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~isPartOf:"The journal of futures markets"
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Volatility
360
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360
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128
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128
Option pricing theory
78
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78
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69
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69
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Zhang, Jin E.
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The journal of futures markets
MPRA Paper
1,458
CEPR Discussion Papers
874
Energy economics
631
NBER Working Papers
612
Finance research letters
596
Working Paper
534
NBER working paper series
525
Working paper / National Bureau of Economic Research, Inc.
468
CESifo Working Paper
447
CESifo working papers
436
International review of financial analysis
421
ECB Working Paper
419
NBER Working Paper
417
IMF Working Paper
411
Applied economics
408
CESifo Working Paper Series
402
Economic modelling
402
Journal of banking & finance
381
International review of economics & finance : IREF
379
Working paper
377
The North American journal of economics and finance : a journal of financial economics studies
330
Journal of econometrics
322
IZA Discussion Papers
290
Applied economics letters
286
Economics letters
270
Applied financial economics
266
Journal of empirical finance
266
Research in international business and finance
262
Discussion paper / Centre for Economic Policy Research
246
International journal of theoretical and applied finance
245
Discussion paper / Tinbergen Institute
244
Journal of international financial markets, institutions & money
244
Journal of international money and finance
241
Journal of risk and financial management : JRFM
206
Working paper series / European Central Bank
203
Quantitative finance
191
Journal of financial economics
189
International Journal of Energy Economics and Policy : IJEEP
187
IMF working papers
184
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ECONIS (ZBW)
361
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1
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10
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361
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date (oldest first)
1
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:
2
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:
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
A test of the Samuelson hypothesis using realized range
Kalev, Petko S.
;
Huu Nhan Duong
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 680-696
Persistent link: https://www.econbiz.de/10003715120
Saved in:
5
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
6
The specification of GARCH models with stochastic covariates
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
Saved in:
7
An examination of the complementary volume-
volatility
information theories
Chen, Zhiyao
;
Daigler, Robert T.
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 963-992
Persistent link: https://www.econbiz.de/10003769899
Saved in:
8
The economic value of
volatility
transmission between the stock and bond markets
Chuliá, Helena
;
Torró, Hipòlit
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1066-1094
Persistent link: https://www.econbiz.de/10003769983
Saved in:
9
Multifactor implied
volatility
functions for HJM models
Kuo, I.-doun
;
Paxson, Dean A.
- In:
The journal of futures markets
26
(
2006
)
8
,
pp. 809-833
Persistent link: https://www.econbiz.de/10003353665
Saved in:
10
New evidence on expiration-day effects using realized
volatility
: an intraday analysis for the Spanish stock exchange
Illueca, M.
;
Lafuente, J. A.
- In:
The journal of futures markets
26
(
2006
)
9
,
pp. 923-938
Persistent link: https://www.econbiz.de/10003356507
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