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subject:"USA"
~isPartOf:"The journal of futures markets"
~subject:"Shock"
~subject:"Zeitreihenanalyse"
~type:"article"
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USA
Shock
Zeitreihenanalyse
Theorie
445
Theory
445
Hedging
133
Derivat
125
Derivative
125
United States
104
Option pricing theory
69
Optionspreistheorie
69
Commodity exchange
67
Warenbörse
67
Index futures
44
Index-Futures
44
Estimation
39
Schätzung
39
Volatility
39
Volatilität
39
Portfolio selection
38
Portfolio-Management
38
CAPM
36
Börsenkurs
33
Share price
33
Currency derivative
32
Interest rate derivative
32
Währungsderivat
32
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32
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29
Optionsgeschäft
29
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28
Rohstoffderivat
28
Risiko
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25
Arbitrage
22
Estimation theory
19
Forecasting model
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Prognoseverfahren
19
Schätztheorie
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English
117
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Lien, Da-hsiang Donald
4
Brorsen, B. Wade
3
Jordan, James V.
3
Bali, Turan G.
2
Fleming, Jeff
2
Gay, Gerald D.
2
Hayenga, Marvin L.
2
Kolb, Robert W.
2
Malliaris, Anastasios G.
2
Myers, Robert J.
2
Najand, Mohammad
2
Ostdiek, Barbara
2
Williams, Jeffrey
2
Wolf, Avner S.
2
Wright, Brian D.
2
Alcock, Jamie
1
Ané, Thierry
1
Arias, Joaquín
1
Babcock, Bruce A.
1
Banerjee, Aniruddha
1
Barkoulas, John T.
1
Barrett, W. B.
1
Batlin, Carl A.
1
Bhanot, Karan
1
Bigman, David
1
Black, Jane M.
1
Blomeyer, Edward C.
1
Board, John L. G.
1
Bollen, Nicolas P. B.
1
Bookstaber, Richard
1
Boyd, James C.
1
Branger, Nicole
1
Canarella, Giorgio
1
Carmichael, Trent
1
Chambers, Donald Robert
1
Chan, Jiun Hong
1
Chao Yang
1
Chen, Zhiyao
1
Choi, Jin W.
1
Cicchetti, Paul
1
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The journal of futures markets
Economics letters
521
Journal of econometrics
402
European journal of operational research : EJOR
389
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
368
The American economic review
337
International journal of forecasting
329
Applied economics
277
Journal of monetary economics
271
The review of economics and statistics
264
Journal of forecasting
256
American journal of agricultural economics
255
Journal of economic dynamics & control
247
The review of financial studies
241
The journal of finance : the journal of the American Finance Association
220
Computers & operations research : and their applications to problems of world concern ; an international journal
215
Journal of money, credit and banking : JMCB
215
Economic modelling
213
Journal of political economy
202
Econometric theory
201
Journal of macroeconomics
190
Journal of banking & finance
183
Southern economic journal
181
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
177
Applied economics letters
170
Journal of applied econometrics
170
International journal of production research
162
Econometric reviews
159
Macroeconomic dynamics
157
The economic journal : the journal of the Royal Economic Society
154
Journal of financial economics
153
International economic review
152
Journal of international money and finance
150
Economic inquiry : journal of the Western Economic Association International
143
European economic review : EER
140
The quarterly journal of economics
132
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
131
Review of economic dynamics
124
Energy economics
116
Public choice
116
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ECONIS (ZBW)
117
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1
US experience with futures transaction taxes
Mixon, Scott
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 413-427
Persistent link: https://www.econbiz.de/10012817935
Saved in:
2
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 339-356
Persistent link: https://www.econbiz.de/10011348418
Saved in:
3
A no-arbitrage fractional cointegration model for futures and spot daily ranges
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
The journal of futures markets
33
(
2013
)
1
,
pp. 77-102
Persistent link: https://www.econbiz.de/10009699456
Saved in:
4
Hedging under model misspecification : all risk factors are equal, but some are more equal than others ...
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-430
Persistent link: https://www.econbiz.de/10010218780
Saved in:
5
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
6
Local trader profitability in futures markets : liquidity and position taking profits
Frino, Alex
;
Jarnecic, Elvis
;
Feletto, Roger
- In:
The journal of futures markets
30
(
2010
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003962216
Saved in:
7
Trinomial or binomial : accelerating American put option price on trees
Chan, Jiun Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 826-839
Persistent link: https://www.econbiz.de/10003900848
Saved in:
8
The specification of GARCH models with stochastic covariates
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
Saved in:
9
Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
10
Dynamic hedging with futures : a copula-based GARCH model
Hsu, Chih-chiang
;
Tseng, Chih-Ping
;
Wang, Yaw-Huei
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1095-1116
Persistent link: https://www.econbiz.de/10003770071
Saved in:
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