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subject:"Volatility"
subject:"Volatilität"
~isPartOf:"The journal of futures markets"
~subject:"Theory"
~subject:"United States"
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Volatility
Volatilität
Theory
United States
Estimation
188
Schätzung
188
USA
82
Theorie
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
Derivative
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Welt
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World
25
Hedging
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Forecasting model
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Prognoseverfahren
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ARCH-Modell
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Capital income
17
Efficient market hypothesis
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Effizienzmarkthypothese
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Kapitaleinkommen
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Großbritannien
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Option trading
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Optionsgeschäft
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United Kingdom
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Statistical distribution
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Statistische Verteilung
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Stochastic process
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Stochastischer Prozess
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Risikoprämie
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Risk premium
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English
139
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Wang, George H. K.
5
Sarno, Lucio
3
Shrestha, Keshab
3
Agarwalla, Sobhesh Kumar
2
Brailsford, Timothy J.
2
Dhaene, Geert
2
Ederington, Louis H.
2
Faff, Robert W.
2
Fonseca, José da
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2
Onochie, Joseph I.
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Ramchander, Sanjay
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Sercu, Piet
2
Yau, Jot
2
Zaatour, Riadh
2
Zhang, Jin E.
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Aboura, Sofiane
1
Adkins, Lee Chester
1
Alexiou, Lykourgos
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
1
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Benet, Bruce A.
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1
Binh Hoang Nguyen
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1
Boyd, Milton
1
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1
Byun, Suk Joon
1
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1
Chang, Chuang-chang
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,770
Discussion paper series / IZA
664
Discussion paper / Centre for Economic Policy Research
642
NBER working paper series
641
Applied economics
618
NBER Working Paper
554
CESifo working papers
398
Applied economics letters
345
Economic modelling
319
Working paper
316
Economics letters
298
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
256
Journal of econometrics
250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of international money and finance
235
International review of economics & finance : IREF
234
Energy economics
229
Applied financial economics
216
Journal of applied econometrics
210
The review of economics and statistics
205
Finance and economics discussion series
203
Journal of banking & finance
201
Discussion paper
199
The American economic review
189
Discussion paper / Tinbergen Institute
185
Finance research letters
183
IZA Discussion Paper
177
The journal of finance : the journal of the American Finance Association
165
The North American journal of economics and finance : a journal of financial economics studies
161
International review of financial analysis
160
Journal of empirical finance
159
Journal of economic dynamics & control
158
Journal of macroeconomics
152
Discussion papers / CEPR
148
Europäische Hochschulschriften / 5
140
Journal of monetary economics
132
Journal of financial economics
131
Journal of money, credit and banking : JMCB
129
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
121
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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
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:
8
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:
9
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
Saved in:
10
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
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