//--> //--> //--> //-->
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:"Journal of empirical finance"
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
Option valuation, optimization...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
199
Portfolio-Management
199
Theorie
105
Theory
105
Capital income
97
Kapitaleinkommen
97
Estimation
57
Schätzung
57
CAPM
56
Volatility
53
Volatilität
53
Option pricing theory
40
Optionspreistheorie
40
Forecasting model
37
Prognoseverfahren
37
Risiko
36
Risk
36
Börsenkurs
34
Share price
34
Anlageverhalten
33
Behavioural finance
33
Investment Fund
31
Investmentfonds
31
ARCH model
24
ARCH-Modell
24
Aktienmarkt
22
Risikoprämie
22
Risk premium
22
Stock market
22
Risikomaß
21
Risk measure
21
USA
20
United States
20
Welt
18
World
18
Commodity derivative
15
Estimation theory
15
Rohstoffderivat
15
Schätztheorie
15
Time series analysis
14
more ...
less ...
Online availability
All
Undetermined
143
Free
1
Type of publication
All
Article
256
Type of publication (narrower categories)
All
Article in journal
256
Aufsatz in Zeitschrift
256
Language
All
English
256
Author
All
Nijman, Theodore E.
4
Gouriéroux, Christian
3
Liao, Yin
3
Rhee, S. Ghon
3
Scherer, Bernd
3
Wang, Yudong
3
Ammann, Manuel
2
Bernardi, Mauro
2
Blitz, David
2
Cheng, Tingting
2
Chiang, I-Hsuan Ethan
2
Chou, Pin-huang
2
Christiansen, Charlotte
2
Conlon, Thomas
2
Fang, Yi
2
Fulkerson, Jon A.
2
Ko, Kuan-Cheng
2
Koedijk, Kees
2
Kolokolova, Olga
2
Kryzanowski, Lawrence
2
Kwok, Simon Sai Man
2
Ledoit, Olivier
2
Lee, Minjoon
2
Lin, Ming-Tsung
2
Ma, Feng
2
Martens, Martin
2
Moor, Lieven de
2
Myers, Robert J.
2
Pesaran, M. Hashem
2
Post, Thierry
2
Rakowski, David
2
Riley, Timothy B.
2
Roon, Frans de
2
Scaillet, Olivier
2
Schauten, Maximilien Bernard Joseph
2
Sercu, Piet
2
Stark, Jeffrey R.
2
Stentoft, Lars
2
Swinkels, Laurens
2
Vries, Casper G. de
2
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of banking & finance
820
The journal of futures markets
768
Finance research letters
672
NBER working paper series
671
International journal of theoretical and applied finance
661
Working paper / National Bureau of Economic Research, Inc.
585
European journal of operational research : EJOR
546
Insurance / Mathematics & economics
495
NBER Working Paper
479
Energy economics
463
Mathematical finance : an international journal of mathematics, statistics and financial theory
412
Finance and stochastics
394
Quantitative finance
393
International review of financial analysis
392
Journal of economic dynamics & control
365
Journal of financial economics
359
Applied economics
339
The journal of finance : the journal of the American Finance Association
322
Applied mathematical finance
311
Research paper series / Swiss Finance Institute
301
Risks : open access journal
283
The journal of computational finance
283
International review of economics & finance : IREF
278
Economic modelling
274
The journal of asset management
271
The journal of portfolio management : a publication of Institutional Investor
269
The European journal of finance
265
The review of financial studies
263
Discussion paper / Centre for Economic Policy Research
261
The North American journal of economics and finance : a journal of financial economics studies
257
Journal of financial and quantitative analysis : JFQA
255
Management science : journal of the Institute for Operations Research and the Management Sciences
252
SpringerLink / Bücher
247
The journal of derivatives : the official publication of the International Association of Financial Engineers
240
Applied economics letters
234
Computational economics
229
Economics letters
229
Working paper
228
Journal of risk and financial management : JRFM
224
more ...
less ...
Source
All
ECONIS (ZBW)
256
Showing
1
-
10
of
256
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
2
Market sentiment in commodity futures returns
Gao, Lin
;
Süss, Stephan
- In:
Journal of empirical finance
33
(
2015
),
pp. 84-103
Persistent link: https://www.econbiz.de/10011556855
Saved in:
3
The impact of liquidity risk in the Chinese banking system on the global commodity markets
Jo, Yonghwan
;
Kim, Jihee
;
Santos, Francisco
- In:
Journal of empirical finance
66
(
2022
),
pp. 23-50
Persistent link: https://www.econbiz.de/10013370586
Saved in:
4
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
5
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
6
Diversification benefits of commodities : a stochastic dominance efficiency approach
Daskalaki, Charoula
;
Skiadopoulos, George
;
Topaloglou, …
- In:
Journal of empirical finance
44
(
2017
),
pp. 250-269
Persistent link: https://www.econbiz.de/10011818029
Saved in:
7
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
8
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
9
Excess demand and price formation during a Walrasian auction
Eaves, James
;
Melvin, Michael
;
Mohapatra, Sandeep
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 533-548
Persistent link: https://www.econbiz.de/10003759595
Saved in:
10
Price dynamics in refined petroleum spot and futures markets
Ng, Victor K.
- In:
Journal of empirical finance
2
(
1996
)
4
,
pp. 359-388
Persistent link: https://www.econbiz.de/10001208684
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...
//-->