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~isPartOf:"The journal of futures markets"
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A Comparison of Alternative Fo...
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Year of publication
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Subject
All
Volatility
360
Volatilität
360
USA
170
United States
169
Index futures
83
Index-Futures
83
Option pricing theory
83
Optionspreistheorie
83
Capital income
82
Forecasting model
82
Kapitaleinkommen
82
Prognoseverfahren
82
Estimation
81
Schätzung
81
Börsenkurs
80
Share price
80
Option trading
72
Optionsgeschäft
72
Commodity derivative
70
Rohstoffderivat
70
Derivat
67
Derivative
67
Theorie
58
Theory
58
ARCH model
45
ARCH-Modell
45
Hedging
38
Welt
35
World
35
Handelsvolumen der Börse
32
Trading volume
32
Stochastic process
31
Stochastischer Prozess
31
Yield curve
28
Zinsstruktur
28
Aktienindex
27
Stock index
27
Anlageverhalten
24
Behavioural finance
24
Commodity exchange
23
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Online availability
All
Undetermined
124
Free
24
Type of publication
All
Article
452
Type of publication (narrower categories)
All
Article in journal
451
Aufsatz in Zeitschrift
451
Conference paper
2
Konferenzbeitrag
2
Language
All
English
452
Author
All
Zhang, Jin E.
9
Daigler, Robert T.
7
Bali, Turan G.
5
Ederington, Louis H.
5
Fung, Joseph K. W.
5
Lai, Yu-Sheng
5
Simon, David P.
5
Wang, George H. K.
5
Agarwalla, Sobhesh Kumar
4
Luo, Xingguo
4
Robe, Michel A.
4
Xu, Caihong
4
Byun, Suk Joon
3
Chatrath, Arjun
3
Chen, Zhiyao
3
Chou, Robin K.
3
Câmara, António
3
Doran, James S.
3
Elder, John
3
Fonseca, José da
3
Gray, Philip K.
3
Guan, Wei
3
Hung, Mao-Wei
3
Kim, Changki
3
Lien, Da-hsiang Donald
3
Martens, Martin
3
McMillan, David G.
3
Miffre, Joëlle
3
Peterson, David R.
3
Ramchander, Sanjay
3
Ryu, Doojin
3
Shu, Jinghong
3
Taylor, Stephen
3
Tse, Yiuman
3
Varma, Jayanth Rama
3
Wang, Zhiguang
3
Whaley, Robert E.
3
Xu, Qi
3
Äijö, Janne
3
Arisoy, Yakup Eser
2
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Published in...
All
The journal of futures markets
International journal of forecasting
1,629
NBER working paper series
1,260
Finance research letters
1,173
Working paper / National Bureau of Economic Research, Inc.
1,136
NBER Working Paper
1,031
Journal of forecasting
921
Journal of banking & finance
920
Energy economics
905
International review of financial analysis
883
Applied economics
857
Journal of econometrics
715
Applied economics letters
685
International review of economics & finance : IREF
658
Economic modelling
643
Economics letters
626
Applied financial economics
624
Journal of empirical finance
596
Working paper
586
Journal of financial economics
583
Discussion paper / Centre for Economic Policy Research
580
The North American journal of economics and finance : a journal of financial economics studies
550
Pacific-Basin finance journal
515
Research in international business and finance
502
The journal of finance : the journal of the American Finance Association
483
Journal of international financial markets, institutions & money
457
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
444
The review of financial studies
423
The journal of real estate finance and economics
421
Journal of international money and finance
419
Discussion paper / Tinbergen Institute
414
The European journal of finance
412
CESifo working papers
399
Journal of risk and financial management : JRFM
392
Review of quantitative finance and accounting
373
European journal of operational research : EJOR
371
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
362
Journal of financial and quantitative analysis : JFQA
358
Technological forecasting & social change : an international journal
351
Management science : journal of the Institute for Operations Research and the Management Sciences
346
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ECONIS (ZBW)
452
Showing
1
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10
of
452
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1
Implied
volatility
forecasts in the grains complex
Simon, David P.
- In:
The journal of futures markets
22
(
2002
)
10
,
pp. 959-981
Persistent link: https://www.econbiz.de/10001696759
Saved in:
2
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:
3
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:
4
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:
5
Predictive power of the implied
volatility
term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
6
Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
7
Predicting changes in T-bond futures spreads using implied yields from T-bill futures
Akemann, Charles A.
- In:
The journal of futures markets
6
(
1986
)
2
,
pp. 223-230
Persistent link: https://www.econbiz.de/10003475237
Saved in:
8
Conditional OLS minimum variance hedge ratios
Miffre, Joëlle
- In:
The journal of futures markets
24
(
2004
)
10
,
pp. 945-964
Persistent link: https://www.econbiz.de/10002190261
Saved in:
9
Who and what drives informed options trading after the market opens?
Kang, Jongho
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 338-364
Persistent link: https://www.econbiz.de/10012817917
Saved in:
10
Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?
Procasky, William J.
;
Yin, Anwen
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1466-1490
Persistent link: https://www.econbiz.de/10013287989
Saved in:
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