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~isPartOf:"The journal of futures markets"
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Search: subject:"volatility"
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Volatility
357
Volatilität
357
USA
128
United States
128
Option pricing theory
83
Optionspreistheorie
83
Börsenkurs
73
Share price
73
Index futures
69
Index-Futures
69
Option trading
67
Optionsgeschäft
67
Estimation
61
Schätzung
61
Commodity derivative
55
Rohstoffderivat
55
Derivat
50
Derivative
50
Theorie
45
Theory
45
ARCH model
40
ARCH-Modell
40
Forecasting model
35
Prognoseverfahren
35
Welt
32
World
32
Stochastic process
31
Stochastischer Prozess
31
Capital income
30
Hedging
30
Kapitaleinkommen
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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Undetermined
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Free
22
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Article
370
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370
Aufsatz in Zeitschrift
370
Conference paper
1
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1
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English
370
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Zhang, Jin E.
9
Daigler, Robert T.
7
Bali, Turan G.
5
Ederington, Louis H.
5
Simon, David P.
5
Wang, George H. K.
5
Hung, Mao-Wei
4
Lai, Yu-Sheng
4
Robe, Michel A.
4
Xu, Caihong
4
Agarwalla, Sobhesh Kumar
3
Chatrath, Arjun
3
Chen, Zhiyao
3
Chou, Robin K.
3
Elder, John
3
Elliott, Robert J.
3
Fonseca, José da
3
Fung, Joseph K. W.
3
Gray, Philip K.
3
Guan, Wei
3
Luo, Xingguo
3
Martens, Martin
3
McMillan, David G.
3
Ramchander, Sanjay
3
Shu, Jinghong
3
Wang, Zhiguang
3
Whaley, Robert E.
3
Arisoy, Yakup Eser
2
Badshah, Ihsan Ullah
2
Bohl, Martin T.
2
Bollen, Nicolas P. B.
2
Byun, Suk Joon
2
Cai, Jun
2
Charoenwong, Charlie
2
Cheng, Xin
2
Cheung, Stephen Y. L.
2
Chiarella, Carl
2
Corrado, Charles Joseph
2
Câmara, António
2
Dawson, Paul
2
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The journal of futures markets
NBER working paper series
688
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
610
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
545
MPRA Paper
447
Applied economics
439
International review of financial analysis
418
Journal of banking & finance
397
International review of economics & finance : IREF
381
Economic modelling
363
Discussion paper / Centre for Economic Policy Research
361
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Working paper
323
Economics letters
302
Applied economics letters
292
CESifo working papers
290
IZA Discussion Paper
272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
228
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
190
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
178
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
167
International Journal of Energy Economics and Policy : IJEEP
166
IMF working papers
164
CESifo Working Paper Series
159
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ECONIS (ZBW)
370
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370
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1
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:
2
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:
3
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
Saved in:
4
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:
5
Futures trading costs and market microstructure invariance : identifying bet activity
Hou, Ai Jun
;
Nordén, Lars L.
;
Xu, Caihong
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 901-922
Persistent link: https://www.econbiz.de/10014536704
Saved in:
6
Lever up! : an analysis of options trading in leveraged ETFs
Gilstrap, Collin
;
Petkevich, Alex
;
Teterin, Pavel
; …
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 986-1002
Persistent link: https://www.econbiz.de/10014536712
Saved in:
7
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:
8
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:
9
A model-free approximation for barrier options in a general stochastic
volatility
framework
Rolloos, Frido
;
Shiraya, Kenichiro
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 923-935
Persistent link: https://www.econbiz.de/10014536706
Saved in:
10
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:
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