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subject:"Capital income"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of derivatives research"
~subject:"USA"
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Search: subject_exact:"Index-Futures"
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Capital income
USA
Index futures
54
Index-Futures
54
Volatility
22
Volatilität
22
Option pricing theory
15
Optionspreistheorie
15
United States
15
Theorie
13
Theory
13
Aktienindex
9
Stock index
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Börsenkurs
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Option trading
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Optionsgeschäft
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Efficient market hypothesis
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2
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Becker, Ralf
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Bruand, Martin
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Cao, Charles Q.
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Journal of banking & finance
Review of derivatives research
The journal of futures markets
132
The review of financial studies
21
The journal of finance : the journal of the American Finance Association
19
Journal of financial and quantitative analysis : JFQA
13
Review of futures markets
13
Advances in futures and options research : a research annual
12
Applied financial economics
12
International review of economics & finance : IREF
10
International review of financial analysis
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Working paper / National Bureau of Economic Research, Inc.
8
The journal of business : B
7
Journal of financial economics
6
The financial review : the official publication of the Eastern Finance Association
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics
5
Journal of forecasting
5
Review of quantitative finance and accounting
5
Working paper
5
Advances in investment analysis and portfolio management : a research annual
4
Finance research letters
4
International Journal of Energy Economics and Policy : IJEEP
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Working paper series / Federal Reserve Bank of Atlanta
4
Advances in Pacific Basin financial markets
3
Arbeitspapiere zur mathematischen Wirtschaftsforschung
3
Discussion paper / Centre for Economic Policy Research
3
Economic modelling
3
Journal of econometrics
3
Journal of economics & business
3
Review of Pacific Basin financial markets and policies
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The empirical economics letters : a monthly international journal of economics
3
The handbook of commodity investing
3
The journal of financial research
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1
Implied volatility and skewness surface
Feunou, Bruno
;
Fontaine, Jean-Sébastien
;
Tédongap, Roméo
- In:
Review of derivatives research
20
(
2017
)
2
,
pp. 167-202
Persistent link: https://www.econbiz.de/10011935979
Saved in:
2
Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities
Zhou, Yinggang
- In:
Journal of banking & finance
38
(
2014
),
pp. 216-228
Persistent link: https://www.econbiz.de/10010340777
Saved in:
3
The world price of jumo and volatility risk
Driessen, Joost
;
Maenhout, Pascal J.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 518-536
Persistent link: https://www.econbiz.de/10009705629
Saved in:
4
The pricing of temperature futures at the Chicago Mercantile Exchange
Dorfleitner, Gregor
;
Wimmer, Maximilian
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1360-1370
Persistent link: https://www.econbiz.de/10003978408
Saved in:
5
Does information drive trading in option strategies?
Fahlenbrach, Rüdiger
;
Sandås, Patrik
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2370-2385
Persistent link: https://www.econbiz.de/10008857746
Saved in:
6
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
7
The jump component of S&P 500 volatility and the VIX index
Becker, Ralf
;
Clements, Adam
;
McClelland, Andrew
- In:
Journal of banking & finance
33
(
2009
)
6
,
pp. 1033-1038
Persistent link: https://www.econbiz.de/10003841865
Saved in:
8
Can the evolution of implied volatility be forecasted? : evidence from European and US implied volatility indices
Konstantinidi, Eirini
;
Skiadopoulos, George
; …
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2401-2411
Persistent link: https://www.econbiz.de/10003787217
Saved in:
9
Determinants of S&P 500 index option returns
Cao, Charles Q.
;
Huang, Jing-Zhi
- In:
Review of derivatives research
10
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003705840
Saved in:
10
Implied volatility and future portfolio returns
Banerjee, Prithviraj S.
;
Doran, James S.
;
Peterson, David R.
- In:
Journal of banking & finance
31
(
2007
)
10
,
pp. 3183-3199
Persistent link: https://www.econbiz.de/10003574850
Saved in:
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