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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied financial economics"
~isPartOf:"The journal of futures markets"
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Volatilität
Zeitreihenanalyse
Estimation
634
Schätzung
634
USA
181
United States
181
Volatility
136
Theorie
134
Theory
134
Börsenkurs
122
Share price
122
Capital income
105
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105
Aktienmarkt
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Option pricing theory
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Optionspreistheorie
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Barkoulas, John T.
4
McMillan, David G.
4
Wang, George H. K.
3
Agarwalla, Sobhesh Kumar
2
Baum, Christopher F.
2
Ederington, Louis H.
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2
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2
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2
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2
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2
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2
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2
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2
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1
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Applied financial economics
The journal of futures markets
Applied economics
208
Economic modelling
191
Energy economics
186
Journal of econometrics
165
Applied economics letters
147
Finance research letters
145
International review of economics & finance : IREF
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
134
Working paper
120
Economics letters
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
CESifo working papers
114
International review of financial analysis
114
The North American journal of economics and finance : a journal of financial economics studies
111
International journal of forecasting
100
Journal of banking & finance
97
Discussion paper / Tinbergen Institute
96
Journal of empirical finance
96
Journal of international money and finance
91
Working paper / National Bureau of Economic Research, Inc.
90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
NBER working paper series
86
Research in international business and finance
86
NBER Working Paper
85
Journal of international financial markets, institutions & money
79
Journal of forecasting
69
Journal of risk and financial management : JRFM
67
Discussion paper / Centre for Economic Policy Research
65
International journal of finance & economics : IJFE
65
Econometric reviews
57
Journal of applied econometrics
56
The European journal of finance
53
Journal of economic dynamics & control
51
International Journal of Energy Economics and Policy : IJEEP
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Macroeconomic dynamics
47
International journal of economics and financial issues : IJEFI
46
International journal of economics and finance
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ECONIS (ZBW)
161
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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
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
3
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
4
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:
5
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian
;
Gazi, Adnan
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 720-743
Persistent link: https://www.econbiz.de/10014536677
Saved in:
6
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
7
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
Saved in:
8
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
9
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
10
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
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