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subject:"Volatility"
subject:"Volatilität"
~isPartOf:"The journal of futures markets"
~subject:"ARCH model"
~subject:"Hedging"
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Volatility
Volatilität
ARCH model
Hedging
Estimation
188
Schätzung
188
USA
82
United States
82
Theorie
39
Theory
39
Börsenkurs
37
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Commodity derivative
34
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Option pricing theory
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Agarwalla, Sobhesh Kumar
2
Cotter, John
2
Dhaene, Geert
2
Ederington, Louis H.
2
Fonseca, José da
2
Hansen, Peter Reinhard
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Huang, Zhuo
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The journal of futures markets
Energy economics
149
Applied economics
145
Finance research letters
135
International review of economics & finance : IREF
130
Economic modelling
129
International review of financial analysis
115
The North American journal of economics and finance : a journal of financial economics studies
114
Journal of econometrics
111
Journal of banking & finance
98
Journal of empirical finance
94
Applied economics letters
91
Applied financial economics
89
Working paper / National Bureau of Economic Research, Inc.
88
Journal of international financial markets, institutions & money
81
NBER working paper series
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81
Research in international business and finance
75
Journal of international money and finance
72
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72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Tinbergen Institute
67
Economics letters
64
Journal of risk and financial management : JRFM
63
CESifo working papers
58
The European journal of finance
55
International journal of forecasting
54
Discussion paper / Centre for Economic Policy Research
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
International journal of finance & economics : IJFE
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Journal of financial economics
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Quantitative finance
40
International journal of economics and finance
39
International journal of economics and financial issues : IJEFI
39
Pacific-Basin finance journal
39
International Journal of Energy Economics and Policy : IJEEP
38
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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
Hedging commodities in times of distress : the case of COVID-19
Magalhães, Luiz Augusto
;
Silva, Thiago Christiano
; …
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1941-1959
Persistent link: https://www.econbiz.de/10013465831
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
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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