//--> //--> //--> //-->
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:"USA"
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_exact:"Volatility"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
USA
Volatility
360
Volatilität
360
United States
128
Option pricing theory
78
Optionspreistheorie
78
Börsenkurs
69
Share price
69
Index futures
68
Index-Futures
68
Option trading
66
Optionsgeschäft
66
Estimation
61
Schätzung
61
Commodity derivative
55
Rohstoffderivat
55
Derivat
49
Derivative
49
ARCH model
42
ARCH-Modell
42
Theorie
40
Theory
40
Forecasting model
34
Prognoseverfahren
34
Capital income
32
Kapitaleinkommen
32
Stochastic process
31
Stochastischer Prozess
31
Hedging
30
Welt
30
World
30
Handelsvolumen der Börse
28
Trading volume
28
Yield curve
24
Zinsstruktur
24
Aktienindex
22
Stock index
22
Aktienmarkt
19
Capital market returns
19
Kapitalmarktrendite
19
more ...
less ...
Online availability
All
Undetermined
18
Type of publication
All
Article
128
Type of publication (narrower categories)
All
Article in journal
128
Aufsatz in Zeitschrift
128
Language
All
English
128
Author
All
Bali, Turan G.
4
Daigler, Robert T.
4
Ederington, Louis H.
4
Simon, David P.
4
Chatrath, Arjun
3
Martens, Martin
3
Arisoy, Yakup Eser
2
Bollen, Nicolas P. B.
2
Chen, Zhiyao
2
Corrado, Charles Joseph
2
Dawson, Paul
2
Doran, James S.
2
Elder, John
2
Giot, Pierre
2
Guan, Wei
2
Kim, Changki
2
Koutmos, Gregory
2
Lim, Kian-Guan
2
Mougoué, Mbodja
2
Parhizgari, Ali M.
2
Peterson, David R.
2
Ramchander, Sanjay
2
Shu, Jinghong
2
Song, Frank M.
2
Tse, Yiuman
2
Wang, George H. K.
2
Whaley, Robert E.
2
Zhang, Jin E.
2
Adrangi, Bahram
1
Aggarwal, Reena
1
Akdeniz, Levent
1
Alexander, Carol
1
Altay-Salih, Aslihan
1
An, Yunbi
1
Antoniou, Antonios
1
Bhanot, Karan
1
Bohl, Martin T.
1
Brackert, Kevin
1
Bredin, Donal
1
Brenner, Menachem
1
more ...
less ...
Published in...
All
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
174
The review of financial studies
81
Discussion paper / Centre for Economic Policy Research
67
Journal of banking & finance
59
The journal of finance : the journal of the American Finance Association
58
Applied financial economics
49
Journal of financial and quantitative analysis : JFQA
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Energy economics
44
The North American journal of economics and finance : a journal of financial economics studies
42
Working paper
40
Journal of empirical finance
39
International review of financial analysis
35
Journal of financial economics
35
Applied economics
32
International review of economics & finance : IREF
32
Finance and economics discussion series
31
The review of economics and statistics
30
Finance research letters
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of international financial markets, institutions & money
29
Economic modelling
28
Economics letters
27
Journal of international money and finance
27
Journal of money, credit and banking : JMCB
26
Journal of econometrics
24
Journal of economics & business
24
The American economic review
24
Econometric Institute research papers
23
Global finance journal
23
Applied economics letters
22
NBER working paper series
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
International finance discussion papers
21
Staff reports / Federal Reserve Bank of New York
20
The journal of real estate finance and economics
20
CESifo working papers
19
Discussion paper / Tinbergen Institute
19
Journal of economics and finance
19
more ...
less ...
Source
All
ECONIS (ZBW)
128
Showing
1
-
10
of
128
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exploring the unpredictable nature of climate policy uncertainty : an empirical analysis of its impact on commodity futures returns in the United States
Tang, Chia-Hsien
;
Lee, Yen-Hsien
;
Liu, Hung-Chun
;
Zeng, …
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1277-1292
Persistent link: https://www.econbiz.de/10014553986
Saved in:
2
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
3
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
Saved in:
4
Variance risk premiums of commodity ETFs
Tee, Chyng Wen
;
Ting, Christopher
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 452-472
Persistent link: https://www.econbiz.de/10011950709
Saved in:
5
Convenience yields in electricity prices : evidence from the natural gas market
Milonas, Nikolaos T.
;
Paratsiokas, Nikolaos
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 522-538
Persistent link: https://www.econbiz.de/10011950731
Saved in:
6
The zero lower bound and economic determinants of the volatility surface in the interest cap markets
Kim, Myeong Hyeon
;
Kim, Changki
;
Hwang, Injun
- In:
The journal of futures markets
37
(
2017
)
6
,
pp. 578-598
Persistent link: https://www.econbiz.de/10011950845
Saved in:
7
Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
Saved in:
8
Macroeconomic conditions and credit default swap spread changes
Kim, Tong Suk
;
Park, Jae Won
;
Park, Yuen Jung
- In:
The journal of futures markets
37
(
2017
)
8
,
pp. 766-802
Persistent link: https://www.econbiz.de/10011950882
Saved in:
9
A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Sheu, Her-jiun
;
Lee, Hsiang-Tai
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10011950956
Saved in:
10
Trading the VIX futures roll and volatility premiums with VIX options
Simon, David P.
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 184-208
Persistent link: https://www.econbiz.de/10011669795
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->