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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"The journal of futures markets"
~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"World"
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EU-Staaten
Volatility
Kapitaleinkommen
World
Estimation
190
Schätzung
190
USA
82
United States
82
Volatilität
61
Theorie
39
Theory
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Börsenkurs
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Share price
38
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34
Option pricing theory
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Optionspreistheorie
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Wang, George H. K.
3
Agarwalla, Sobhesh Kumar
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Chi, Yeguang
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Dhaene, Geert
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Ederington, Louis H.
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Fonseca, José da
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
438
CESifo working papers
431
NBER working paper series
410
Applied economics
389
NBER Working Paper
365
Discussion paper / Centre for Economic Policy Research
342
Economic modelling
314
Applied economics letters
300
Finance research letters
285
Energy economics
258
International review of economics & finance : IREF
255
Discussion paper series / IZA
231
Journal of banking & finance
228
Journal of international money and finance
228
Working paper
223
International review of financial analysis
215
Economics letters
183
The North American journal of economics and finance : a journal of financial economics studies
178
Journal of empirical finance
176
Applied financial economics
164
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
158
Journal of international financial markets, institutions & money
153
Journal of financial economics
148
Research in international business and finance
144
CESifo Working Paper Series
142
Discussion paper
139
Journal of econometrics
132
Discussion paper / Tinbergen Institute
121
International journal of finance & economics : IJFE
121
Working paper series / European Central Bank
116
The European journal of finance
112
IZA Discussion Paper
109
Kiel working paper
106
Discussion papers / CEPR
102
IMF working papers
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Journal of risk and financial management : JRFM
93
Pacific-Basin finance journal
91
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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ECONIS (ZBW)
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1
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
2
An empirical investigation on risk factors in cryptocurrency futures
Chi, Yeguang
;
Hao, Wenyan
;
Hu, Jiangdong
;
Ran, Zhenkai
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1161-1180
Persistent link: https://www.econbiz.de/10014339379
Saved in:
3
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
4
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
5
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
6
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
7
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
8
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
9
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
10
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
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