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isPartOf:"Journal of empirical finance"
~accessRights:"restricted"
~subject:"Volatility"
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Volatility
Index futures
5
Index-Futures
5
Volatilität
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Börsenkurs
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Estimation
2
Option trading
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Optionsgeschäft
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VIX
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Chen, Yu-Lun
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Cipollini, Andrea
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Guan, Zhengfei
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Hsieh, Wen-Liang G.
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Lo Cascio, Iolanda
1
Muzzioli, Silvia
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Myers, Robert J.
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Tsai, Wei-Che
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Tu, Anthony H.
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Journal of empirical finance
International review of economics & finance : IREF
17
Finance research letters
9
Applied economics
7
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
6
International review of financial analysis
6
Pacific-Basin finance journal
6
The journal of futures markets
6
Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
4
Quantitative finance
4
Theoretical economics letters
4
Review of quantitative finance and accounting
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Asia-Pacific journal of financial studies
2
China finance review international
2
Economic modelling
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets review
2
Energy economics
2
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of emerging market finance
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
Journal of risk
2
Managerial finance
2
Review of Pacific Basin financial markets and policies
2
The journal of finance : the journal of the American Finance Association
2
The journal of investment strategies
2
Annals of financial economics
1
Applied mathematical finance
1
Asia Pacific financial markets
1
Australian journal of management
1
Bulletin of applied economics
1
China economic review : an international journal
1
Contemporary issues in business economics and finance
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Discussion paper / Centre for Economic Policy Research
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1
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:
2
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
Saved in:
3
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
4
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
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