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~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~source:"econis"
~subject:"Estimation"
~subject:"Volatility"
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Search: subject:"Termingeschäft"
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Estimation
Volatility
Derivat
67
Derivative
67
Option pricing theory
34
Optionspreistheorie
34
Volatilität
25
Option trading
18
Optionsgeschäft
18
Theorie
17
Theory
17
Stochastic process
16
Stochastischer Prozess
16
Credit risk
12
Kreditrisiko
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Börsenkurs
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Hedging
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Share price
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Risikoprämie
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Risk premium
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Schätzung
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Portfolio selection
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Portfolio-Management
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Risikomanagement
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Risk management
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ARCH model
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ARCH-Modell
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Estimation theory
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Futures
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Prognoseverfahren
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Risiko
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Risk
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Schätztheorie
5
Statistical distribution
5
Statistische Verteilung
5
Stochastic volatility
5
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28
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McAleer, Michael
3
Chang, Chia-Lin
2
Gouriéroux, Christian
2
Monfort, Alain
2
Park, Yang-Ho
2
Xiu, Dacheng
2
Amengual, Dante
1
Aït-Sahalia, Yacine
1
Barone-Adesi, Giovanni
1
Bondarenko, Oleg
1
Broadie, Mark
1
Cai, Zongwu
1
Chen, Ting-Fu
1
Chen, Xiangyu
1
Cheng, Yuxiang
1
Cheung, Yin-Wong
1
Chiu, Hsin-Yu
1
David, Or
1
Fang, Qiang
1
Fusari, Nicola
1
Grossmann, Axel
1
Hammoudeh, Shawkat
1
Jimenez-Martin, Juan-Angel
1
Kotzé, Antonie
1
Kutan, Ali Mustafa
1
Labuschagne, Coenraad C. A.
1
Li, Chen Xu
1
Li, Chenxu
1
Li, Wenlan
1
Li, Zelei
1
Li, Zheng
1
Liang, Zhilei
1
Lin, Wei
1
Ling, Shiqing
1
Mira, Antonietta
1
Nair, Merell L.
1
Ng, Lilian K.
1
Padayachi, Nadine
1
Pan, Zhiyuan
1
Park, Yuen Jung
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
64
International journal of theoretical and applied finance
40
Journal of banking & finance
38
Energy economics
36
International review of financial analysis
25
Applied financial economics
24
Applied mathematical finance
24
International review of economics & finance : IREF
23
Finance research letters
22
Quantitative finance
22
Review of derivatives research
22
The European journal of finance
18
Applied economics letters
16
Research in international business and finance
14
European journal of operational research : EJOR
13
Applied economics
12
International journal of financial engineering
12
Journal of financial economics
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Economic modelling
10
Journal of empirical finance
10
Working paper
10
Journal of economic dynamics & control
9
Journal of financial markets
9
Journal of international financial markets, institutions & money
9
Journal of risk and financial management : JRFM
9
International journal of bonds and derivatives
8
Review of quantitative finance and accounting
8
Risks : open access journal
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Finance India : the quarterly journal of Indian Institute of Finance
7
Finance and economics discussion series
7
Finance and stochastics
7
Mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
NBER working paper series
7
Pacific-Basin finance journal
7
Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
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1
Which liquidity indicator is more informative to market volatility? : spectrum analysis of China's base metal futures market
Chen, Xiangyu
;
Tongurai, Jittima
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014485263
Saved in:
2
Uncertainty about interest rates and the real economy
Qadan, Mahmoud
;
Shuval, Kerem
;
David, Or
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014485443
Saved in:
3
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
4
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
5
Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu
;
Chen, Ting-Fu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
Saved in:
6
Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
Saved in:
7
Is the nonlinear hedge of options more effective? : evidence from the SSE 50 ETF options in China
Yu, Xiao-Jian
;
Wang, Zi-Ling
;
Xiao, Wei-Lin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012665985
Saved in:
8
Time-dependent lead-lag relationships between the VIX and VIX futures markets
Yang, Yan-Hong
;
Shao, Ying-Hui
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012632213
Saved in:
9
Forecast on silver futures linked with structural breaks and day-of-the-week effect
Li, Wenlan
;
Cheng, Yuxiang
;
Fang, Qiang
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012632214
Saved in:
10
Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
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