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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~subject:"ARCH-Modell"
~subject:"Großbritannien"
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Volatilität
ARCH-Modell
Großbritannien
Estimation
188
Schätzung
188
USA
82
United States
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
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Optionspreistheorie
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Derivat
25
Derivative
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Welt
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World
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Hedging
24
Forecasting model
23
Prognoseverfahren
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ARCH model
21
Capital income
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Kapitaleinkommen
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Option trading
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Optionsgeschäft
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United Kingdom
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Statistical distribution
12
Statistische Verteilung
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Stochastic process
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Stochastischer Prozess
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Risikoprämie
11
Risk premium
11
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Article in journal
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82
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English
82
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Lim, Kian-Guan
3
Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Fonseca, José da
2
Hansen, Peter Reinhard
2
Heaney, Richard A.
2
Huang, Zhuo
2
Lai, Yu-Sheng
2
Sarno, Lucio
2
Theobald, Michael
2
Wang, George H. K.
2
Yallup, Peter
2
Zaatour, Riadh
2
Alexiou, Lykourgos
1
Ap Gwilym, Owain
1
Aragó, Vicent
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Barone-Adesi, Giovanni
1
Bhar, Ramaprasad
1
Binh Hoang Nguyen
1
Brailsford, Timothy J.
1
Byström, Hans N. E.
1
Chang, Chuang-chang
1
Chi, Yeguang
1
Chou, Pin-huang
1
Clare, Andrew D.
1
Connolly, Robert A.
1
Corrado, Charles Joseph
1
Coughlan, John
1
Câmara, António
1
Daouk, Hazem
1
Das, Debojyoti
1
Dhaene, Geert
1
Dias, José Carlos
1
Dixon, Bruce L.
1
Dutta, Anupam
1
Faff, Robert W.
1
Fernandes, Mário Correia
1
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The journal of futures markets
Applied economics
253
Economic modelling
150
Energy economics
148
Finance research letters
131
International review of economics & finance : IREF
129
Applied financial economics
127
Journal of econometrics
119
Applied economics letters
115
International review of financial analysis
115
The North American journal of economics and finance : a journal of financial economics studies
110
Journal of international money and finance
102
Journal of banking & finance
101
Journal of empirical finance
96
Economics letters
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Journal of international financial markets, institutions & money
82
Research in international business and finance
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
The European journal of finance
68
International journal of finance & economics : IJFE
65
International journal of forecasting
59
Journal of risk and financial management : JRFM
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Journal of applied econometrics
46
Journal of financial economics
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
International journal of economics and finance
41
Oxford bulletin of economics and statistics
41
The economic journal : the journal of the Royal Economic Society
41
International journal of economics and financial issues : IJEFI
39
International Journal of Energy Economics and Policy : IJEEP
38
Pacific-Basin finance journal
38
Journal of economic dynamics & control
37
Quantitative finance
37
Journal of forecasting
35
Econometric reviews
34
Review of quantitative finance and accounting
34
Journal of financial econometrics
33
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ECONIS (ZBW)
82
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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
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:
8
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:
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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