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Index futures
14
Index-Futures
14
Volatility
9
Volatilität
9
Börsenkurs
7
Share price
7
Estimation
6
Schätzung
6
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Chakrabarti, Prasenjit
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Fink, Holger Maria
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Journal of empirical finance
Applied economics letters
The European journal of finance
International review of economics & finance : IREF
21
The journal of futures markets
21
Finance research letters
15
Applied economics
10
Pacific-Basin finance journal
10
The North American journal of economics and finance : a journal of financial economics studies
10
International review of financial analysis
9
Emerging markets, finance and trade : EMFT
8
Quantitative finance
7
Research in international business and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Review of quantitative finance and accounting
6
Theoretical economics letters
6
Journal of banking & finance
5
Asia-Pacific journal of financial studies
4
Discussion paper / Centre for Economic Policy Research
4
Economic modelling
4
International journal of economics and finance
4
The journal of asset management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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China finance review international
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
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International journal of theoretical and applied finance
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Journal of commodity markets
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Journal of financial markets
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Journal of international financial markets, institutions & money
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Journal of risk
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Modern economy
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of investment strategies
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Working paper / National Bureau of Economic Research, Inc.
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Applied economic perspectives and policy
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Computational economics
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Economic research
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Emerging markets review
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Eurasian economic review : a journal in applied macroeconomics and finance
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ECONIS (ZBW)
14
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1
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
2
Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu
;
Wang, Xiaona
;
Wang, Haiyun
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
Saved in:
3
Co-movement of volatility risk premium : evidence from single stock options market in India
Chakrabarti, Prasenjit
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1181-1186
Persistent link: https://www.econbiz.de/10012589986
Saved in:
4
Dynamic probability of informed trading and price movements : evidence from the CSI300 index futures market
Yan, Yan
;
Ouyang, Hongbing
- In:
Applied economics letters
25
(
2018
)
14
,
pp. 998-1003
Persistent link: https://www.econbiz.de/10012131668
Saved in:
5
Asymmetric structure of bid-ask spreads across the business cycle
Lin, Chien-Chih
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 501-505
Persistent link: https://www.econbiz.de/10011627727
Saved in:
6
How does leverage in stock market influence the margin of stock index futures?
Liu, Hailong
;
Shi, Yushan
- In:
Applied economics letters
25
(
2018
)
12
,
pp. 816-820
Persistent link: https://www.econbiz.de/10012129870
Saved in:
7
Implied correlation indices and volatility forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
Saved in:
8
Determinants of price discovery in the VIX futures market
Chen, Yu-Lun
;
Tsai, Wei-Che
- In:
Journal of empirical finance
43
(
2017
),
pp. 59-73
Persistent link: https://www.econbiz.de/10011817906
Saved in:
9
Informed trading in S&P index options? : evidence from the 2008 financial crisis
Li, Wei-Xuan
;
French, Joseph J.
;
Chen, Clara Chia-Sheng
- In:
Journal of empirical finance
42
(
2017
),
pp. 40-65
Persistent link: https://www.econbiz.de/10011808543
Saved in:
10
Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
Tu, Anthony H.
;
Hsieh, Wen-Liang G.
;
Wu, Wei-Shao
- In:
Journal of empirical finance
35
(
2016
),
pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
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