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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~subject:"Volatilität"
~type_genre:"Thesis"
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United States
Volatilität
Estimation
188
Schätzung
188
USA
82
Volatility
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
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
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10
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Article
118
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Article in journal
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Aufsatz in Zeitschrift
118
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English
118
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Wang, George H. K.
4
Sarno, Lucio
3
Shrestha, Keshab
3
Agarwalla, Sobhesh Kumar
2
Dhaene, Geert
2
Ederington, Louis H.
2
Faff, Robert W.
2
Fonseca, José da
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Miffre, Joëlle
2
Ramchander, Sanjay
2
Sercu, Piet
2
Yau, Jot
2
Zaatour, Riadh
2
Zhang, Jin E.
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Alexiou, Lykourgos
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Benet, Bruce A.
1
Bierwag, Gerald O.
1
Binh Hoang Nguyen
1
Bollen, Nicolas P. B.
1
Boyd, M. E.
1
Brailsford, Timothy J.
1
Byström, Hans N. E.
1
Byun, Suk Joon
1
Cao, Charles Q.
1
Chang, Chuang-chang
1
Chao, Wan-Ling
1
Chatrath, Arjun
1
Chen, Haiwei
1
Chen, Sheng-syan
1
Chi, Yeguang
1
Cho, Jang Hyung
1
Chou, Pin-huang
1
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The journal of futures markets
Applied economics
367
Applied economics letters
205
Energy economics
173
The review of economics and statistics
172
Economic modelling
168
Applied financial economics
155
The American economic review
153
The journal of finance : the journal of the American Finance Association
151
International review of economics & finance : IREF
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
Journal of econometrics
144
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
140
Finance research letters
139
Journal of international money and finance
133
Journal of banking & finance
131
The North American journal of economics and finance : a journal of financial economics studies
127
Economics letters
125
International review of financial analysis
119
Journal of applied econometrics
116
Journal of empirical finance
96
The review of financial studies
92
Journal of money, credit and banking : JMCB
89
Journal of international financial markets, institutions & money
84
Journal of financial and quantitative analysis : JFQA
80
Journal of financial economics
79
Journal of monetary economics
77
American economic journal : a journal of the American Economic Association
76
Journal of political economy
76
Research in international business and finance
75
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
72
Journal of economic dynamics & control
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of macroeconomics
68
Southern economic journal
66
International journal of finance & economics : IJFE
65
Review of quantitative finance and accounting
63
International journal of forecasting
61
Journal of labor economics
61
Journal of risk and financial management : JRFM
59
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ECONIS (ZBW)
118
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1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
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
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
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
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:
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
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
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