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subject:"Prognoseverfahren"
~isPartOf:"The journal of futures markets"
~subject:"ARCH model"
~subject:"Effizienzmarkthypothese"
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Prognoseverfahren
ARCH model
Effizienzmarkthypothese
Estimation
188
Schätzung
188
USA
82
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
ARCH-Modell
21
Capital income
17
Efficient market hypothesis
17
Kapitaleinkommen
17
Großbritannien
16
Option trading
16
Optionsgeschäft
16
United Kingdom
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Statistical distribution
12
Statistische Verteilung
12
Stochastic process
12
Stochastischer Prozess
12
Risikoprämie
11
Risk premium
11
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English
56
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Dhaene, Geert
2
Ederington, Louis H.
2
Hansen, Peter Reinhard
2
Huang, Zhuo
2
Kang, Jangkoo
2
Lai, Yu-Sheng
2
Narayan, Paresh Kumar
2
Sercu, Piet
2
Westerlund, Joakim
2
Alexiou, Lykourgos
1
Aragó, Vicent
1
Bali, Turan G.
1
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1
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1
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1
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1
Chi, Yeguang
1
Cohn, Richard A.
1
Copeland, Laurence S.
1
Daouk, Hazem
1
Das, Debojyoti
1
Davidson, Angus Brian
1
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1
Dixon, Bruce L.
1
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1
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Fu, Tong
1
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1
Guo, Jie Qun
1
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1
Haigh, Michael S.
1
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1
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The journal of futures markets
International journal of forecasting
154
Finance research letters
143
Applied economics
138
Economic modelling
116
International review of financial analysis
112
Journal of forecasting
108
Journal of banking & finance
107
Energy economics
104
Journal of empirical finance
102
International review of economics & finance : IREF
95
Applied economics letters
91
Journal of econometrics
88
The North American journal of economics and finance : a journal of financial economics studies
84
Working paper
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Journal of financial economics
67
Working paper / National Bureau of Economic Research, Inc.
66
Discussion paper / Centre for Economic Policy Research
65
Journal of international financial markets, institutions & money
65
Applied financial economics
63
Economics letters
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
NBER working paper series
59
Journal of risk and financial management : JRFM
57
Discussion paper / Tinbergen Institute
55
Journal of international money and finance
55
NBER Working Paper
55
Research in international business and finance
55
The European journal of finance
52
CESifo working papers
48
International journal of finance & economics : IJFE
43
Pacific-Basin finance journal
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Review of quantitative finance and accounting
39
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
International journal of economics and finance
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Journal of applied econometrics
36
Econometric Institute research papers
33
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ECONIS (ZBW)
56
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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
Hedging commodities in times of distress : the case of COVID-19
Magalhães, Luiz Augusto
;
Silva, Thiago Christiano
; …
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1941-1959
Persistent link: https://www.econbiz.de/10013465831
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
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
5
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:
6
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:
7
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
8
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:
9
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:
10
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
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