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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"The journal of futures markets"
~isPartOf:"The review of financial studies"
~subject:"Prognoseverfahren"
~type_genre:"Sammlung"
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Search: subject_exact:"Estimation"
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United States
Prognoseverfahren
Estimation
312
Schätzung
312
USA
174
Theorie
79
Theory
79
Volatility
67
Volatilität
67
Börsenkurs
60
Share price
60
Capital income
38
Kapitaleinkommen
38
Option pricing theory
36
Optionspreistheorie
36
Index futures
35
Index-Futures
35
Welt
35
World
35
Commodity derivative
34
Rohstoffderivat
34
Forecasting model
31
Derivat
26
Derivative
26
Risikoprämie
25
Risk premium
25
CAPM
24
Hedging
24
ARCH model
23
ARCH-Modell
23
Capital market returns
20
Efficient market hypothesis
20
Effizienzmarkthypothese
20
Großbritannien
20
Kapitalmarktrendite
20
Portfolio selection
20
Portfolio-Management
20
United Kingdom
20
Yield curve
20
Zinsstruktur
20
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Article
195
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Article in journal
Sammlung
Aufsatz in Zeitschrift
195
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English
195
Author
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Wang, George H. K.
4
Ang, Andrew
3
Bekaert, Geert
3
Cao, Charles Q.
3
Kelly, Bryan T.
3
Sarno, Lucio
3
Stulz, René M.
3
Ederington, Louis H.
2
Edmans, Alex
2
Gay, Gerald D.
2
Haigh, Michael S.
2
Hardouvelis, Gikas A.
2
Kang, Jangkoo
2
Kirby, Chris
2
Lewellen, Katharina
2
Lim, Kian-Guan
2
Miffre, Joëlle
2
Pan, Yihui
2
Santa-Clara, Pedro
2
Shrestha, Keshab
2
Stanton, Richard
2
Wang, Tracy Yue
2
Weisbach, Michael S.
2
Whitelaw, Robert F.
2
Yau, Jot
2
Zhang, Jin E.
2
Zhang, Lu
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Agarwal, Vikas
1
Ahn, Dong-Hyun
1
Alexiou, Lykourgos
1
Alvero, Adrien
1
Ando, Sakai
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Barberis, Nicholas
1
Barkoulas, John T.
1
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The journal of futures markets
The review of financial studies
Applied economics
320
Applied economics letters
188
The review of economics and statistics
171
International journal of forecasting
156
The American economic review
153
The journal of finance : the journal of the American Finance Association
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
137
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
135
Journal of banking & finance
124
Economic modelling
123
Journal of applied econometrics
118
Applied financial economics
116
Journal of econometrics
113
Journal of forecasting
112
Economics letters
110
Journal of international money and finance
106
Finance research letters
105
Journal of financial economics
103
International review of economics & finance : IREF
91
Journal of money, credit and banking : JMCB
89
Journal of financial and quantitative analysis : JFQA
86
Energy economics
85
The North American journal of economics and finance : a journal of financial economics studies
85
International review of financial analysis
84
Journal of empirical finance
83
Journal of political economy
77
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
75
Journal of macroeconomics
70
Southern economic journal
64
Journal of economic dynamics & control
61
Journal of labor economics
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Review of quantitative finance and accounting
56
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
53
Journal of international financial markets, institutions & money
53
American journal of agricultural economics
49
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ECONIS (ZBW)
195
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195
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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
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:
3
Risks and returns of cryptocurrency
Liu, Yukun
;
Tsyvinski, Aleh
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2689-2727
Persistent link: https://www.econbiz.de/10012546311
Saved in:
4
Narrative asset pricing : interpretable systematic risk factors from news text
Bybee, Leland
;
Kelly, Bryan T.
;
Su, Yinan
- In:
The review of financial studies
36
(
2023
)
12
,
pp. 4759-4787
Persistent link: https://www.econbiz.de/10014446371
Saved in:
5
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
6
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
7
A model-free term structure of U.S. dividend premiums
Ulrich, Maxim
;
Florig, Stephan
;
Seehuber, Ralph
- In:
The review of financial studies
36
(
2023
)
3
,
pp. 1289-1318
Persistent link: https://www.econbiz.de/10014228803
Saved in:
8
Watch what they do, not what they say : estimating regulatory costs from revealed preferences
Alvero, Adrien
;
Ando, Sakai
;
Xiao, Kairong
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2224-2273
Persistent link: https://www.econbiz.de/10014320655
Saved in:
9
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
10
Who and what drives informed options trading after the market opens?
Kang, Jongho
;
Kang, Jangkoo
;
Lee, Jaeram
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 338-364
Persistent link: https://www.econbiz.de/10012817917
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