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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"The journal of futures markets"
~subject:"USA"
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Forecasting model
Stock market
USA
Estimation
188
Schätzung
188
United States
82
Volatility
60
Volatilität
60
Theorie
39
Theory
39
Börsenkurs
37
Share price
37
Commodity derivative
34
Rohstoffderivat
34
Index futures
33
Index-Futures
33
Option pricing theory
33
Optionspreistheorie
33
Derivat
25
Derivative
25
Welt
25
World
25
Hedging
24
Prognoseverfahren
23
ARCH model
21
ARCH-Modell
21
Capital income
17
Efficient market hypothesis
17
Effizienzmarkthypothese
17
Kapitaleinkommen
17
Großbritannien
16
Option trading
16
Optionsgeschäft
16
United Kingdom
16
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Risikoprämie
11
Risk premium
11
Capital market returns
10
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Article
107
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107
Aufsatz in Zeitschrift
107
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English
107
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Wang, George H. K.
4
Sarno, Lucio
3
Ederington, Louis H.
2
Haigh, Michael S.
2
Kang, Jangkoo
2
Lim, Kian-Guan
2
Miffre, Joëlle
2
Shrestha, Keshab
2
Yau, Jot
2
Zhang, Jin E.
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Agarwalla, Sobhesh Kumar
1
Alexiou, Lykourgos
1
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1
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1
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1
Bansal, Naresh K.
1
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1
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1
Bhar, Ramaprasad
1
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1
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1
Boyd, M. E.
1
Boyd, Milton
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,528
Discussion paper / Centre for Economic Policy Research
431
Discussion paper series / IZA
425
Applied economics
375
Applied economics letters
245
NBER working paper series
226
CESifo working papers
205
Economic modelling
191
Finance and economics discussion series
184
Finance research letters
177
The review of economics and statistics
172
NBER Working Paper
166
Working paper
166
Applied financial economics
163
International journal of forecasting
157
The American economic review
155
International review of financial analysis
151
Journal of banking & finance
151
The journal of finance : the journal of the American Finance Association
150
International review of economics & finance : IREF
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
143
Journal of international money and finance
127
The North American journal of economics and finance : a journal of financial economics studies
126
Economics letters
124
Journal of applied econometrics
122
Journal of econometrics
119
Journal of financial economics
117
Energy economics
116
Journal of empirical finance
114
Journal of forecasting
113
Journal of international financial markets, institutions & money
98
The review of financial studies
95
Discussion paper
93
Journal of money, credit and banking : JMCB
92
Research in international business and finance
91
Journal of financial and quantitative analysis : JFQA
89
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Journal of political economy
77
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ECONIS (ZBW)
107
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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
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:
3
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
4
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
5
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
6
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
7
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:
8
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
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
Do oil shocks impact stock liquidity?
Zhang, Qin
;
Wong, Jin Boon
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10012817944
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