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Volatility, trading volume and...
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All
United States
Volatility
41,125
Volatilität
40,856
Theorie
15,670
Theory
15,355
Derivat
14,007
Derivative
13,970
Börsenkurs
11,393
Share price
11,236
ARCH-Modell
10,624
ARCH model
10,443
Schätzung
10,177
Estimation
9,957
Kapitaleinkommen
8,374
Capital income
8,340
Aktienmarkt
6,935
Stock market
6,874
USA
6,513
Welt
6,123
World
6,019
Optionspreistheorie
5,941
Option pricing theory
5,845
Wechselkurs
4,950
Exchange rate
4,849
Prognoseverfahren
4,514
Forecasting model
4,450
Stochastischer Prozess
4,357
Stochastic process
4,286
Zeitreihenanalyse
4,104
Time series analysis
4,001
Portfolio-Management
3,778
Portfolio selection
3,762
Risk
3,440
Risiko
3,390
Hedging
3,205
Trading volume
3,132
Handelsvolumen der Börse
3,014
Finanzmarkt
3,006
Financial market
2,938
volatility
2,659
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All
Free
1,359
Undetermined
863
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Article
4,072
Book / Working Paper
2,234
Journal
8
Other
1
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All
Article in journal
3,829
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3,829
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1,623
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1,623
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1,426
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1,424
Aufsatz im Buch
229
Book section
229
Hochschulschrift
218
Thesis
190
Collection of articles written by one author
79
Sammlung
79
Lehrbuch
44
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43
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36
Sammelwerk
36
Amtsdruckschrift
32
Government document
32
Glossar enthalten
24
Glossary included
24
Bibliografie enthalten
19
Bibliography included
19
Conference paper
15
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15
Aufsatzsammlung
12
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9
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9
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9
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8
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8
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7
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7
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7
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6
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5
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5
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4
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4
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4
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4
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English
6,172
German
100
French
19
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13
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11
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2
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2
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1
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All
Gupta, Rangan
58
McAleer, Michael
51
Bahmani-Oskooee, Mohsen
34
Bollerslev, Tim
33
Andersen, Torben
27
Diebold, Francis X.
24
Fabozzi, Frank J.
23
Hautsch, Nikolaus
23
Caporale, Guglielmo Maria
21
Lanne, Markku
21
Stulz, René M.
21
Engle, Robert F.
20
Bali, Turan G.
19
Chang, Chia-Lin
19
Moffitt, Robert A.
18
Whaley, Robert E.
18
Davis, Steven J.
17
Hammoudeh, Shawkat
17
Pierdzioch, Christian
17
Asai, Manabu
16
Miller, Stephen M.
16
Wohar, Mark E.
16
Bouri, Elie
15
Castelnuovo, Efrem
15
Cheung, Yin-Wong
15
Chordia, Tarun
15
Fernández-Villaverde, Jesús
15
Giot, Pierre
15
Subrahmanyam, Avanidhar
15
Bartram, Söhnke M.
14
Fleming, Michael J.
14
Hegerty, Scott W.
14
Kolb, Robert W.
14
Tse, Yiuman
14
Weber, Enzo
14
Fleming, Jeff
13
Karolyi, G. Andrew
13
Ang, Andrew
12
Balcilar, Mehmet
12
Bekaert, Geert
12
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National Bureau of Economic Research
27
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
11
Federal Reserve Bank of St. Louis
11
Federal Reserve Bank of New York
8
New York Stock Exchange
6
USA / General Accounting Office
6
European University Institute / Department of Economics
5
Federal Reserve System / Board of Governors
5
Rodney L. White Center for Financial Research
5
Center for Economic Research <Tilburg>
4
Centre for Growth and Business Cycle Research <Manchester>
4
Federal Reserve Bank of Cleveland
4
International Monetary Fund (IMF)
4
USA / Congress / Senate / Committee on Agriculture, Nutrition and Forestry
4
University of Canterbury / Dept. of Economics and Finance
4
Centre for Analytical Finance <Århus>
3
Frank J. Fabozzi Associates <New Hope, Pa.>
3
The Wharton Financial Institutions Center
3
USA / Commodity Futures Trading Commission
3
USA / Division of Market Regulation
3
Brown University / Department of Economics
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Division of Research and Statistics
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Massachusetts Institute of Technology / Department of Economics
2
Queen Mary College / Department of Economics
2
School of Accounting, Economics and Finance <Geelong>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Svenska Handelshögskolan <Helsinki>
2
Zentrum für Europäische Wirtschaftsforschung
2
American Enterprise Institute for Public Policy Research
1
Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
Association of the Bar of the City of New York / Committee on Futures Regulation
1
Australien / Companies and Securities Advisory Committee
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Brussels European and Global Economic Laboratory
1
Business Information Centre <Toronto>
1
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Published in...
All
The journal of futures markets
303
Working paper / National Bureau of Economic Research, Inc.
214
The review of financial studies
125
The journal of finance : the journal of the American Finance Association
124
Journal of banking & finance
105
Journal of financial and quantitative analysis : JFQA
81
Discussion paper / Centre for Economic Policy Research
74
Journal of financial economics
68
Applied financial economics
64
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Energy economics
55
Working paper
49
The North American journal of economics and finance : a journal of financial economics studies
47
Journal of empirical finance
45
Applied economics
44
Finance and economics discussion series
44
International review of financial analysis
44
Economics letters
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
Journal of money, credit and banking : JMCB
40
International review of economics & finance : IREF
39
Journal of international financial markets, institutions & money
39
Finance research letters
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Journal of international money and finance
35
The journal of fixed income
35
Economic modelling
33
The journal of real estate finance and economics
33
The review of economics and statistics
33
Review of quantitative finance and accounting
31
The journal of business : B
31
Journal of economics & business
30
Journal of economics and finance
30
Global finance journal
27
Journal of multinational financial management
27
NBER working paper series
27
Research in international business and finance
27
The journal of financial research
27
Advances in futures and options research : a research annual
26
International finance discussion papers
26
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Source
All
ECONIS (ZBW)
6,298
RePEc
12
EconStor
2
USB Cologne (EcoSocSci)
2
BASE
1
Showing
1
-
10
of
6,315
Sort
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date (newest first)
date (oldest first)
1
The impact of financial speculation on
futures
contracts price movements : a study of the US markets for dairy commodities
Staugaitis, Algirdas Justinas
;
Christauskas, Česlovas
- In:
Equilibrium : quarterly journal of economics and …
18
(
2023
)
3
,
pp. 661-686
Persistent link: https://www.econbiz.de/10014430616
Saved in:
2
Liquidity, volume and
volatility
in US electricity
futures
: the case of Palo Verde
Goss, Barry A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 43-46
Persistent link: https://www.econbiz.de/10003301824
Saved in:
3
Futures
trading activity and stock price
volatility
: some extensions
Chatrath, Arjun
;
Song, Frank M.
;
Adrangi, Bahram
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 655-664
Persistent link: https://www.econbiz.de/10001776851
Saved in:
4
Trading volume, bid-ask spread, and price
volatility
in
futures
markets
Wang, George H. K.
;
Yau, Jot
- In:
The journal of futures markets
20
(
2000
)
10
,
pp. 943-970
Persistent link: https://www.econbiz.de/10001530842
Saved in:
5
Volatility
, global information, and market consitions : a study in
futures
markets
Fung, Hung-gay
;
Patterson, Gary A.
- In:
The journal of futures markets
21
(
2001
)
2
,
pp. 173-196
Persistent link: https://www.econbiz.de/10001542995
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
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