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subject:"United States"
~isPartOf:"The journal of futures markets"
~subject:"CAPM"
~subject:"Forecasting model"
~subject:"Zinsderivat"
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United States
CAPM
Forecasting model
Zinsderivat
Theorie
448
Theory
448
Hedging
135
Derivat
128
Derivative
128
USA
111
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
Börsenkurs
33
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33
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32
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32
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25
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22
Estimation theory
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English
163
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Lien, Da-hsiang Donald
5
Gay, Gerald D.
4
Kolb, Robert W.
4
Brorsen, B. Wade
3
Chen, Ren-Raw
3
Jordan, James V.
3
Lioui, Abraham
3
Bali, Turan G.
2
Castelino, Mark G.
2
Chance, Don M.
2
Daigler, Robert T.
2
Fleming, Jeff
2
Hauser, Robert J.
2
Hayenga, Marvin L.
2
Leistikow, Dean
2
Malliaris, Anastasios G.
2
Myers, Robert J.
2
Najand, Mohammad
2
Ostdiek, Barbara
2
Poncet, Patrice
2
Ritchken, Peter H.
2
Sankarasubramanian, L.
2
Shastri, Kuldeep
2
Tandon, Kishore
2
Tian, Yisong Sam
2
Webb, Robert I.
2
Williams, Jeffrey
2
Wolf, Avner S.
2
Wright, Brian D.
2
Alcock, Jamie
1
Ané, Thierry
1
Arias, Joaquín
1
Baaquie, Belal E.
1
Babcock, Bruce A.
1
Banerjee, Aniruddha
1
Bansal, Naresh K.
1
Barkoulas, John T.
1
Barrett, W. B.
1
Batlin, Carl A.
1
Batlin, Carl Alan
1
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International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,557
International journal of forecasting
692
European journal of operational research : EJOR
475
Discussion paper / Centre for Economic Policy Research
468
Journal of forecasting
452
NBER working paper series
378
The American economic review
336
The review of financial studies
330
The journal of finance : the journal of the American Finance Association
322
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
317
Economics letters
316
Working paper
311
Journal of banking & finance
301
NBER Working Paper
292
Journal of financial economics
289
Journal of economic dynamics & control
263
Applied economics
260
Journal of econometrics
256
The review of economics and statistics
253
American journal of agricultural economics
248
Journal of monetary economics
247
Computers & operations research : and their applications to problems of world concern ; an international journal
233
Finance and economics discussion series
214
CESifo working papers
209
Journal of political economy
200
Discussion paper series / IZA
189
International journal of production research
187
Discussion paper / Tinbergen Institute
183
Management science : journal of the Institute for Operations Research and the Management Sciences
181
Journal of money, credit and banking : JMCB
178
Applied economics letters
176
Southern economic journal
175
Journal of empirical finance
173
Economic modelling
166
Journal of applied econometrics
156
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
154
Journal of international money and finance
149
Discussion paper
147
Economic inquiry : journal of the Western Economic Association International
145
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ECONIS (ZBW)
163
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1
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
2
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
3
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
4
International Conference on futures and other derivatives
International Conference on Futures and Other …
-
2023
Persistent link: https://www.econbiz.de/10014339367
Saved in:
5
Pricing risky corporate bonds : an empirical study
Baaquie, Belal E.
;
Karim, Muhammad Mahmudul
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 90-121
Persistent link: https://www.econbiz.de/10013465896
Saved in:
6
Predictive power of the implied volatility term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
7
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:
8
International Conference on futures and other derivatives
International Conference on Futures and Other …
-
2022
Persistent link: https://www.econbiz.de/10013465939
Saved in:
9
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
10
Analyzing oil futures with a dynamic Nelson-Siegel model
Grønborg, Niels S.
;
Lunde, Asger
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 153-173
Persistent link: https://www.econbiz.de/10011568059
Saved in:
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