//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of futures markets"
~subject:"Dynamic covariance matrix"
~subject:"Estimation theory"
~subject:"Futures"
~subject:"Volatilität"
~subject:"long memory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Realized"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Dynamic covariance matrix
Estimation theory
Futures
Volatilität
long memory
Volatility
7
ARCH model
3
ARCH-Modell
3
option pricing
3
realized volatility
3
Börsenkurs
2
Estimation
2
Forecasting model
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Prognoseverfahren
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Share price
2
Capital income
1
China
1
Commodity derivative
1
Correlation
1
Erdöl
1
GARCH-MIDAS models
1
Hedging
1
Index futures
1
Index-Futures
1
India
1
Indien
1
Kapitaleinkommen
1
Korrelation
1
Oil market
1
Oil price
1
Petroleum
1
Regression analysis
1
Regressionsanalyse
1
Rohstoffderivat
1
S&P 500 index options
1
Shanghai
1
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Conference paper
1
Konferenzbeitrag
1
Language
All
English
7
Author
All
Bian, Huabin
1
Cheng, Sicong
1
Frino, Alex
1
Garg, Sonia
1
Hansen, Peter Reinhard
1
Hua, Renhai
1
Huang, Zhuo
1
Jiang, Gongyue
1
Lai, Yu-Sheng
1
Liu, Qingfu
1
Qiao, Gaoxiu
1
Tong, Chen
1
Vipul
1
Wang, Tianyi
1
Xu, Caihong
1
Yin, Fangsheng
1
Yu, Mei
1
Zhang, Ping
1
Zhou, Z. Ivy
1
more ...
less ...
Published in...
All
The journal of futures markets
Finance research letters
41
International journal of forecasting
37
Journal of econometrics
33
Energy economics
28
Journal of forecasting
27
International review of economics & finance : IREF
26
Economic modelling
25
Journal of financial econometrics
25
The North American journal of economics and finance : a journal of financial economics studies
23
International review of financial analysis
20
Journal of banking & finance
19
Journal of empirical finance
18
Applied economics letters
17
Journal of risk and financial management : JRFM
17
Discussion paper / Tinbergen Institute
16
Applied economics
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Quantitative finance
13
Department of Economics working paper series
12
Econometric reviews
12
Economics letters
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
International journal of finance & economics : IJFE
9
Research in international business and finance
9
Econometrics : open access journal
8
IES working paper
8
Pacific-Basin finance journal
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
Financial innovation : FIN
7
Finmap working paper
7
Journal of international financial markets, institutions & money
7
Journal of international money and finance
7
Journal of risk
7
Emerging markets, finance and trade : EMFT
6
Journal of financial economics
6
Journal of financial markets
6
Queen's Economics Department Working Paper
6
Review of quantitative finance and accounting
6
The European journal of finance
6
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Petroleum market volatility tracker in China
Bian, Huabin
;
Hua, Renhai
;
Liu, Qingfu
;
Zhang, Ping
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2022-2040
Persistent link: https://www.econbiz.de/10013465839
Saved in:
2
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
Saved in:
3
VIX futures pricing based on high-frequency VIX : a hybrid approach combining SVR with parametric models
Qiao, Gaoxiu
;
Jiang, Gongyue
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1238-1260
Persistent link: https://www.econbiz.de/10014339401
Saved in:
4
Optimal futures hedging by using
realized
semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
5
Are option traders more informed than Twitter users? : a PVAR analysis
Frino, Alex
;
Xu, Caihong
;
Zhou, Z. Ivy
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1755-1771
Persistent link: https://www.econbiz.de/10013465812
Saved in:
6
Overnight volatility,
realized
volatility, and option pricing
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1264-1283
Persistent link: https://www.econbiz.de/10013287956
Saved in:
7
Volatility risk premium in Indian options prices
Garg, Sonia
;
Vipul
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 795-812
Persistent link: https://www.econbiz.de/10011392659
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->