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subject:"Volatilität"
~isPartOf:"The journal of futures markets"
~subject:"Kointegration"
~subject:"Stock index"
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Volatilität
Kointegration
Stock index
Estimation
188
Schätzung
188
USA
82
United States
82
Volatility
60
Theorie
39
Theory
39
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37
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37
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Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Fonseca, José da
2
Lai, Yu-Sheng
2
Lim, Kian-Guan
2
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1
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1
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1
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1
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1
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1
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1
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The journal of futures markets
Applied economics
249
Economic modelling
220
Energy economics
195
Applied economics letters
172
International review of economics & finance : IREF
153
Finance research letters
135
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
Research in international business and finance
101
Journal of banking & finance
98
Working paper
97
International journal of economics and finance
96
Journal of empirical finance
93
The empirical economics letters : a monthly international journal of economics
93
Journal of international financial markets, institutions & money
89
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
56
Discussion paper / Centre for Economic Policy Research
55
International journal of forecasting
51
Discussion papers / Deutsches Institut für Wirtschaftsforschung
45
Econometric reviews
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ECONIS (ZBW)
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11
Volatility model applications in China's SSE50 options market
Chi, Yeguang
;
Hao, Wenyan
;
Zhang, Yifei
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1704-1720
Persistent link: https://www.econbiz.de/10013465807
Saved in:
12
Robust information share measures with an application on the international crude oil markets
Li, Hong
;
Shi, Yanlin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 555-579
Persistent link: https://www.econbiz.de/10013187561
Saved in:
13
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
14
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
15
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:
16
Pricing vulnerable options with jump clustering
Ma, Yong
;
Shrestha, Keshab
;
Xu, Weidong
- In:
The journal of futures markets
37
(
2017
)
12
,
pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
Saved in:
17
Volatility smile and one-month foreign currency volatility forecasts
Wong, Alfred Huah-Syn
;
Heaney, Richard A.
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 286-312
Persistent link: https://www.econbiz.de/10011669812
Saved in:
18
Fundamentals, derivatives market information and oil price volatility
Robe, Michel A.
;
Wallen, Jonathan
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10011568424
Saved in:
19
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:
20
Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Byström, Hans N. E.
- In:
The journal of futures markets
35
(
2015
)
8
,
pp. 753-775
Persistent link: https://www.econbiz.de/10011392648
Saved in:
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