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subject:"Volatilität"
~isPartOf:"Discussion papers in economics"
~isPartOf:"The journal of futures markets"
~subject:"Stock index"
~subject:"United Kingdom"
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Volatilität
Stock index
United Kingdom
Estimation
310
Schätzung
310
USA
104
United States
104
Theorie
94
Theory
94
Volatility
66
Großbritannien
63
Börsenkurs
40
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34
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Option pricing theory
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Blundell, Richard W.
4
Easaw, Joshy Z.
4
Gylfi Zoega
4
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3
Garratt, Dean
3
Harris, Richard D. F.
3
Lim, Kian-Guan
3
Mumford, Karen
3
Smith, Peter N.
3
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2
Booth, Alison L.
2
Ederington, Louis H.
2
Fonseca, José da
2
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2
Fuertes, Ana María
2
Gravelle, Hugh
2
Heaney, Richard A.
2
Jones, Andrew M.
2
Lai, Yu-Sheng
2
Leslie, Derek G.
2
Peronaci, Romana
2
Philippopulos, Apostolēs
2
Preston, Ian
2
Sarno, Lucio
2
Smith, Peter C.
2
Spencer, Peter D.
2
Theobald, Michael
2
Wall, Howard J.
2
Wang, George H. K.
2
Wickens, Michael R.
2
Yallup, Peter
2
Zaatour, Riadh
2
Abbott, Andrew
1
Alexiou, Lykourgos
1
Almeida-Santos, Filipe
1
Ané, Thierry
1
Ap Gwilym, Owain
1
Arisoy, Yakup Eser
1
Arnold, Simon P.
1
Bali, Turan G.
1
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University of York / Department of Economics and Related Studies
8
Birkbeck College / Department of Economics
6
University of Exeter / Department of Economics
4
Manchester Metropolitan University
2
Centre for Research in Economic History
1
University of Glasgow / Department of Economics
1
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Discussion papers in economics
The journal of futures markets
Applied economics
245
Discussion paper series / IZA
245
Working paper / National Bureau of Economic Research, Inc.
156
Discussion paper / Centre for Economic Policy Research
154
NBER working paper series
149
Energy economics
146
Economic modelling
143
Applied financial economics
135
NBER Working Paper
135
Finance research letters
125
International review of economics & finance : IREF
124
International review of financial analysis
121
Journal of econometrics
113
Working paper
113
CESifo working papers
111
Applied economics letters
110
The North American journal of economics and finance : a journal of financial economics studies
106
Journal of international money and finance
100
Journal of banking & finance
96
IZA Discussion Paper
90
Journal of empirical finance
89
Discussion paper
85
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion paper / Tinbergen Institute
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The European journal of finance
68
International journal of finance & economics : IJFE
66
Journal of risk and financial management : JRFM
56
International journal of forecasting
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
49
Journal of financial economics
47
Working papers / Bank of England
46
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
45
Journal of applied econometrics
45
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ECONIS (ZBW)
130
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
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
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
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