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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of futures markets"
~subject:"Capital income"
~subject:"Stochastic process"
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Search: subject:"Volatility"
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Capital income
Stochastic process
Volatility
605
Volatilität
604
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167
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167
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158
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158
Estimation
143
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Bali, Turan G.
4
Christiansen, Charlotte
3
Doran, James S.
3
Peterson, David R.
3
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3
Agarwalla, Sobhesh Kumar
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Journal of empirical finance
The journal of futures markets
Finance research letters
174
Journal of econometrics
155
Journal of banking & finance
143
International journal of theoretical and applied finance
141
International review of financial analysis
130
The North American journal of economics and finance : a journal of financial economics studies
120
International review of economics & finance : IREF
114
Energy economics
113
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99
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95
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77
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70
Journal of international financial markets, institutions & money
69
Pacific-Basin finance journal
66
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64
Economics letters
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Journal of economic dynamics & control
61
Research paper series / Swiss Finance Institute
60
The European journal of finance
60
International journal of forecasting
59
Econometric reviews
55
Computational economics
52
Mathematical finance : an international journal of mathematics, statistics and financial theory
52
Journal of forecasting
50
The journal of computational finance
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
Finance and stochastics
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ECONIS (ZBW)
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1
Calibration in the "real world" of a partially specified stochastic
volatility
model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
2
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:
3
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
4
Hedging options in a hidden Markov-switching local-
volatility
model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
5
Forecasting realized
volatility
with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
6
VIX option-implied
volatility
slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
7
Revisiting the puzzle of jumps in
volatility
forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
8
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:
9
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
Saved in:
10
Do interest rate differentials drive the
volatility
of exchange rates? : evidence from an extended stochastic
volatility
model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
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