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~isPartOf:"Journal of empirical finance"
~subject:"Index futures"
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Index futures
Option pricing theory
39
Optionspreistheorie
39
Volatility
18
Volatilität
18
Estimation
11
Schätzung
11
Forecasting model
8
Option trading
8
Optionsgeschäft
8
Prognoseverfahren
8
ARCH model
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ARCH-Modell
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Capital income
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Index-Futures
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Kapitaleinkommen
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Risikoprämie
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Risk premium
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Theorie
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Theory
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Black-Scholes-Modell
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Derivat
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Share price
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Stochastic process
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Stochastischer Prozess
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USA
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United States
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Aktienmarkt
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Aktienoption
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Credit risk
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EU countries
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EU-Staaten
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Estimation theory
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Kreditrisiko
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Option pricing
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Fiorentini, Gabriele
1
Fleming, Jeff
1
Guan, Zhengfei
1
Kim, Namhyoung
1
Lee, Jaewook
1
León Valle, Ángel Manuel
1
Myers, Robert J.
1
Roll, Richard
1
Rubio, Gonzalo
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Schwartz, Eduardo S.
1
Subrahmanyam, Avanidhar
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Wang, Zhiguang
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Wu, Feng
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Yun, Jaeho
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Journal of empirical finance
The journal of futures markets
24
The journal of finance : the journal of the American Finance Association
10
Journal of banking & finance
9
The review of financial studies
8
International review of economics & finance : IREF
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Review of derivatives research
6
NBER Working Paper
5
NBER working paper series
5
Quantitative finance
5
Working paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Applied financial economics
4
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of financial economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research paper series / Swiss Finance Institute
4
Applied economics
3
Asia-Pacific journal of financial studies
3
Discussion papers of interdisciplinary research project 373
3
Economics letters
3
Finance research letters
3
Global business review
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Meddelanden från Svenska Handelshögskolan
3
Review of finance : journal of the European Finance Association
3
Review of quantitative finance and accounting
3
Theoretical economics letters
3
AFI
2
Advances in futures and options research : a research annual
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Betriebswirtschaftliche Studien
2
Borsa Istanbul Review
2
CREATES research paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Finance : revue de l'Association Française de Finance
2
International journal of economics and finance
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ECONIS (ZBW)
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1
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
2
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
3
No-arbitrage implied volatility functions : empirical evidence from KOSPI 200 index options
Kim, Namhyoung
;
Lee, Jaewook
- In:
Journal of empirical finance
21
(
2013
),
pp. 36-53
Persistent link: https://www.econbiz.de/10009745311
Saved in:
4
The role of time-varying jump risk premia in pricing stock index options
Yun, Jaeho
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 833-846
Persistent link: https://www.econbiz.de/10009492529
Saved in:
5
Estimation and empirical performance of Heston's stochastic volatility model : the case of a thinly traded market
Fiorentini, Gabriele
;
León Valle, Ángel Manuel
; …
- In:
Journal of empirical finance
9
(
2002
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001655810
Saved in:
6
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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