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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"mul"
~language:"spa"
~subject:"CAPM"
~subject:"Volatilität"
~type_genre:"Article in journal"
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CAPM
Volatilität
USA
2,078
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2,077
Theorie
1,234
Theory
1,234
Börsenkurs
711
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711
Derivat
462
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462
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460
Capital income
448
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448
Estimation
388
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388
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363
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302
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302
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301
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301
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287
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287
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262
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215
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Zhang, Jin E.
9
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8
Ferson, Wayne E.
8
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7
Fama, Eugene F.
7
Whaley, Robert E.
7
Andersen, Torben
6
French, Kenneth Ronald
6
Harvey, Campbell R.
6
Stambaugh, Robert F.
6
Bansal, Ravi
5
Cakici, Nusret
5
Ederington, Louis H.
5
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5
Shanken, Jay
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5
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5
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5
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4
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4
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Hung, Mao-Wei
4
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4
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4
Luo, Xingguo
4
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4
Singleton, Kenneth J.
4
Titman, Sheridan
4
Agarwalla, Sobhesh Kumar
3
Bollen, Nicolas P. B.
3
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3
Carlson, Murray
3
Chatrath, Arjun
3
Chen, Zhiyao
3
Chou, Robin K.
3
Câmara, António
3
Dawson, Paul
3
Duffie, Darrell
3
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3
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American Finance Association
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
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The journal of finance : the journal of the American Finance Association
The journal of futures markets
Finance research letters
660
Energy economics
621
Journal of banking & finance
620
International review of financial analysis
510
Journal of financial economics
459
Applied economics
457
International review of economics & finance : IREF
409
Economic modelling
408
Journal of empirical finance
395
The North American journal of economics and finance : a journal of financial economics studies
390
Journal of econometrics
376
Economics letters
340
Applied financial economics
334
The review of financial studies
330
International journal of theoretical and applied finance
310
Journal of international financial markets, institutions & money
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Applied economics letters
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Journal of international money and finance
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Journal of economic dynamics & control
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Research in international business and finance
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Pacific-Basin finance journal
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Journal of risk and financial management : JRFM
235
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
232
Quantitative finance
226
The European journal of finance
223
Journal of financial and quantitative analysis : JFQA
217
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
189
Review of quantitative finance and accounting
185
Mathematical finance : an international journal of mathematics, statistics and financial theory
179
International journal of finance & economics : IJFE
167
Management science : journal of the Institute for Operations Research and the Management Sciences
167
International Journal of Energy Economics and Policy : IJEEP
165
Finance and stochastics
144
International journal of forecasting
144
Applied mathematical finance
141
Journal of monetary economics
138
International journal of economics and finance
137
Journal of forecasting
137
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ECONIS (ZBW)
761
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1
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761
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1
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
3
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:
4
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
5
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
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
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
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
Saved in:
9
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
10
Attention spillover in asset pricing
Chen, Xin
;
An, Li
;
Wang, Zhengwei
;
Yu, Jianfeng
- In:
The journal of finance : the journal of the American …
78
(
2023
)
6
,
pp. 3515-3559
Persistent link: https://www.econbiz.de/10014437707
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