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subject:"Volatility"
~isPartOf:"The journal of futures markets"
~subject:"Income distribution"
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Volatility
Income distribution
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
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34
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34
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33
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33
Derivat
26
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24
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12
Statistische Verteilung
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Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
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2
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2
Lim, Kian-Guan
2
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2
Zaatour, Riadh
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
Energy economics
161
Applied economics
152
Discussion paper series / IZA
140
Economic modelling
140
Finance research letters
137
International review of economics & finance : IREF
123
Working paper / National Bureau of Economic Research, Inc.
116
Applied economics letters
115
NBER working paper series
108
International review of financial analysis
104
Journal of econometrics
104
NBER Working Paper
101
Working paper
101
The North American journal of economics and finance : a journal of financial economics studies
97
CESifo working papers
95
Economics letters
83
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83
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83
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75
Discussion paper / Centre for Economic Policy Research
75
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75
Discussion paper / Tinbergen Institute
73
Journal of international financial markets, institutions & money
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
Journal of risk and financial management : JRFM
58
International journal of finance & economics : IJFE
54
The European journal of finance
50
IZA Discussion Paper
49
Discussion paper
47
International journal of forecasting
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Discussion papers / CEPR
41
International Journal of Energy Economics and Policy : IJEEP
40
Journal of financial economics
37
International journal of economics and finance
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ECONIS (ZBW)
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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
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
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:
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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