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subject:"USA"
~isPartOf:"The journal of futures markets"
~subject:"ARCH model"
~subject:"Theorie"
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USA
ARCH model
Theorie
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190
Schätzung
190
United States
114
Volatility
77
Volatilität
77
Efficient market hypothesis
58
Effizienzmarkthypothese
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51
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Wang, George H. K.
5
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3
Frino, Alex
3
Liu, Qingfeng Wilson
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3
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
2,351
NBER working paper series
1,031
Discussion paper / Centre for Economic Policy Research
916
NBER Working Paper
839
Discussion paper series / IZA
690
Applied economics
644
CESifo working papers
491
Working paper
431
Economics letters
430
Applied economics letters
394
Economic modelling
386
Journal of international money and finance
372
Journal of banking & finance
365
Journal of econometrics
345
IMF working papers
298
IZA Discussion Papers
296
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
296
International review of economics & finance : IREF
271
Finance research letters
269
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
267
The American economic review
267
Discussion paper
261
Finance and economics discussion series
259
Discussion paper / Tinbergen Institute
252
Applied financial economics
251
The journal of finance : the journal of the American Finance Association
248
Journal of economic dynamics & control
244
The review of economics and statistics
242
Journal of applied econometrics
241
Discussion papers / CEPR
227
Journal of international economics
222
Journal of financial economics
220
The review of financial studies
219
International review of financial analysis
218
Journal of monetary economics
218
Energy economics
212
IMF working paper
203
IZA Discussion Paper
188
The North American journal of economics and finance : a journal of financial economics studies
188
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ECONIS (ZBW)
161
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1
Bias and backwardation in natural gas futures prices
Movassagh, Nahid
;
Modjtahedi, Bagher
- In:
The journal of futures markets
25
(
2005
)
3
,
pp. 281-308
Persistent link: https://www.econbiz.de/10002647735
Saved in:
2
Natural selection and market efficiency in a futures market with random shocks
Luo, Guo Ying
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 489-516
Persistent link: https://www.econbiz.de/10001579719
Saved in:
3
A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
Saved in:
4
Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André
;
Guerra, João
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
Saved in:
5
Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets
Mittnik, Stefan
;
Rieken, Sascha
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 405-424
Persistent link: https://www.econbiz.de/10001500108
Saved in:
6
Rational expectations and market efficiency in the U.S live cattle futures market : the role of proprietary information
Schaefer, Matthew P.
;
Myers, Robert J.
;
Koontz, Stephen R.
- In:
The journal of futures markets
24
(
2004
)
5
,
pp. 429-451
Persistent link: https://www.econbiz.de/10002012483
Saved in:
7
Standard and Poor's depository receipts and the performance of the S&P 500 index futures market
Switzer, Lorne N.
;
Varson, Paula L.
;
Zghidi, Samia
- In:
The journal of futures markets
20
(
2000
)
8
,
pp. 705-716
Persistent link: https://www.econbiz.de/10001523752
Saved in:
8
The gold-silver spread : integration, cointegration, predictability, and ex-ante arbitrage
Wahab, Mamoud S.
- In:
The journal of futures markets
14
(
1994
)
6
,
pp. 709-756
Persistent link: https://www.econbiz.de/10001171297
Saved in:
9
(Micro) fads in asset prices : evidence from the futures market
Gay, Gerald D.
(
contributor
)
- In:
The journal of futures markets
14
(
1994
)
6
,
pp. 637-659
Persistent link: https://www.econbiz.de/10001171312
Saved in:
10
Linear dependence, nonlinear dependence and petroleum futures market efficiency
Fujihara, Roger Arnold
- In:
The journal of futures markets
17
(
1997
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10001216341
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