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Derivat
USA
330,310
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291,719
Theorie
63,384
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62,379
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40,814
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26,182
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Fabozzi, Frank J.
67
Lien, Da-hsiang Donald
50
Hull, John
47
Benth, Fred Espen
41
Broll, Udo
40
Jarrow, Robert A.
40
Gouriéroux, Christian
27
Kit, Pong Wong
27
Härdle, Wolfgang
25
Shiller, Robert J.
25
Platen, Eckhard
24
White, Alan
24
Wolfers, Justin
24
Brigo, Damiano
23
Carr, Peter
23
Chance, Don M.
23
Joshi, Mark S.
23
Madan, Dilip B.
23
Subrahmanyam, Marti G.
23
Irwin, Scott H.
22
Kolb, Robert W.
22
McAleer, Michael
22
Stulz, René M.
22
Acharya, Viral V.
21
Kavussanos, Manolis G.
21
Rudolph, Bernd
21
Brooks, Robert
20
Leung, Tim
20
Prokopczuk, Marcel
20
Whaley, Robert E.
20
Duffie, Darrell
19
Choudhry, Moorad
18
García, Philip
18
Lee, Cheng F.
18
Perrakis, Stylianos
18
Puttonen, Vesa
18
Ryu, Doojin
18
Schoutens, Wim
18
Till, Hilary
18
Chiarella, Carl
17
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National Bureau of Economic Research
65
Philippinen / National Census and Statistics Office
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
International Organization of Securities Commissions
12
Devlet İstatistik Enstitüsü
9
Indien / Registrar General
9
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
7
Bank für Internationalen Zahlungsausgleich
6
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
6
Institute of Finance and Accounting <London>
6
International Accounting Standards Board
6
OECD
6
Springer Fachmedien Wiesbaden
6
Asia Pacific Association of Derivatives
5
Chambre de commerce et d'industrie de Paris
5
Deutsche Forschungsgemeinschaft
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Großbritannien / Government / Statistical Service
5
Großbritannien / Office of Population Censuses and Surveys
5
Philippinen / Bureau of the Census and Statistics
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universität Augsburg / Institut für Volkswirtschaftslehre
5
Universität Zürich / Institut für Schweizerisches Bankwesen
5
Frank J. Fabozzi Associates <New Hope, Pa.>
4
Group of Thirty / Global Derivatives Study Group
4
International Options Market Association
4
International Swaps and Derivatives Associations
4
Internationaler Währungsfonds
4
New York Institute of Finance
4
School of Accounting, Economics and Finance <Geelong>
4
School of Finance and Business Economics <Perth, Western Australia>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
The Wharton Financial Institutions Center
4
USA / Commodity Futures Trading Commission
4
USA / General Accounting Office
4
Österreichische Termin- und Optionenbörse <Wien>
4
Australien / Bureau of Mineral Resources, Geology and Geophysics
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Bank of England
3
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The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
170
Energy economics
122
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
80
Journal of financial economics
77
International review of financial analysis
70
Finance research letters
69
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
Quantitative finance
63
The European journal of finance
62
International review of economics & finance : IREF
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
60
European journal of operational research : EJOR
57
SpringerLink / Bücher
55
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
43
Applied economics letters
41
Economics letters
40
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Risks : open access journal
37
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
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ECONIS (ZBW)
13,942
EconStor
18
OLC EcoSci
2
Showing
1
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date (newest first)
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1
Relationships among US S&P500 stock index, its
futures
and NASDAQ index
futures
with
volatility
spillover and jump diffusion : modeling and
hedging
performance
Liu, Hsiang-Hsi
;
Lin, Yu-Cheng
- In:
Bulletin of applied economics
8
(
2022
)
1
,
pp. 121-148
Persistent link: https://www.econbiz.de/10013271045
Saved in:
2
From pit to electronic trading : impact on price
volatility
of U.S. treasury
futures
Orłowski, Lucjan T.
- In:
Review of financial economics : RFE
25
(
2015
),
pp. 3-9
Persistent link: https://www.econbiz.de/10011498204
Saved in:
3
Futures
market
volatility
: what has changed?
Bollen, Nicolas P. B.
;
Whaley, Robert E.
- In:
The journal of futures markets
35
(
2015
)
5
,
pp. 426-454
Persistent link: https://www.econbiz.de/10011405386
Saved in:
4
Futures
hedging
with stochastic
volatility
: a new method
Alghalith, Moawia
;
Floros, Christos
- In:
International journal of computational economics and …
10
(
2020
)
2
,
pp. 203-207
Persistent link: https://www.econbiz.de/10012226719
Saved in:
5
Persistence of
volatility
in
futures
markets
Chen, Zhiyao
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
26
(
2006
)
6
,
pp. 571-594
Persistent link: https://www.econbiz.de/10003319540
Saved in:
6
Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun
;
Lin, Ya-Ling
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
4
,
pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
Saved in:
7
Predicting
volatility
of the Shanghai silver
futures
market : what is the role of the U.S. options market?
Luo, Xingguo
;
Ye, Zinan
- In:
Finance research letters
15
(
2015
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
Saved in:
8
Volatility
spillovers in US crude oil, ethanol, and corn
futures
markets
Trujillo-Barrera, Andrés
;
Mallory, Mindy
;
García, Philip
- In:
Journal of agricultural and resource economics : JARE ; …
37
(
2012
)
2
,
pp. 247-262
Persistent link: https://www.econbiz.de/10009675250
Saved in:
9
Volatility
forecasting for crude oil
futures
Marzo, Massimiliano
;
Zagaglia, Paolo
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1587-1599
Persistent link: https://www.econbiz.de/10009232176
Saved in:
10
Volatility
transmission in crude oil, gold, Standard and Poor's 500 and US Dollar Index
futures
using vector autoregressive-multivariate generalized autoregressive conditional hete...
Tanattrin Bunnag
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10011448160
Saved in:
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