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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~subject:"ARCH-Modell"
~subject:"Welt"
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Volatilität
ARCH-Modell
Welt
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
33
Optionspreistheorie
33
Derivat
25
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24
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23
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23
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21
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17
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12
Statistische Verteilung
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Stochastischer Prozess
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84
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Article in journal
Aufsatz in Zeitschrift
84
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English
84
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Wang, George H. K.
3
Agarwalla, Sobhesh Kumar
2
Chi, Yeguang
2
Ederington, Louis H.
2
Fonseca, José da
2
Hansen, Peter Reinhard
2
Hao, Wenyan
2
Huang, Zhuo
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
Onochie, Joseph I.
2
Zaatour, Riadh
2
Alexiou, Lykourgos
1
Aragó, Vicent
1
Arisoy, Yakup Eser
1
Ayadi, Mohamed A.
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Barkoulas, John T.
1
Ben-Ameur, Hatem
1
Bhar, Ramaprasad
1
Binh Hoang Nguyen
1
Brailsford, Timothy J.
1
Byström, Hans N. E.
1
Chang, Chuang-chang
1
Chou, Pin-huang
1
Cohn, Richard A.
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
Dockner, Engelbert J.
1
Dutta, Anupam
1
Eksi, Zehra
1
Faff, Robert W.
1
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The journal of futures markets
Applied economics
275
Energy economics
215
Economic modelling
209
Applied economics letters
196
Finance research letters
172
Journal of international money and finance
164
International review of economics & finance : IREF
156
International review of financial analysis
137
Economics letters
132
The North American journal of economics and finance : a journal of financial economics studies
131
Journal of banking & finance
129
Journal of econometrics
118
Journal of international financial markets, institutions & money
110
Journal of empirical finance
109
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Applied financial economics
102
Research in international business and finance
100
International Journal of Energy Economics and Policy : IJEEP
77
International journal of finance & economics : IJFE
77
Journal of risk and financial management : JRFM
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
International journal of forecasting
62
Journal of international economics
61
Journal of applied econometrics
58
The European journal of finance
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
International journal of economics and financial issues : IJEFI
54
Cogent economics & finance
53
Journal of financial economics
53
International journal of economics and finance
52
Open economies review
51
The empirical economics letters : a monthly international journal of economics
50
Review of international economics
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
47
The world economy : the leading journal on international economic relations
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
Journal of macroeconomics
44
Pacific-Basin finance journal
43
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ECONIS (ZBW)
84
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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
An empirical investigation on risk factors in cryptocurrency futures
Chi, Yeguang
;
Hao, Wenyan
;
Hu, Jiangdong
;
Ran, Zhenkai
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1161-1180
Persistent link: https://www.econbiz.de/10014339379
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Commodity momentum decomposition
Iwanaga, Yasuhiro
;
Sakemoto, Ryuta
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 198-216
Persistent link: https://www.econbiz.de/10014292998
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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