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:"The journal of futures markets"
~subject:"Volatility"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
USA
336
United States
331
Option pricing theory
261
Optionspreistheorie
261
Commodity exchange
254
Warenbörse
254
Commodity derivative
217
Rohstoffderivat
217
Theorie
198
Theory
198
Volatilität
140
Hedging
118
Derivat
112
Derivative
112
Option trading
96
Optionsgeschäft
96
Portfolio selection
83
Portfolio-Management
83
Estimation
82
Schätzung
82
Börsenkurs
57
Share price
57
Stochastic process
45
Stochastischer Prozess
45
Index futures
44
Index-Futures
44
Sojabohne
44
Soybean
44
Forecasting model
33
Prognoseverfahren
33
Welt
33
World
33
ARCH model
31
ARCH-Modell
31
Capital income
31
Kapitaleinkommen
31
Oil market
27
Ölmarkt
27
Cattle market
26
more ...
less ...
Online availability
All
Undetermined
46
Free
13
Type of publication
All
Article
140
Type of publication (narrower categories)
All
Article in journal
140
Aufsatz in Zeitschrift
140
Conference paper
1
Konferenzbeitrag
1
Language
All
English
140
Author
All
Gray, Philip K.
3
Zhang, Jin E.
3
Byun, Suk Joon
2
Cheng, Xin
2
Corrado, Charles Joseph
2
Câmara, António
2
Daigler, Robert T.
2
Du, Lingshan
2
Elliott, Robert J.
2
Fatone, Lorella
2
Fernandez-Perez, Adrian
2
Fung, Joseph K. W.
2
Huang, Zhuo
2
Kalev, Petko S.
2
Kuo, I.-doun
2
Liang, Fang
2
Lim, Kian-Guan
2
Lin, Yueh-neng
2
Liu, Qingfu
2
Mariani, Francesca
2
Mougoué, Mbodja
2
Paxson, Dean A.
2
Shiraya, Kenichiro
2
Simon, David P.
2
Wang, Zhiguang
2
Zhang, Yuanyuan
2
Zirilli, Francesco
2
Adrangi, Bahram
1
Agarwalla, Sobhesh Kumar
1
Aggarwal, Reena
1
Albert, Pascal
1
Alexander, Carol
1
An, Yunbi
1
Andrikopoulos, Panagiotis
1
Ardakani, Omid M.
1
Aschakulporn, Pakorn
1
Baillie, Richard
1
Bian, Huabin
1
Bjursell, Johan
1
Black, Jane M.
1
more ...
less ...
Published in...
All
The journal of futures markets
Energy economics
201
International journal of theoretical and applied finance
169
Finance research letters
127
Quantitative finance
125
Journal of banking & finance
120
International review of financial analysis
82
Applied mathematical finance
81
The North American journal of economics and finance : a journal of financial economics studies
75
International review of economics & finance : IREF
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
The journal of computational finance
66
Economic modelling
63
Applied economics
58
Journal of econometrics
54
European journal of operational research : EJOR
53
Journal of empirical finance
53
International journal of financial engineering
50
Journal of financial economics
50
Computational economics
49
Review of derivatives research
49
Journal of economic dynamics & control
47
Research paper series / Swiss Finance Institute
46
Risks : open access journal
46
Finance and stochastics
45
Journal of risk and financial management : JRFM
44
Journal of mathematical finance
42
Working paper
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
The European journal of finance
40
Review of quantitative finance and accounting
37
NBER working paper series
36
Journal of international financial markets, institutions & money
35
Applied economics letters
34
Insurance / Mathematics & economics
34
Research in international business and finance
34
Annals of finance
32
Swiss Finance Institute Research Paper
31
Working paper / National Bureau of Economic Research, Inc.
31
International Journal of Energy Economics and Policy : IJEEP
30
more ...
less ...
Source
All
ECONIS (ZBW)
140
Showing
1
-
10
of
140
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility, storage and convenience : evidence from natural gas markets
Susmel, Raul
- In:
The journal of futures markets
17
(
1997
)
1
,
pp. 17-43
Persistent link: https://www.econbiz.de/10001216345
Saved in:
2
Intraday liquidity in soybean complex futures markets
Boer, Thomas A. P. de
;
Gardebroek, Cornelis
;
Pennings, …
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1189-1211
Persistent link: https://www.econbiz.de/10013287941
Saved in:
3
Can night trading reduce price volatility? : evidence from China's corn and corn starch futures markets
Xia, Weiyi
;
Xiong, Tao
;
Li, Miao
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 585-604
Persistent link: https://www.econbiz.de/10014536653
Saved in:
4
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
5
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:
6
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
7
Futures prices and the maturity effect
Galloway, Tina M.
- In:
The journal of futures markets
16
(
1996
)
7
,
pp. 809-828
Persistent link: https://www.econbiz.de/10001209515
Saved in:
8
What moves the gold market?
Cai, Jun
;
Cheung, Stephen Y. L.
;
Wong, Michael C. S.
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 257-278
Persistent link: https://www.econbiz.de/10001556711
Saved in:
9
Volume-volatility relationships for crude oil futures markets
Foster, Andrew J.
- In:
The journal of futures markets
15
(
1995
)
8
,
pp. 929-951
Persistent link: https://www.econbiz.de/10001190833
Saved in:
10
Price volatility and futures margins
Hardouvelis, Gikas A.
- In:
The journal of futures markets
16
(
1996
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10001193435
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...
