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~isPartOf:"The journal of futures markets"
~subject:"CAPM"
~subject:"Spot market"
~subject:"Volatilität"
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CAPM
Spot market
Volatilität
Capital market returns
52
Kapitalmarktrendite
52
Volatility
19
Option trading
18
Optionsgeschäft
18
USA
18
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11
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Spotmarkt
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Statistical distribution
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Lien, Da-hsiang Donald
2
Alexiou, Lykourgos
1
Asai, Manabu
1
Bollen, Nicolas P. B.
1
Chang, Chiao-yi
1
Chi, Zeyu
1
Chou, Robin K.
1
Chung, San-Lin
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Daigler, Robert T.
1
Do, Binh
1
Dockner, Engelbert J.
1
Dong, Fangyuan
1
Dotsis, George
1
Eksi, Zehra
1
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1
Foster, Anthony
1
Fu, Xi
1
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1
Guo, Biao
1
Hong, Lu
1
Jang, Bong-Gyu
1
Kambouroudis, Dimos S.
1
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1
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1
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1
Rammerstorfer, Margarethe
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1
Sandri, Matteo
1
Shackleton, Mark B.
1
Shin, Dong-Hoon
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The journal of futures markets
The review of financial studies
40
Journal of financial and quantitative analysis : JFQA
30
NBER working paper series
27
Working paper / National Bureau of Economic Research, Inc.
25
Journal of financial economics
22
NBER Working Paper
21
Discussion paper / Tinbergen Institute
18
Econometric Institute research papers
18
Journal of banking & finance
18
Pacific-Basin finance journal
18
The journal of finance : the journal of the American Finance Association
16
Energy economics
15
Finance research letters
15
International review of financial analysis
15
Applied economics
12
Discussion paper / Centre for Economic Policy Research
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Journal of international financial markets, institutions & money
10
International review of economics & finance : IREF
9
Journal of empirical finance
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance India : the quarterly journal of Indian Institute of Finance
7
International finance discussion papers
7
Journal of risk and financial management : JRFM
7
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
7
Economics letters
6
International review of finance
6
Research in international business and finance
6
Working paper
6
CREATES research paper
5
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
5
Economic modelling
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Emerging markets, finance and trade : EMFT
5
International Journal of Energy Economics and Policy : IJEEP
5
Journal of political economy
5
Quantitative finance
5
Staff reports / Federal Reserve Bank of New York
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied financial economics
4
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ECONIS (ZBW)
22
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1
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
2
Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
Saved in:
3
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
4
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1141-1152
Persistent link: https://www.econbiz.de/10011951006
Saved in:
5
Option pricing with threshold mean reversion
Chi, Zeyu
;
Dong, Fangyuan
;
Wong, Hoi Ying
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 107-131
Persistent link: https://www.econbiz.de/10011669768
Saved in:
6
Trading the VIX futures roll and volatility premiums with VIX options
Simon, David P.
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 184-208
Persistent link: https://www.econbiz.de/10011669795
Saved in:
7
The profitability of volatility spread trading on ASX equity options
Do, Binh
;
Foster, Anthony
;
Gray, Philip K.
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 107-126
Persistent link: https://www.econbiz.de/10011568018
Saved in:
8
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
9
Spot and futures markets linkages : does contango differ from backwardation?
Fernández, Viviana
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 375-396
Persistent link: https://www.econbiz.de/10011568428
Saved in:
10
Information content of trading activity in precious metals futures markets
Pradkhan, Elina
- In:
The journal of futures markets
36
(
2016
)
5
,
pp. 421-456
Persistent link: https://www.econbiz.de/10011568440
Saved in:
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