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~subject:"VIX futures"
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VIX futures
VIX
493
Volatility
480
Volatilität
473
Börsenkurs
224
Share price
222
Capital income
147
Kapitaleinkommen
147
Estimation
131
Schätzung
130
Option pricing theory
108
Optionspreistheorie
108
ARCH-Modell
103
ARCH model
102
Aktienindex
93
Stock index
91
Stock market
91
Aktienmarkt
90
Forecasting model
90
Prognoseverfahren
90
Optionsgeschäft
82
Option trading
81
Welt
75
World
74
Risikoprämie
68
Risk premium
67
Risk
66
Derivat
63
Derivative
63
Index futures
62
Index-Futures
62
Portfolio-Management
60
Risiko
58
Portfolio selection
57
Stochastic process
55
Stochastischer Prozess
55
USA
49
Implied volatility
46
United States
45
Theorie
42
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Free
24
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Article
54
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Article in journal
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Aufsatz in Zeitschrift
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7
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4
Graue Literatur
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Non-commercial literature
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1
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English
60
Undetermined
17
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Chang, Chia-Lin
18
McAleer, Michael
18
Jiménez-Martín, Juan-Ángel
6
Pérez-Amaral, Teodosio
6
Allen, David E.
5
Amaral, Teodosio Perez
4
Amaral, Teodosio Pérez
4
Casarin, Roberto
4
Van Tassel, Peter
4
Jimenez-Martin, Juan Angel Jimenez Martin
3
Lee, Hsiu-chuan
3
Wang, Tianyi
3
Zhang, Jin E.
3
Avellaneda, Marco
2
Chen, Yu-Lun
2
Drimus, Gabriel
2
Eraker, Bjørn
2
Farkas, Walter
2
Fassas, Athanasios P.
2
Hourvouliades, Nikolas
2
Jimenez-Martin, Jimenez-Martin, J-A.
2
Johnson, Travis L.
2
Lien, Da-hsiang Donald
2
Lin, Yueh-neng
2
Maasoumi, Esfandiar
2
Papanicolaou, Andrew
2
Perez-Amaral, Perez-Amaral, T.
2
Pérez Amaral, Teodosio
2
Tsai, Wei-Che
2
Yang, J. Jimmy
2
Aberkane, Salah
1
Allen, Allen, D.E.
1
Allen, David Edmund
1
Aly, Sidi Mohamed Ould
1
Badshah, Ihsan Ullah
1
Bahaji, Hamza
1
Ballestra, Luca Vincenzo
1
Brenner, Menachem
1
Bu, Ruijun
1
Casarin, Casarin, R.
1
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
4
Department of Economics and Finance, College of Business and Economics
3
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
Institute of Economic Research, Kyoto University
3
Tinbergen Instituut
1
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
1
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The journal of futures markets
7
Journal of empirical finance
5
Documentos de Trabajo del ICAE
4
Econometric Institute Research Papers
3
Journal of econometrics
3
KIER Working Papers
3
Working Papers in Economics
3
Applied mathematical finance
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Managerial Finance
2
Staff Report
2
Staff reports / Federal Reserve Bank of New York
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Algorithmic finance
1
Applied economics
1
Discussion paper / Tinbergen Institute
1
Dynamic Econometric Models
1
Economic modelling
1
Finance and stochastics
1
Finance research letters
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of emerging markets
1
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
Journal of Banking & Finance
1
Journal of Risk and Financial Management
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and Computers in Simulation (MATCOM)
1
Quantitative finance
1
Review of Derivatives Research
1
Review of derivatives research
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ECONIS (ZBW)
51
RePEc
21
EconStor
4
Other ZBW resources
1
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1
Trading activity of
VIX
futures and options around FOMC announcements
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Yang, J. Jimmy
- In:
International review of financial analysis
94
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014543990
Saved in:
2
Empirical performance of component GARCH models in pricing
VIX
term structure and
VIX
futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
3
Dynamics in the
VIX
complex
Posselt, Anders Merrild
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1665-1687
Persistent link: https://www.econbiz.de/10013465804
Saved in:
4
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:
5
Vix
modeling for a market insider
Hess, Markus
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014497258
Saved in:
6
Effects of nondiscretionary trading on futures prices
O'Neill, Michael J.
;
Whaley, Robert E.
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 33-68
Persistent link: https://www.econbiz.de/10013465890
Saved in:
7
Consistent time-homogeneous modeling of SPX and
VIX
derivatives
Papanicolaou, Andrew
- In:
Mathematical finance : an international journal of …
32
(
2022
)
3
,
pp. 907-940
Persistent link: https://www.econbiz.de/10013331067
Saved in:
8
Irregularities in forward-looking volatility
Qadan, Mahmoud
;
Nisani, Doron
;
Eichel, Ron
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 489-501
Persistent link: https://www.econbiz.de/10014249179
Saved in:
9
Dynamics of information leadership in the volatility complex with trading time changes : evidence from
VIX
futures and
VIX
ETPs
Hurwitz, Catalina I.
;
Mishra, Suchismita
;
Daigler, Robert T.
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 63-79
Persistent link: https://www.econbiz.de/10013459963
Saved in:
10
Do
VIX
futures contribute to the valuation of
VIX
options?
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1644-1664
Persistent link: https://www.econbiz.de/10013465803
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