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subject:"Großbritannien"
subject:"USA"
~isPartOf:"The journal of futures markets"
~type_genre:"Article in journal"
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Großbritannien
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
Forecasting model
23
Prognoseverfahren
23
ARCH model
21
ARCH-Modell
21
Capital income
17
Efficient market hypothesis
17
Effizienzmarkthypothese
17
Kapitaleinkommen
17
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
94
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Article in journal
Aufsatz in Zeitschrift
94
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English
94
Author
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Wang, George H. K.
4
Lim, Kian-Guan
3
Sarno, Lucio
3
Ederington, Louis H.
2
Haigh, Michael S.
2
Miffre, Joëlle
2
Shrestha, Keshab
2
Theobald, Michael
2
Yallup, Peter
2
Yau, Jot
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Ané, Thierry
1
Ap Gwilym, Owain
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Barone-Adesi, Giovanni
1
Benet, Bruce A.
1
Bierwag, Gerald O.
1
Bollen, Nicolas P. B.
1
Boyd, M. E.
1
Byun, Suk Joon
1
Cao, Charles Q.
1
Chao, Wan-Ling
1
Chatrath, Arjun
1
Chen, Haiwei
1
Chen, Sheng-syan
1
Cho, Jang Hyung
1
Christiansen, Charlotte
1
Christie-David, Rohan
1
Clare, Andrew D.
1
Corrado, Charles Joseph
1
Câmara, António
1
Daigler, Robert T.
1
Daouk, Hazem
1
De Ville de Goyet, Cédric
1
DeBoyrie, Maria Eugenia
1
Denault, Michel
1
Dhaene, Geert
1
Dhanda, Kanwalroop K.
1
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The journal of futures markets
Applied economics
351
The review of economics and statistics
175
Applied economics letters
165
The American economic review
160
The journal of finance : the journal of the American Finance Association
148
Applied financial economics
134
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
Journal of applied econometrics
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
107
Economics letters
93
The review of financial studies
93
Journal of international money and finance
89
Economic modelling
87
Journal of money, credit and banking : JMCB
85
American economic journal : a journal of the American Economic Association
77
Journal of political economy
77
Journal of financial and quantitative analysis : JFQA
76
Journal of monetary economics
70
The economic journal : the journal of the Royal Economic Society
69
Southern economic journal
67
Journal of labor economics
65
Journal of banking & finance
63
Journal of econometrics
62
Oxford bulletin of economics and statistics
59
Journal of macroeconomics
58
The quarterly journal of economics
57
Journal of population economics
56
Journal of financial economics
55
Economic inquiry : journal of the Western Economic Association International
54
Journal of public economics
53
International review of economics & finance : IREF
51
Journal of human resources : JHR
50
The North American journal of economics and finance : a journal of financial economics studies
50
Economics of education review
49
Journal of urban economics
49
American journal of agricultural economics
47
Journal of economic dynamics & control
47
European economic review : EER
46
Review of quantitative finance and accounting
46
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ECONIS (ZBW)
94
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1
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:
2
Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
;
Zhou, …
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
Saved in:
3
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
4
The skewness implied in the Heston model and its application
Zhang, Jin E.
;
Zhen, Fang
;
Sun, Xiaoxia
;
Zhao, Huimin
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
Saved in:
5
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
6
Option pricing under skewness and kurtois using a Cornish-Fisher expansion
Aboura, Sofiane
;
Maillard, Didier
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1194-1209
Persistent link: https://www.econbiz.de/10011665615
Saved in:
7
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
8
Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André
;
Guerra, João
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
Saved in:
9
Psychological barriers and option pricing
Jang, Bong-Gyu
;
Kim, Changki
;
Kim, Kyeong Tae
;
Lee, Seungkyu
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 52-74
Persistent link: https://www.econbiz.de/10011346173
Saved in:
10
Commodity, strategies based on momentum, term structure, and idiosyncratic volatility
Fuertes, Ana María
;
Miffre, Joëlle
;
Fernandez-Perez, …
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 274-297
Persistent link: https://www.econbiz.de/10011348423
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