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~isPartOf:"Applied economics letters"
~isPartOf:"The journal of futures markets"
~subject:"Announcement effect"
~subject:"Prognoseverfahren"
~subject:"World"
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Announcement effect
Prognoseverfahren
World
Börsenkurs
596
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596
Option pricing theory
294
Optionspreistheorie
294
Volatility
236
Volatilität
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Chen, Jian
2
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Olson, Eric
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Applied economics letters
The journal of futures markets
Finance research letters
267
International review of financial analysis
188
Journal of banking & finance
175
Journal of financial economics
118
International review of economics & finance : IREF
116
NBER working paper series
109
The journal of finance : the journal of the American Finance Association
109
Journal of empirical finance
105
Energy economics
103
Research in international business and finance
99
Applied economics
97
Working paper / National Bureau of Economic Research, Inc.
97
The North American journal of economics and finance : a journal of financial economics studies
94
Pacific-Basin finance journal
93
Review of quantitative finance and accounting
88
Journal of international financial markets, institutions & money
82
NBER Working Paper
82
Economic modelling
77
Journal of financial and quantitative analysis : JFQA
77
The review of financial studies
77
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
76
The European journal of finance
69
Journal of forecasting
67
The journal of corporate finance : contracting, governance and organization
65
Journal of risk and financial management : JRFM
55
The accounting review : a publication of the American Accounting Association
49
Global finance journal
48
Journal of financial markets
48
International journal of finance & economics : IJFE
47
Management science : journal of the Institute for Operations Research and the Management Sciences
47
Applied financial economics
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Journal of international money and finance
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International journal of economics and finance
45
International journal of forecasting
44
CESifo working papers
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1
Predicting stock market volatility : a new measure
Fleming, Jeff
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
Saved in:
2
Pricing vulnerable options with jump clustering
Ma, Yong
;
Shrestha, Keshab
;
Xu, Weidong
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
Saved in:
3
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:
4
Option pricing with the realized GARCH model : an analytical approximation approach
Huang, Zhuo
;
Wang, Tianyi
;
Hansen, Peter Reinhard
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 328-358
Persistent link: https://www.econbiz.de/10011950674
Saved in:
5
Forecasting volatility : roles of sampling frequency and forecasting horizon
Chan, Wing Hong
;
Cheng, Xin
;
Fung, Joseph K. W.
- In:
The journal of futures markets
30
(
2010
)
12
,
pp. 1167-1191
Persistent link: https://www.econbiz.de/10008901291
Saved in:
6
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
7
A Skellam market model for loan prime rate options
Chen, Zhanyu
;
Zhang, Kai
;
Zhao, Hongbiao
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10012817951
Saved in:
8
Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin
;
Kang, Jangkoo
;
Suh, Sangwon
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 127-147
Persistent link: https://www.econbiz.de/10011348461
Saved in:
9
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:
10
Multistep forecast of the implied volatility surface using deep learning
Medvedev, Nikita
;
Wang, Zhiguang
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 645-667
Persistent link: https://www.econbiz.de/10013187579
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