option trading
68
Optionsgeschäft
68
Estimation
61
Commodity derivative
56
Rohstoffderivat
56
Derivat
50
Derivative
50
Theorie
45
Theory
45
ARCH model
42
ARCH-Modell
42
Forecasting model
35
Prognoseverfahren
35
Capital income
32
Kapitaleinkommen
32
Welt
32
World
32
Stochastic process
31
Stochastischer Prozess
31
Hedging
30
Handelsvolumen der Börse
28
Trading volume
28
Yield curve
24
Zinsstruktur
24
Aktienindex
23
Stock index
23
Capital market returns
20
Kapitalmarktrendite
20
Aktienmarkt
19
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Article
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61
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61
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English
61
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Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Fonseca, José da
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Wang, George H. K.
2
Zaatour, Riadh
2
Alexiou, Lykourgos
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Binh Hoang Nguyen
1
Brailsford, Timothy J.
1
Byström, Hans N. E.
1
Chang, Chuang-chang
1
Chi, Yeguang
1
Chou, Pin-huang
1
Connolly, Robert A.
1
Corrado, Charles Joseph
1
Coughlan, John
1
Câmara, António
1
Daouk, Hazem
1
Das, Debojyoti
1
Dhaene, Geert
1
Dias, José Carlos
1
Dutta, Anupam
1
Faff, Robert W.
1
Fernandes, Mário Correia
1
Fernandez-Perez, Adrian
1
Fu, Tong
1
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1
Gao, Andre H.
1
Garrett, Ian
1
Gazi, Adnan
1
Gehricke, Sebastian A.
1
Goodwin, Barry K.
1
Guan, Wei
1
Guerra, João
1
Guo, Jie Qun
1
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1
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The journal of futures markets
Discussion paper series / IZA
241
Energy economics
145
Applied economics
143
NBER working paper series
129
Finance research letters
127
Economic modelling
124
Working paper / National Bureau of Economic Research, Inc.
121
International review of economics & finance : IREF
119
NBER Working Paper
117
Journal of econometrics
106
Working paper
106
International review of financial analysis
105
The North American journal of economics and finance : a journal of financial economics studies
97
Discussion paper / Centre for Economic Policy Research
96
CESifo working papers
94
Applied economics letters
91
IZA Discussion Paper
89
Journal of banking & finance
85
Journal of empirical finance
83
Applied financial economics
75
Journal of international money and finance
70
Research in international business and finance
69
Journal of international financial markets, institutions & money
68
Economics letters
67
Discussion paper / Tinbergen Institute
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Labour economics : official journal of the European Association of Labour Economists
59
Journal of risk and financial management : JRFM
53
International journal of finance & economics : IJFE
48
International journal of forecasting
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Discussion paper
46
The European journal of finance
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of economic dynamics & control
41
Discussion papers / CEPR
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Journal of financial economics
38
International Journal of Energy Economics and Policy : IJEEP
37
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ECONIS (ZBW)
61
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61
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1
Forecasting realized
volatility
: new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
2
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:
3
Term spreads of implied
volatility
smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
4
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:
5
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:
6
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
7
Volatility
model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
8
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
9
Trading around the clock : revisit
volatility
spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
10
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
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