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subject:"United States"
~isPartOf:"The journal of futures markets"
~subject:"Statistical distribution"
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United States
Statistical distribution
Estimation
188
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USA
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Volatility
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60
Theorie
39
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39
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Wang, George H. K.
4
Sarno, Lucio
3
Ederington, Louis H.
2
Lim, Kian-Guan
2
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2
Shrestha, Keshab
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The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,489
Discussion paper series / IZA
422
Discussion paper / Centre for Economic Policy Research
395
Applied economics
269
The review of economics and statistics
171
Finance and economics discussion series
167
CESifo working papers
162
The American economic review
151
NBER working paper series
148
Applied economics letters
147
The journal of finance : the journal of the American Finance Association
146
Working paper
126
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
118
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
109
Applied financial economics
102
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100
The review of financial studies
92
NBER Working Paper
90
Economics letters
86
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81
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Journal of international money and finance
78
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Economic modelling
74
Journal of financial and quantitative analysis : JFQA
74
Discussion paper
72
Journal of monetary economics
67
Journal of banking & finance
65
Southern economic journal
65
Journal of labor economics
62
Journal of macroeconomics
56
Staff reports / Federal Reserve Bank of New York
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The quarterly journal of economics
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Discussion paper / Tinbergen Institute
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Economic inquiry : journal of the Western Economic Association International
53
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
52
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
52
International review of economics & finance : IREF
52
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ECONIS (ZBW)
92
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1
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:
2
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
3
Asymmetry in the permanent price impact of block purchases and sales : theory and empirical evidence
Frino, Alex
;
Mollica, Vito
;
Romano, Maria Grazia
;
Zhou, …
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 359-373
Persistent link: https://www.econbiz.de/10011950679
Saved in:
4
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
5
The skewness implied in the Heston model and its application
Zhang, Jin E.
;
Zhen, Fang
;
Sun, Xiaoxia
;
Zhao, Huimin
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 211-237
Persistent link: https://www.econbiz.de/10011669807
Saved in:
6
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
7
Option pricing under skewness and kurtois using a Cornish-Fisher expansion
Aboura, Sofiane
;
Maillard, Didier
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1194-1209
Persistent link: https://www.econbiz.de/10011665615
Saved in:
8
An early-exercise-probability perspective of American put options in the low-interest-rate era
Miao, Daniel Wei-Chung
;
Lee, Yung-Hsin
;
Chao, Wan-Ling
- In:
The journal of futures markets
35
(
2015
)
12
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10011546243
Saved in:
9
Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André
;
Guerra, João
- In:
The journal of futures markets
35
(
2015
)
7
,
pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
Saved in:
10
Psychological barriers and option pricing
Jang, Bong-Gyu
;
Kim, Changki
;
Kim, Kyeong Tae
;
Lee, Seungkyu
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 52-74
Persistent link: https://www.econbiz.de/10011346173
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