//--> //--> //--> //-->
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"
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
Ratings-based credit risk mode...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
797
United States
774
Commodity exchange
191
Warenbörse
191
Derivat
179
Derivative
179
Hedging
149
Theorie
146
Theory
146
Volatility
138
Volatilität
138
Index futures
133
Index-Futures
133
Commodity derivative
111
Rohstoffderivat
111
Börsenkurs
94
Share price
94
Interest rate derivative
93
Zinsderivat
93
Estimation
91
Schätzung
91
Portfolio selection
83
Portfolio-Management
83
Currency derivative
65
Währungsderivat
65
Public bond
55
Öffentliche Anleihe
55
Option trading
53
Optionsgeschäft
53
Option pricing theory
51
Optionspreistheorie
51
Sojabohne
44
Soybean
44
Capital income
40
Kapitaleinkommen
40
Forecasting model
35
Prognoseverfahren
35
CAPM
34
Credit risk
34
Kreditrisiko
34
more ...
less ...
Online availability
All
Undetermined
71
Free
6
Type of publication
All
Article
888
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
866
Aufsatz in Zeitschrift
866
Collection of articles of several authors
3
Reprint
3
Sammelwerk
3
Bibliografie enthalten
1
Bibliography included
1
Case study
1
Conference paper
1
Conference proceedings
1
Fallstudie
1
Konferenzbeitrag
1
Konferenzschrift
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
881
Undetermined
10
Author
All
Brorsen, B. Wade
12
Lien, Da-hsiang Donald
12
Daigler, Robert T.
10
Kolb, Robert W.
9
Locke, Peter R.
9
Wang, George H. K.
9
Edwards, Franklin R.
8
Tse, Yiuman
8
Gay, Gerald D.
7
Kurov, Alexander
7
Ma, Christopher K.
7
Schneeweis, Thomas
7
Bali, Turan G.
6
Chatrath, Arjun
6
Irwin, Scott H.
6
Kahl, Kandice H.
6
Krehbiel, Timothy L.
6
Milonas, Nikolaos T.
6
Simon, David P.
6
Webb, Robert I.
6
Whaley, Robert E.
6
Chang, Eric Chieh
5
Ederington, Louis H.
5
Frino, Alex
5
Fung, Hung-gay
5
Hayenga, Marvin L.
5
Hegde, Shantaram P.
5
Herbst, Anthony F.
5
Koch, Timothy W.
5
Martell, Terrence F.
5
Zhang, Jin E.
5
Adkins, Lee Chester
4
Bollen, Nicolas P. B.
4
Cakici, Nusret
4
Cornell, Bradford
4
Dutt, Hans R.
4
Farris, Paul L.
4
Fishe, Raymond P. H.
4
García, Philip
4
Haigh, Michael S.
4
more ...
less ...
Institution
All
Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
Published in...
All
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
11,762
NBER working paper series
4,081
The American economic review
2,428
Discussion paper / Centre for Economic Policy Research
2,155
Journal of banking & finance
1,993
Discussion paper series / IZA
1,851
NBER Working Paper
1,815
The journal of finance : the journal of the American Finance Association
1,622
American journal of agricultural economics
1,556
Applied economics
1,490
The review of financial studies
1,462
The review of economics and statistics
1,449
Working paper
1,298
Journal of financial economics
1,189
Economics letters
1,046
European journal of operational research : EJOR
1,038
Finance and economics discussion series
980
Journal of financial and quantitative analysis : JFQA
973
Economic review
936
CESifo working papers
912
IZA Discussion Papers
903
Southern economic journal
893
Economic inquiry : journal of the Western Economic Association International
870
Monthly labor review : MLR
859
National tax journal
853
Journal of money, credit and banking : JMCB
830
Finance research letters
792
Journal of human resources : JHR
767
The journal of economic perspectives : EP ; a journal of the American Economic Association
703
Journal of political economy
693
Applied economics letters
684
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
683
SpringerLink / Bücher
676
Discussion paper
673
Energy economics
645
The journal of law & economics
644
The quarterly journal of economics
644
International review of financial analysis
637
Challenge
634
more ...
less ...
Source
All
ECONIS (ZBW)
891
Showing
1
-
10
of
891
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation and testing of portfolio Value-at-Risk based on L-comoment matrices
Liu, Wei-han
- In:
The journal of futures markets
30
(
2010
)
9
,
pp. 897-908
Persistent link: https://www.econbiz.de/10008900925
Saved in:
2
Improved estimation of portfolio value-at-risk under Copula models with mixed marginals
Miller, Douglas J.
;
Liu, Wei-han
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 997-1018
Persistent link: https://www.econbiz.de/10003391974
Saved in:
3
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:
4
Valuing retail credit tranches with structural, double mixture models
Bae, Taehan
;
Iscoe, Ian
;
Kim, Changki
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 849-867
Persistent link: https://www.econbiz.de/10011392664
Saved in:
5
The credit risk components of a swap portfolio
Hübner, Georges
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
Saved in:
6
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
Saved in:
7
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 441-454
Persistent link: https://www.econbiz.de/10001769698
Saved in:
8
Value at risk and conditional extreme value theory via Markov regime switching models
Samuel, Yau Man Ze-To
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10003647707
Saved in:
9
Dynamic trading value at risk : futures floor trading
Lee, Jongdoo
;
Locke, Peter R.
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1217-1234
Persistent link: https://www.econbiz.de/10003392011
Saved in:
10
How important is a non-default factor for CDS valuation?
Guo, Biao
;
Han, Qian
;
Lee, Jaeram
;
Ryu, Doojin
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1088-1101
Persistent link: https://www.econbiz.de/10011546218
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...
//-->