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~isPartOf:"The journal of futures markets"
~subject:"Estimation"
~subject:"United States"
~type:"article"
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Search: subject_exact:"Volatility"
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Estimation
United States
Volatility
344
Volatilität
344
USA
127
Option pricing theory
71
Optionspreistheorie
71
Börsenkurs
68
Share price
68
Index futures
67
Index-Futures
67
Option trading
61
Optionsgeschäft
61
Schätzung
60
Commodity derivative
50
Rohstoffderivat
50
Derivat
45
Derivative
45
Theorie
39
Theory
39
ARCH model
38
ARCH-Modell
38
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33
Prognoseverfahren
33
Capital income
29
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29
Kapitaleinkommen
29
Stochastic process
29
Stochastischer Prozess
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Handelsvolumen der Börse
27
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Welt
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World
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Yield curve
23
Zinsstruktur
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Aktienindex
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Stock index
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Aktienmarkt
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Article in journal
163
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English
163
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Bali, Turan G.
4
Daigler, Robert T.
4
Ederington, Louis H.
4
Simon, David P.
4
Chatrath, Arjun
3
Lai, Yu-Sheng
3
Martens, Martin
3
Ramchander, Sanjay
3
Zhang, Jin E.
3
Agarwalla, Sobhesh Kumar
2
Arisoy, Yakup Eser
2
Bollen, Nicolas P. B.
2
Chen, Zhiyao
2
Corrado, Charles Joseph
2
Dawson, Paul
2
Doran, James S.
2
Elder, John
2
Fonseca, José da
2
Giot, Pierre
2
Guan, Wei
2
Kim, Changki
2
Koutmos, Gregory
2
Lim, Kian-Guan
2
Miao, Hong
2
Mougoué, Mbodja
2
Parhizgari, Ali M.
2
Park, Sung Y.
2
Peterson, David R.
2
Rompolis, Leonidas S.
2
Shu, Jinghong
2
Song, Frank M.
2
Stivers, Christopher T.
2
Tse, Yiuman
2
Wang, George H. K.
2
Whaley, Robert E.
2
Zaatour, Riadh
2
Adrangi, Bahram
1
Aggarwal, Reena
1
Akdeniz, Levent
1
Alexander, Carol
1
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The journal of futures markets
Energy economics
181
Applied economics
149
Finance research letters
141
Journal of banking & finance
137
International review of economics & finance : IREF
134
Economic modelling
132
International review of financial analysis
128
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of econometrics
115
Journal of empirical finance
114
Applied financial economics
106
Journal of international financial markets, institutions & money
89
Applied economics letters
86
Journal of international money and finance
84
The review of financial studies
81
Research in international business and finance
79
Economics letters
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
74
Journal of financial economics
67
The journal of finance : the journal of the American Finance Association
63
Journal of risk and financial management : JRFM
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
International journal of forecasting
52
Journal of financial and quantitative analysis : JFQA
52
The European journal of finance
51
International journal of finance & economics : IJFE
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Pacific-Basin finance journal
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
42
Global finance journal
41
International Journal of Energy Economics and Policy : IJEEP
41
Econometric reviews
39
Journal of applied econometrics
38
Journal of economics and finance
38
Journal of financial markets
38
Journal of money, credit and banking : JMCB
38
Quantitative finance
37
Review of quantitative finance and accounting
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ECONIS (ZBW)
163
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1
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
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
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:
4
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
5
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:
6
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
7
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
8
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
9
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
10
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
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