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subject:"Volatilität"
~isPartOf:"The journal of futures markets"
~subject:"Kointegration"
~subject:"Option trading"
~subject:"Stock index"
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Volatilität
Kointegration
Option trading
Stock index
Estimation
188
Schätzung
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82
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82
Volatility
60
Theorie
39
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Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Fonseca, José da
2
Hansen, Peter Reinhard
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Huang, Zhuo
2
Kang, Jangkoo
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Binh Hoang Nguyen
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1
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The journal of futures markets
Applied economics
252
Economic modelling
220
Energy economics
195
Applied economics letters
173
International review of economics & finance : IREF
156
Finance research letters
136
The North American journal of economics and finance : a journal of financial economics studies
127
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Journal of econometrics
121
International review of financial analysis
119
CESifo working papers
117
International Journal of Energy Economics and Policy : IJEEP
115
Applied financial economics
112
International journal of economics and financial issues : IJEFI
110
Journal of banking & finance
101
Research in international business and finance
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Working paper
99
International journal of economics and finance
96
Journal of empirical finance
94
The empirical economics letters : a monthly international journal of economics
93
Journal of international financial markets, institutions & money
90
Journal of international money and finance
89
Working paper / National Bureau of Economic Research, Inc.
85
NBER working paper series
84
Economics letters
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
NBER Working Paper
76
Cogent economics & finance
75
Journal of risk and financial management : JRFM
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
International journal of finance & economics : IJFE
69
Discussion paper / Tinbergen Institute
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Theoretical and applied economics : GAER review
59
The European journal of finance
57
Discussion paper / Centre for Economic Policy Research
55
International journal of forecasting
52
Discussion papers / Deutsches Institut für Wirtschaftsforschung
45
Econometric reviews
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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
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:
8
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:
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
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
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