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subject:"Schätzung"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Volatilität"
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Search: subject_exact:"Rohstoff-Hedging"
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Schätzung
ARCH model
Volatilität
Hedging
28
Portfolio selection
11
Portfolio-Management
11
Theorie
10
Theory
10
CAPM
7
Capital income
7
Hedge fund
7
Hedgefonds
7
Kapitaleinkommen
7
Hedge funds
6
Investment Fund
6
Investmentfonds
6
Estimation
5
Risikomanagement
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Risk management
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USA
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United States
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Welt
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World
3
Asset pricing
2
Financial crisis
2
Finanzkrise
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Informed trading
2
Option trading
2
Optionsgeschäft
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Return predictability
2
Risikoprämie
2
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2
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Gagnon, Louis
1
Gehricke, Sebastian A.
1
Haghani, Shermineh
1
Kim, Myeong Jun
1
Lee, Hsiang-Tai
1
Lee, Jaeram
1
Liu, Qianqiu
1
Lypny, Gregory J.
1
Martens, Martin
1
McCurdy, Thomas H.
1
Ming, Lei
1
Moschini, Giancarlo
1
Myers, Robert J.
1
Oord, Arco van
1
Park, Sung Y.
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Ryu, Doojin
1
Soebhag, Amar
1
Yang, Heejin
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Yang, Ping
1
Zhang, Jin E.
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Journal of empirical finance
The journal of futures markets
60
Energy economics
46
Finance research letters
36
International review of financial analysis
29
International review of economics & finance : IREF
28
Journal of banking & finance
27
The North American journal of economics and finance : a journal of financial economics studies
26
Applied economics
20
Economic modelling
20
International journal of theoretical and applied finance
19
Journal of international financial markets, institutions & money
19
Applied mathematical finance
16
Working paper / National Bureau of Economic Research, Inc.
16
Research in international business and finance
14
Discussion paper / Tinbergen Institute
13
NBER working paper series
13
Journal of economic dynamics & control
11
Journal of risk and financial management : JRFM
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Working paper
11
Applied economics letters
10
Applied financial economics
10
Econometric Institute research papers
10
Journal of financial economics
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The European journal of finance
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
NBER Working Paper
8
Computational economics
7
Insurance / Mathematics & economics
7
International journal of finance & economics : IJFE
7
Journal of multinational financial management
7
Journal of risk
7
Review of derivatives research
7
Risks : open access journal
7
The journal of finance : the journal of the American Finance Association
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Cogent economics & finance
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ECONIS (ZBW)
10
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1
Is gold a hedge or a safe haven against stock markets? : evidence from conditional comoments
Ming, Lei
;
Yang, Ping
;
Liu, Qianqiu
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477120
Saved in:
2
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
3
Tracking performance of VIX futures ETPs
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Journal of empirical finance
61
(
2021
),
pp. 103-117
Persistent link: https://www.econbiz.de/10012693241
Saved in:
4
Does vega-neutral options trading contain information?
Lee, Jaeram
;
Ryu, Doojin
;
Yang, Heejin
- In:
Journal of empirical finance
62
(
2021
),
pp. 294-314
Persistent link: https://www.econbiz.de/10012693436
Saved in:
5
Optimal conditional hedge ratio : a simple shrinkage estimation approach
Kim, Myeong Jun
;
Park, Sung Y.
- In:
Journal of empirical finance
38
(
2016
),
pp. 139-156
Persistent link: https://www.econbiz.de/10011663233
Saved in:
6
Hedging the time-varying risk exposures of momentum returns
Martens, Martin
;
Oord, Arco van
- In:
Journal of empirical finance
28
(
2014
),
pp. 78-89
Persistent link: https://www.econbiz.de/10011284506
Saved in:
7
Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Haghani, Shermineh
- In:
Journal of empirical finance
28
(
2014
),
pp. 291-320
Persistent link: https://www.econbiz.de/10011285627
Saved in:
8
Optimal futures hedging under jump switching dynamics
Lee, Hsiang-Tai
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 446-456
Persistent link: https://www.econbiz.de/10003856819
Saved in:
9
Testing for constant hedge ratios in commodity markets : a multivariate GARCH approach
Moschini, Giancarlo
;
Myers, Robert J.
- In:
Journal of empirical finance
9
(
2002
)
5
,
pp. 589-603
Persistent link: https://www.econbiz.de/10001712026
Saved in:
10
Hedging foreign currency portfolios
Gagnon, Louis
;
Lypny, Gregory J.
;
McCurdy, Thomas H.
- In:
Journal of empirical finance
5
(
1998
)
3
,
pp. 197-220
Persistent link: https://www.econbiz.de/10001668824
Saved in:
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