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Volatility
138
Volatilität
138
Commodity derivative
95
Rohstoffderivat
95
Option pricing theory
89
Optionspreistheorie
89
Derivat
81
Derivative
81
Theorie
79
Theory
79
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73
Optionsgeschäft
73
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64
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64
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59
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59
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53
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53
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51
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51
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49
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49
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46
Risk
46
Hedging
40
Estimation
38
Portfolio selection
38
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38
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38
Index futures
36
Index-Futures
36
Anlageverhalten
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Behavioural finance
35
Risikoprämie
32
Risk premium
32
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30
ARCH-Modell
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China
27
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26
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Article
339
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3
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339
Aufsatz in Zeitschrift
339
Conference paper
5
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English
342
Author
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Ryu, Doojin
8
Webb, Robert I.
6
Huang, Zhuo
5
Lin, Sha
5
Yu, Jinyoung
5
Zhang, Jin E.
5
Agarwalla, Sobhesh Kumar
4
Cui, Zhenyu
4
Frino, Alex
4
Han, Liyan
4
He, Xin-Jiang
4
Jin, Liwei
4
Luo, Xingguo
4
Qiao, Gaoxiu
4
Ruan, Xinfeng
4
Varma, Jayanth Rama
4
Xiong, Tao
4
Yuan, Xianghui
4
Zhang, Qunzi
4
Chen, Yu-Lun
3
Chi, Yeguang
3
Du, Lingshan
3
Gong, Xu
3
Jiang, Gongyue
3
Kurov, Alexander
3
Lee, Chien-Chiang
3
Lee, Hangsuck
3
Li, Miao
3
Li, Ziran
3
Lian, Feng
3
Lin, Boqiang
3
Liu, Yanchu
3
Robe, Michel A.
3
Sakemoto, Ryuta
3
Saurav, Sumit
3
Tong, Chen
3
Wang, Yudong
3
Wei, Xinbei
3
Xu, Qi
3
Xu, Yaofei
3
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Institution
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Derivative Markets Conference <2022, Online>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
Published in...
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The journal of futures markets
342
Source
All
ECONIS (ZBW)
342
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1
Joint implied willow tree : an approach for joint S&P 500/VIX calibration
Dong, Bing
;
Xu, Wei
;
Cui, Zhenyu
- In:
The journal of futures markets
45
(
2025
)
6
,
pp. 547-568
Persistent link: https://www.econbiz.de/10015464822
Saved in:
2
Real-time tracking of public announcements in the limit order book
Arzandeh, Mehdi
;
Frank, Julieta
;
Daniels, Justin
- In:
The journal of futures markets
45
(
2025
)
6
,
pp. 569-599
Persistent link: https://www.econbiz.de/10015464824
Saved in:
3
Modeling the implied volatility smirk in China : do non-affine two-factor stochastic volatility models work?
Ye, Yifan
;
Fan, Zheqi
;
Ruan, Xinfeng
- In:
The journal of futures markets
45
(
2025
)
6
,
pp. 612-636
Persistent link: https://www.econbiz.de/10015464832
Saved in:
4
The term structure of credit default swap spreads and the cross section of options returns
Zhang, Hao
;
Shi, Yukun
;
Han, Dun
;
Liu, Pei
;
Xu, Yaofei
- In:
The journal of futures markets
45
(
2025
)
6
,
pp. 637-658
Persistent link: https://www.econbiz.de/10015464836
Saved in:
5
Quantile and time-frequency risk spillover between climate policy uncertainty and grains commodity markets
Zeng, Hongjun
;
Abedin, Mohammad Zoynul
;
Ahmed, …
- In:
The journal of futures markets
45
(
2025
)
6
,
pp. 659-682
Persistent link: https://www.econbiz.de/10015464839
Saved in:
6
The variance risk premium over trading and nontrading periods
Papagelis, Lucas
;
Dotsis, George
- In:
The journal of futures markets
45
(
2025
)
7
,
pp. 752-770
Persistent link: https://www.econbiz.de/10015464862
Saved in:
7
Pricing VXX options with observable volatility dynamics from high-frequency VIX index
Lu, Shan
- In:
The journal of futures markets
45
(
2025
)
7
,
pp. 771-801
Persistent link: https://www.econbiz.de/10015464863
Saved in:
8
Commodity futures deliveries : theory and evidence from the US corn market
Fernandes, Vitor M. O.
;
Kunda, Eugene L.
;
Robe, Michel A.
- In:
The journal of futures markets
45
(
2025
)
7
,
pp. 844-876
Persistent link: https://www.econbiz.de/10015464867
Saved in:
9
Market consistent valuation for Bitcoin options with long memory in conditional volatility and conditional non-normality
Siu, Tak Kuen
- In:
The journal of futures markets
45
(
2025
)
8
,
pp. 917-945
Persistent link: https://www.econbiz.de/10015464870
Saved in:
10
Tail risk hedging : the superiority of the naïve hedging strategy
Cao, Min
;
Conlon, Thomas
- In:
The journal of futures markets
45
(
2025
)
8
,
pp. 977-1005
Persistent link: https://www.econbiz.de/10015464872
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