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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Journal of political economy"
~isPartOf:"The journal of futures markets"
~subject:"Welt"
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Forecasting model
United States
Welt
Estimation
305
Schätzung
305
USA
158
Theorie
89
Theory
89
Volatility
61
Volatilität
61
Börsenkurs
40
Share price
40
Commodity derivative
34
Rohstoffderivat
34
Index futures
33
Index-Futures
33
Option pricing theory
33
Optionspreistheorie
33
World
31
Derivat
25
Derivative
25
Hedging
24
Prognoseverfahren
24
ARCH model
21
ARCH-Modell
21
Capital income
21
Kapitaleinkommen
21
Großbritannien
19
United Kingdom
19
Efficient market hypothesis
18
Effizienzmarkthypothese
18
Option trading
16
Optionsgeschäft
16
Risikoprämie
14
Risk premium
14
Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Aktienmarkt
10
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Article
204
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204
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204
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English
204
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Wang, George H. K.
5
Sarno, Lucio
3
Shrestha, Keshab
3
Acemoglu, Daron
2
Bils, Mark
2
Chi, Yeguang
2
Ederington, Louis H.
2
Fonseca, José da
2
Haigh, Michael S.
2
Hao, Wenyan
2
Heckman, James J.
2
Kang, Jangkoo
2
Klenow, Peter J.
2
Krishna, Pravin
2
Li, Haitao
2
Lien, Da-hsiang Donald
2
Lim, Kian-Guan
2
Miffre, Joëlle
2
Persico, Nicola
2
Yau, Jot
2
Zaatour, Riadh
2
Zhang, Jin E.
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Aggarwal, Rajesh K.
1
Aghion, Philippe
1
Akcigit, Ufuk
1
Alan, Sule
1
Alexiou, Lykourgos
1
Alvarez, Fernando
1
Amberg, Niklas
1
Antón, Miguel
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Athey, Susan
1
Attanasio, Orazio P.
1
Auerbach, Alan J.
1
Ayadi, Mohamed A.
1
Bali, Turan G.
1
Bardsley, Peter
1
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Journal of political economy
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,778
Discussion paper / Centre for Economic Policy Research
594
Discussion paper series / IZA
539
Applied economics
477
NBER working paper series
437
CESifo working papers
426
NBER Working Paper
363
Applied economics letters
300
Working paper
242
Economic modelling
229
Journal of international money and finance
207
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
198
The review of economics and statistics
196
Economics letters
189
Finance and economics discussion series
189
The American economic review
187
Energy economics
176
The journal of finance : the journal of the American Finance Association
167
Journal of banking & finance
166
International journal of forecasting
158
International review of economics & finance : IREF
158
Finance research letters
156
Journal of applied econometrics
149
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
Applied financial economics
138
Discussion paper
136
CESifo Working Paper Series
124
The North American journal of economics and finance : a journal of financial economics studies
121
Journal of econometrics
119
International review of financial analysis
118
Journal of financial economics
117
Kiel working paper
117
Discussion paper / Tinbergen Institute
112
Journal of forecasting
112
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
108
Journal of money, credit and banking : JMCB
107
Journal of empirical finance
102
The review of financial studies
101
Journal of monetary economics
99
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ECONIS (ZBW)
204
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204
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1
An empirical investigation on risk factors in cryptocurrency futures
Chi, Yeguang
;
Hao, Wenyan
;
Hu, Jiangdong
;
Ran, Zhenkai
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1161-1180
Persistent link: https://www.econbiz.de/10014339379
Saved in:
2
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:
3
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:
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
US inequality and fiscal progressivity : an intragenerational accounting
Auerbach, Alan J.
;
Kotlikoff, Laurence J.
;
Koehler, Darryl
- In:
Journal of political economy
131
(
2023
)
5
,
pp. 1249-1293
Persistent link: https://www.econbiz.de/10014303170
Saved in:
7
Common ownership, competition, and top management incentives
Antón, Miguel
;
Ederer, Florian
;
Giné, Mireia
; …
- In:
Journal of political economy
131
(
2023
)
5
,
pp. 1294-1355
Persistent link: https://www.econbiz.de/10014303176
Saved in:
8
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
Saved in:
9
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:
10
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
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