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~isPartOf:"The journal of futures markets"
~subject:"EU-Staaten"
~subject:"Volatility"
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EU-Staaten
Volatility
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190
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The journal of futures markets
Energy economics
269
Economic modelling
239
Applied economics
234
Finance research letters
229
CESifo working papers
185
International review of economics & finance : IREF
181
International review of financial analysis
170
International journal of forecasting
166
Working paper series / European Central Bank
165
Applied economics letters
155
ECB Working Paper
154
Journal of forecasting
149
Working paper
149
The North American journal of economics and finance : a journal of financial economics studies
145
Discussion paper / Centre for Economic Policy Research
144
Journal of econometrics
132
Journal of banking & finance
131
Journal of empirical finance
125
Journal of international money and finance
118
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
110
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109
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107
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105
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102
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98
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93
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International journal of finance & economics : IJFE
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82
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80
CESifo Working Paper
69
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59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
86
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1
Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Byström, Hans N. E.
- In:
The journal of futures markets
35
(
2015
)
8
,
pp. 753-775
Persistent link: https://www.econbiz.de/10011392648
Saved in:
2
Forecasting volatility
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of futures markets
25
(
2005
)
5
,
pp. 465-490
Persistent link: https://www.econbiz.de/10002811542
Saved in:
3
Estimation
and forecasting of stock volatility with range-based estimators
Vipul, Joshy Jacob
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 561-581
Persistent link: https://www.econbiz.de/10003715011
Saved in:
4
Forecasting performance of extreme-value volatility estimators
Vipul
;
Jacob, Joshy
- In:
The journal of futures markets
27
(
2007
)
11
,
pp. 1085-1105
Persistent link: https://www.econbiz.de/10003627061
Saved in:
5
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
6
Volatility smile and one-month foreign currency volatility forecasts
Wong, Alfred Huah-Syn
;
Heaney, Richard A.
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 286-312
Persistent link: https://www.econbiz.de/10011669812
Saved in:
7
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:
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
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
10
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
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