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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~subject:"ARCH-Modell"
~subject:"Share price"
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Volatilität
ARCH-Modell
Share price
Estimation
188
Schätzung
188
USA
82
United States
82
Volatility
60
Theorie
39
Theory
39
Börsenkurs
37
Commodity derivative
34
Rohstoffderivat
34
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33
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33
Option pricing theory
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Optionspreistheorie
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Derivat
25
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Statistische Verteilung
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90
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Article in journal
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90
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90
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Wang, George H. K.
4
Fonseca, José da
3
Zaatour, Riadh
3
Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Frino, Alex
2
Hansen, Peter Reinhard
2
Huang, Zhuo
2
Lai, Yu-Sheng
2
Lien, Da-hsiang Donald
2
Lim, Kian-Guan
2
Shrestha, Keshab
2
Yau, Jot
2
Alexiou, Lykourgos
1
Aragó, Vicent
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
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
Connolly, Robert A.
1
Corrado, Charles Joseph
1
Coughlan, John
1
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1
Daouk, Hazem
1
Das, Debojyoti
1
Dhaene, Geert
1
Dias, José Carlos
1
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1
Dolatabadi, Sepideh
1
Dorfman, Jeffrey H.
1
Dutta, Anupam
1
Faff, Robert W.
1
Fernandes, Mário Correia
1
Fernandez-Perez, Adrian
1
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The journal of futures markets
Finance research letters
197
Applied economics
194
International review of economics & finance : IREF
175
Economic modelling
172
International review of financial analysis
165
Applied economics letters
164
Energy economics
160
Journal of banking & finance
158
The North American journal of economics and finance : a journal of financial economics studies
150
Applied financial economics
139
Journal of empirical finance
137
Journal of econometrics
127
Journal of international financial markets, institutions & money
116
Research in international business and finance
109
Journal of international money and finance
92
Journal of financial economics
85
Journal of risk and financial management : JRFM
85
Economics letters
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
81
The European journal of finance
81
Pacific-Basin finance journal
75
International journal of finance & economics : IJFE
73
International journal of economics and finance
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
70
Review of quantitative finance and accounting
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
International journal of economics and financial issues : IJEFI
63
Cogent economics & finance
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
International journal of forecasting
56
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Management science : journal of the Institute for Operations Research and the Management Sciences
51
Quantitative finance
51
Journal of financial markets
49
The empirical economics letters : a monthly international journal of economics
46
The journal of finance : the journal of the American Finance Association
46
International Journal of Energy Economics and Policy : IJEEP
42
Emerging markets, finance and trade : EMFT
41
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ECONIS (ZBW)
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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
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:
8
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:
9
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:
10
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
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