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subject:"USA"
~isPartOf:"The journal of futures markets"
~subject:"Statistische Verteilung"
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Statistische Verteilung
Estimation theory
37
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United States
15
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12
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1977-1983
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1984-1989
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The journal of futures markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
118
Journal of econometrics
93
The review of economics and statistics
44
Insurance / Mathematics & economics
43
Economics letters
42
Working paper / National Bureau of Economic Research, Inc.
35
Econometric theory
29
Econometric reviews
28
CEMMAP working papers / Centre for Microdata Methods and Practice
26
Discussion paper / Tinbergen Institute
26
Statistics in transition : an international journal of the Polish Statistical Association
25
Journal of applied econometrics
24
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
23
Journal of the American Statistical Association : JASA
21
American journal of agricultural economics
20
Discussion paper / Center for Economic Research, Tilburg University
20
Discussion paper series / IZA
20
International journal of forecasting
20
Applied economics
19
The econometrics journal
19
Journal of financial and quantitative analysis : JFQA
16
The review of financial studies
15
CREATES research paper
14
Journal of banking & finance
14
Journal of empirical finance
14
NBER working paper series
14
The journal of finance : the journal of the American Finance Association
14
European journal of operational research : EJOR
13
Journal of forecasting
13
Journal of macroeconomics
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Technical working paper / National Bureau of Economic Research
13
Applied economics letters
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Oxford bulletin of economics and statistics
12
Statistical papers
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
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1
Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators : an affine jump-diffusion approach
Aschakulporn, Pakorn
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 365-388
Persistent link: https://www.econbiz.de/10012817922
Saved in:
2
Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
Saved in:
3
Testing range estimators of historical volatility
Shu, Jinghong
;
Zhang, Jin E.
- In:
The journal of futures markets
26
(
2006
)
3
,
pp. 297-313
Persistent link: https://www.econbiz.de/10003304002
Saved in:
4
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001447798
Saved in:
5
Conditional dynamics and optimal spreading in the precious metals futures markets
Wahab, Mamoud S.
- In:
The journal of futures markets
15
(
1995
)
2
,
pp. 131-136
Persistent link: https://www.econbiz.de/10001178573
Saved in:
6
Reducing the bias in empirical studies due to limit moves
Sutrick, Kenneth H.
- In:
The journal of futures markets
13
(
1993
)
5
,
pp. 527-543
Persistent link: https://www.econbiz.de/10001145977
Saved in:
7
Cointegration and error correction models : intertemporal causality between index and futures prices
Ghosh, Asim K.
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 193-198
Persistent link: https://www.econbiz.de/10001141884
Saved in:
8
Two-step testing procedure for price discovery role of futures prices
Quan, Jing
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001124224
Saved in:
9
Estimating the volatility of S&P 500 futures prices using the extreme-value method
Wiggins, James B.
- In:
The journal of futures markets
12
(
1992
)
3
,
pp. 265-273
Persistent link: https://www.econbiz.de/10001125677
Saved in:
10
Reduction in hedging risk from adjusting for autocorrelation in the residuals of a price level regression
Elam, Emmett
- In:
The journal of futures markets
11
(
1991
)
3
,
pp. 371-384
Persistent link: https://www.econbiz.de/10001104840
Saved in:
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