//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"MPRA Paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"The journal of futures markets"
~person:"Zhang, Jin E."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
9
Volatilität
9
Option pricing theory
3
Option trading
3
Optionsgeschäft
3
Optionspreistheorie
3
Yield curve
3
Zinsstruktur
3
Derivat
2
Derivative
2
Estimation theory
2
Schätztheorie
2
USA
2
United States
2
1990-2009
1
Aktienindex
1
Börsenkurs
1
Capital income
1
Causality analysis
1
Estimation
1
Forecasting model
1
Index futures
1
Index-Futures
1
Japan
1
Kapitaleinkommen
1
Kausalanalyse
1
Method of moments
1
Momentenmethode
1
Prognoseverfahren
1
Risikoprämie
1
Risk premium
1
SPX options
1
Schätzung
1
Share price
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Stock index
1
VIX futures
1
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Zhang, Jin E.
Daigler, Robert T.
7
Caiado, Jorge
6
Crato, Nuno
6
Onour, Ibrahim
6
Bali, Turan G.
5
Ederington, Louis H.
5
Ma, Feng
5
Masih, Mansur
5
Simon, David P.
5
Sinha, Pankaj
5
Wang, George H. K.
5
Clements, Adam
4
Gray, Philip K.
4
Lai, Yu-Sheng
4
Lanne, Markku
4
Martens, Martin
4
Taylor, Nicholas
4
Agarwalla, Sobhesh Kumar
3
Camilleri, Silvio John
3
Chatrath, Arjun
3
Chen, Langnan
3
Chen, Zhiyao
3
Chou, Robin K.
3
Dima, Bogdan
3
Dumitriu, Ramona
3
Elder, John
3
Fonseca, José da
3
Fuertes, Ana María
3
Fung, Joseph K. W.
3
Gallo, Giampiero M.
3
Gerlach, Richard
3
Ghiba, Nicolae
3
González-Rivera, Gloria
3
Guan, Wei
3
Hung, Mao-Wei
3
Lucas, André
3
Luo, Jiawen
3
Luo, Xingguo
3
Mapa, Dennis S.
3
more ...
less ...
Published in...
All
MPRA Paper
International journal of forecasting
The journal of futures markets
Applied economics
2
Journal of economic dynamics & control
2
Journal of risk and financial management : JRFM
2
Economic modelling
1
Economics letters
1
Emerging markets review
1
Energy economics
1
International review of finance
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Pacific-Basin finance journal
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
VIX option-implied volatility slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
3
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
4
Pricing VXX options by modeling VIX directly
Lin, Wei
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 888-922
Persistent link: https://www.econbiz.de/10013187612
Saved in:
5
The term structure of VIX
Luo, Xingguo
;
Zhang, Jin E.
- In:
The journal of futures markets
32
(
2012
)
12
,
pp. 1092-1123
Persistent link: https://www.econbiz.de/10009697787
Saved in:
6
Causality in the VIX futures market
Shu, Jinghong
;
Zhang, Jin E.
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 24-46
Persistent link: https://www.econbiz.de/10010218057
Saved in:
7
The CBOE S&P 500 three-month variance futures
Zhang, Jin E.
;
Huang, Yuqin
- In:
The journal of futures markets
30
(
2010
)
1
,
pp. 48-70
Persistent link: https://www.econbiz.de/10003962233
Saved in:
8
The new market for volatility trading
Zhang, Jin E.
;
Shu, Jinghong
;
Brenner, Menachem
- In:
The journal of futures markets
30
(
2010
)
9
,
pp. 809-833
Persistent link: https://www.econbiz.de/10008900929
Saved in:
9
Testing range estimators of historical volatility
Shu, Jinghong
;
Zhang, Jin E.
- In:
The journal of futures markets
26
(
2006
)
3
,
pp. 297-313
Persistent link: https://www.econbiz.de/10003304002
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->