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~isPartOf:"The journal of futures markets"
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Search: subject:"Volatility"
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Capital income
Volatility
344
Volatilität
344
USA
128
United States
128
Option pricing theory
78
Optionspreistheorie
78
Börsenkurs
72
Share price
72
Index futures
68
Index-Futures
68
Option trading
63
Optionsgeschäft
63
Estimation
60
Schätzung
60
Commodity derivative
51
Rohstoffderivat
51
Derivat
46
Derivative
46
Theorie
44
Theory
44
ARCH model
38
ARCH-Modell
38
Forecasting model
34
Prognoseverfahren
34
Hedging
29
Kapitaleinkommen
29
Stochastic process
29
Stochastischer Prozess
29
Welt
29
World
29
Handelsvolumen der Börse
27
Trading volume
27
Aktienindex
23
Stock index
23
Yield curve
23
Zinsstruktur
23
Capital market returns
20
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20
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English
29
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Agarwalla, Sobhesh Kumar
2
Lai, Yu-Sheng
2
Stivers, Christopher T.
2
Varma, Jayanth Rama
2
Alexiou, Lykourgos
1
Badshah, Ihsan Ullah
1
Baillie, Richard
1
Bali, Turan G.
1
Bansal, Naresh K.
1
Brooks, Robert D.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Docking, Diane Scott
1
Doran, James S.
1
Dutta, Anupam
1
Feng, Liling
1
Fujihara, Roger Arnold
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The journal of futures markets
Finance research letters
141
International review of financial analysis
124
Journal of banking & finance
113
International review of economics & finance : IREF
105
Journal of empirical finance
103
The North American journal of economics and finance : a journal of financial economics studies
95
Energy economics
88
Journal of financial economics
82
Research in international business and finance
80
Applied financial economics
78
Applied economics
76
NBER working paper series
72
Economic modelling
70
Journal of econometrics
70
Journal of international financial markets, institutions & money
68
Working paper / National Bureau of Economic Research, Inc.
64
Pacific-Basin finance journal
63
Applied economics letters
61
Journal of risk and financial management : JRFM
57
NBER Working Paper
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
International journal of forecasting
51
The European journal of finance
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of forecasting
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Economics letters
37
Working paper
35
Investment management and financial innovations
34
Journal of financial markets
34
Journal of international money and finance
34
Review of quantitative finance and accounting
33
International journal of finance & economics : IJFE
32
Research paper series / Swiss Finance Institute
32
The journal of finance : the journal of the American Finance Association
32
Management science : journal of the Institute for Operations Research and the Management Sciences
30
Discussion paper / Tinbergen Institute
29
Cogent economics & finance
28
Global finance journal
28
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29
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1
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:
2
VIX option-implied
volatility
slope and VIX futures returns
Yoon, Jungah
;
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1002-1038
Persistent link: https://www.econbiz.de/10013287910
Saved in:
3
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
Saved in:
4
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
5
Harvesting the
volatility
smile in a large emerging market : a Dynamic Nelson-Siegel approach
Kumar, Sudarshan
;
Agarwalla, Sobhesh Kumar
;
Varma, …
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1615-1644
Persistent link: https://www.econbiz.de/10014432920
Saved in:
6
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:
7
Predictive power of the implied
volatility
term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
8
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:
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
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
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