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subject:"Volatility"
~isPartOf:"The journal of futures markets"
~subject:"Business cycle"
~subject:"United Kingdom"
~type:"article"
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Volatility
Business cycle
United Kingdom
Estimation
190
Schätzung
190
USA
82
United States
82
Volatilität
61
Theorie
39
Theory
39
Börsenkurs
38
Share price
38
Commodity derivative
34
Option pricing theory
34
Optionspreistheorie
34
Rohstoffderivat
34
Index futures
33
Index-Futures
33
Derivat
26
Derivative
26
Welt
25
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25
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24
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23
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21
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18
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Statistical distribution
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Statistische Verteilung
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76
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76
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Lim, Kian-Guan
3
Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Fonseca, José da
2
Heaney, Richard A.
2
Lai, Yu-Sheng
2
Sarno, Lucio
2
Theobald, Michael
2
Wang, George H. K.
2
Yallup, Peter
2
Zaatour, Riadh
2
Alexiou, Lykourgos
1
Ap Gwilym, Owain
1
Arisoy, Yakup Eser
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Barone-Adesi, Giovanni
1
Binh Hoang Nguyen
1
Brailsford, Timothy J.
1
Byström, Hans N. E.
1
Chang, Chuang-chang
1
Chen, Jian
1
Chen, Yu-Lun
1
Chi, Yeguang
1
Chou, Pin-huang
1
Clare, Andrew D.
1
Connolly, Robert A.
1
Corrado, Charles Joseph
1
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1
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1
Daouk, Hazem
1
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1
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1
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1
Faff, Robert W.
1
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1
Fernandez-Perez, Adrian
1
Fu, Tong
1
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The journal of futures markets
Applied economics
297
Economic modelling
200
Energy economics
170
Applied economics letters
159
Finance research letters
141
International review of economics & finance : IREF
138
Economics letters
127
Applied financial economics
122
International review of financial analysis
118
Journal of econometrics
117
Journal of international money and finance
114
The North American journal of economics and finance : a journal of financial economics studies
111
Journal of banking & finance
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
105
Journal of empirical finance
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Research in international business and finance
83
Journal of economic dynamics & control
80
Journal of international financial markets, institutions & money
78
International journal of finance & economics : IJFE
71
The European journal of finance
67
Journal of macroeconomics
64
International journal of forecasting
62
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Journal of risk and financial management : JRFM
57
Journal of monetary economics
56
Journal of applied econometrics
53
Journal of financial economics
52
European economic review : EER
51
Macroeconomic dynamics
51
Oxford bulletin of economics and statistics
46
The economic journal : the journal of the Royal Economic Society
46
Journal of money, credit and banking : JMCB
45
International Journal of Energy Economics and Policy : IJEEP
40
International journal of economics and finance
39
Journal of forecasting
39
Econometric reviews
37
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
76
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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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