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isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
~subject:"Volatility"
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Volatility
Index futures
26
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26
Volatilität
11
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9
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9
Option pricing theory
8
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Chen, Yu-Lun
1
Cipollini, Andrea
1
Fiorentini, Gabriele
1
Fleming, Jeff
1
Guan, Zhengfei
1
Hsieh, Wen-Liang G.
1
Kim, Namhyoung
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Lee, Jaewook
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León Valle, Ángel Manuel
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Lo Cascio, Iolanda
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Tu, Anthony H.
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Wu, Feng
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Journal of empirical finance
Journal of forecasting
The journal of futures markets
67
International review of economics & finance : IREF
21
Applied financial economics
17
Journal of banking & finance
17
International review of financial analysis
16
Finance research letters
11
Pacific-Basin finance journal
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Applied economics
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Applied economics letters
9
The journal of finance : the journal of the American Finance Association
8
The North American journal of economics and finance : a journal of financial economics studies
7
Asia-Pacific journal of financial studies
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Review of quantitative finance and accounting
6
The European journal of finance
6
The review of financial studies
6
Emerging markets, finance and trade : EMFT
5
Review of Pacific Basin financial markets and policies
5
Review of derivatives research
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Decision
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International Journal of Energy Economics and Policy : IJEEP
4
International Journal of Financial Studies : open access journal
4
International journal of theoretical and applied finance
4
Journal of econometrics
4
Journal of emerging market finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial management and analysis : international review of finance
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Journal of financial markets
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Managerial finance
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Quantitative finance
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Research bulletin / The Institute of Cost Accountants of India
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Theoretical economics letters
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Advances in Pacific Basin financial markets
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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:
5
No-arbitrage implied volatility functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
6
The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
Saved in:
7
Stock market volatility and the forecasting performance of stock index futures
Wang, Janchung
- In:
Journal of forecasting
28
(
2009
)
4
,
pp. 277-292
Persistent link: https://www.econbiz.de/10003869090
Saved in:
8
The predictive value of temporally disaggregated volatility : evidence from index futures markets
Taylor, Nicholas
- In:
Journal of forecasting
27
(
2008
)
8
,
pp. 721-742
Persistent link: https://www.econbiz.de/10003799956
Saved in:
9
The implied volatility term structure of stock index options
Mixon, Scott
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
Saved in:
10
Estimation and empirical performance of Heston's stochastic volatility model : the case of a thinly traded market
Fiorentini, Gabriele
;
León Valle, Ángel Manuel
; …
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001655810
Saved in:
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