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subject:"United States"
~isPartOf:"The journal of futures markets"
~subject:"Prognoseverfahren"
~subject:"Zinsderivat"
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United States
Prognoseverfahren
Zinsderivat
Theorie
448
Theory
448
Hedging
135
Derivat
128
Derivative
128
USA
111
Option pricing theory
69
Optionspreistheorie
69
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67
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67
Index futures
44
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44
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39
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Gay, Gerald D.
4
Kolb, Robert W.
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Lien, Da-hsiang Donald
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3
Chen, Ren-Raw
3
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2
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2
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2
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2
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2
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2
Najand, Mohammad
2
Ostdiek, Barbara
2
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2
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2
Wolf, Avner S.
2
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2
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1
Ané, Thierry
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.
1,432
International journal of forecasting
690
Journal of forecasting
450
European journal of operational research : EJOR
445
Discussion paper / Centre for Economic Policy Research
426
The American economic review
318
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
300
Working paper
282
Economics letters
252
The review of economics and statistics
247
American journal of agricultural economics
246
The review of financial studies
243
Applied economics
232
Computers & operations research : and their applications to problems of world concern ; an international journal
231
The journal of finance : the journal of the American Finance Association
224
Journal of econometrics
216
Journal of monetary economics
202
Journal of banking & finance
200
CESifo working papers
188
Discussion paper series / IZA
188
International journal of production research
185
Finance and economics discussion series
184
Journal of political economy
184
Southern economic journal
172
NBER working paper series
167
Journal of money, credit and banking : JMCB
163
Journal of financial economics
161
Discussion paper / Tinbergen Institute
158
Applied economics letters
155
Journal of economic dynamics & control
155
Journal of applied econometrics
148
Economic inquiry : journal of the Western Economic Association International
144
International journal of production economics
140
Economic modelling
136
Journal of macroeconomics
136
NBER Working Paper
134
International economic review
130
The economic journal : the journal of the Royal Economic Society
130
Discussion paper
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ECONIS (ZBW)
138
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1
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
2
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
3
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
4
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
5
US experience with futures transaction taxes
Mixon, Scott
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012817935
Saved in:
6
Analyzing oil futures with a dynamic Nelson-Siegel model
Grønborg, Niels S.
;
Lunde, Asger
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 153-173
Persistent link: https://www.econbiz.de/10011568059
Saved in:
7
CDS inferred stock volatility
Guo, Biao
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 745-757
Persistent link: https://www.econbiz.de/10011568556
Saved in:
8
A random field LIBOR market model
Wu, Tao L.
;
Xu, Shengqiang
- In:
The journal of futures markets
34
(
2014
)
6
,
pp. 580-606
Persistent link: https://www.econbiz.de/10010371410
Saved in:
9
Hedging under model misspecification : all risk factors are equal, but some are more equal than others ...
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-430
Persistent link: https://www.econbiz.de/10010218780
Saved in:
10
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
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