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~isPartOf:"The journal of futures markets"
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Commodity Price Volatility Acr...
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Volatility
360
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360
USA
128
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128
Option pricing theory
78
Optionspreistheorie
78
Börsenkurs
69
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69
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68
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66
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361
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Zhang, Jin E.
9
Daigler, Robert T.
7
Bali, Turan G.
5
Ederington, Louis H.
5
Simon, David P.
5
Wang, George H. K.
5
Lai, Yu-Sheng
4
Robe, Michel A.
4
Xu, Caihong
4
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Guan, Wei
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Hung, Mao-Wei
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Luo, Xingguo
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Ramchander, Sanjay
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Shu, Jinghong
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The journal of futures markets
MPRA Paper
1,379
Energy economics
621
Finance research letters
554
NBER working paper series
524
NBER Working Papers
505
CEPR Discussion Papers
481
Working paper / National Bureau of Economic Research, Inc.
468
International review of financial analysis
421
ECB Working Paper
420
NBER Working Paper
417
Working Paper
399
Applied economics
386
Journal of banking & finance
379
CESifo working papers
371
International review of economics & finance : IREF
365
CESifo Working Paper
354
Economic modelling
349
The North American journal of economics and finance : a journal of financial economics studies
326
Journal of econometrics
323
Discussion paper / Tinbergen Institute
310
CESifo Working Paper Series
305
Working paper
295
Journal of empirical finance
271
Applied economics letters
266
Applied financial economics
266
Research in international business and finance
256
Economics letters
248
International journal of theoretical and applied finance
246
Journal of international money and finance
241
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
237
IMF Working Papers
227
Journal of risk and financial management : JRFM
211
Working paper series / European Central Bank
210
Economics Bulletin
204
IMF Working Paper
203
Tinbergen Institute Discussion Paper
192
Quantitative finance
191
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ECONIS (ZBW)
361
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361
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1
The bias in time series
volatility
forecasts
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 305-323
Persistent link: https://www.econbiz.de/10003962585
Saved in:
2
Assessing the asymmetric
volatility
linkages of energy and agricultural commodity futures during low and high
volatility
regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
3
The information content of the
volatility
index options trading volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Saved in:
4
Foreign exchange futures
volatility
: day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements
Han, Li-ming
;
Kling, John L.
;
Sell, Clifford W.
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 665-693
Persistent link: https://www.econbiz.de/10001410397
Saved in:
5
Harvest contract price
volatility
for cotton
Hudson, Darren
;
Coble, Keith
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 717-733
Persistent link: https://www.econbiz.de/10001410406
Saved in:
6
Intertemporal
volatility
and price interactions between Australian and Japanese spot and future stock index markets
Sim, Ah-boon
;
Zurbreugg, Ralf
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 523-540
Persistent link: https://www.econbiz.de/10001410418
Saved in:
7
Returns and
volatility
in the Kuala Lumpur crude palm oil futures market
Liew, Keng Yap
;
Brooks, Robert D.
- In:
The journal of futures markets
18
(
1998
)
8
,
pp. 985-999
Persistent link: https://www.econbiz.de/10001352427
Saved in:
8
An empirical examination of the SIMEX Nikkei 225 futures contract around the Kobé earthquake and the Barings Bank collapse
Walsh, David M.
;
Quek, Jinwei
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001377130
Saved in:
9
Detecting and modeling changing
volatility
in the copper futures market
Brackert, Kevin
;
Smith, Kenneth L.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 79 -100
Persistent link: https://www.econbiz.de/10001377599
Saved in:
10
The temporal relationship between derivatives trading and spot market
volatility
in the UK : empirical analysis and Monte Carlo evidence
Kyriacou, Kyriacos
;
Sarno, Lucio
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 245-270
Persistent link: https://www.econbiz.de/10001377821
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