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~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"hrv"
~subject:"USA"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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USA
Volatility
United States
773
Theorie
437
Theory
437
Derivat
383
Derivative
383
Volatilität
344
Hedging
317
Index futures
265
Index-Futures
265
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252
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252
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249
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249
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206
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988
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990
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Brorsen, B. Wade
12
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Zhang, Jin E.
12
Lien, Da-hsiang Donald
10
Locke, Peter R.
9
Kolb, Robert W.
8
Kurov, Alexander
8
Tse, Yiuman
8
Bali, Turan G.
7
Edwards, Franklin R.
7
Gay, Gerald D.
7
Krehbiel, Timothy L.
7
Schneeweis, Thomas
7
Simon, David P.
7
Chatrath, Arjun
6
Frino, Alex
6
Irwin, Scott H.
6
Kahl, Kandice H.
6
Ma, Christopher K.
6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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Najand, Mohammad
5
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5
Sultan, Jahangir
5
Adkins, Lee Chester
4
Bollen, Nicolas P. B.
4
Cakici, Nusret
4
Chung, Huimin
4
Cornell, Bradford
4
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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The journal of futures markets
The American economic review
2,039
Applied economics
1,512
The review of economics and statistics
1,428
The review of financial studies
1,381
The journal of finance : the journal of the American Finance Association
1,363
American journal of agricultural economics
1,298
Journal of banking & finance
1,188
Economics letters
1,064
Energy economics
998
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986
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929
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864
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852
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845
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843
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801
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765
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742
The journal of economic perspectives : EP ; a journal of the American Economic Association
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ILR review : the journal of work and policy
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Health affairs : at the intersection of health, health care, and policy
588
European journal of operational research : EJOR
583
Journal of monetary economics
579
International review of economics & finance : IREF
552
Journal of labor economics
544
Journal of international money and finance
519
Journal of econometrics
514
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
990
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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
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
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