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~subject:"Capital income"
~subject:"Stochastic process"
~isPartOf:"The journal of futures markets"
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Search: subject:"Volatility"
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Capital income
Stochastic process
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
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
Kapitalmarktrendite
20
Aktienmarkt
19
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57
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English
57
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Bali, Turan G.
3
Agarwalla, Sobhesh Kumar
2
Doran, James S.
2
Elliott, Robert J.
2
Fatone, Lorella
2
Lai, Yu-Sheng
2
Mariani, Francesca
2
Peterson, David R.
2
Stivers, Christopher T.
2
Varma, Jayanth Rama
2
Zhang, Jin E.
2
Zirilli, Francesco
2
Albert, Pascal
1
Alexiou, Lykourgos
1
Badshah, Ihsan Ullah
1
Baillie, Richard
1
Bansal, Naresh K.
1
Bhanot, Karan
1
Brooks, Robert D.
1
Chen, Ren-Raw
1
Choudhry, Taufiq
1
Christie-David, Rohan
1
Chuderewicz, Russell P.
1
Connolly, Robert A.
1
Crato, Nuno
1
Cui, Zhenyu
1
Dai, Tian-Shyr
1
Daigler, Robert T.
1
Das, Debojyoti
1
Delisle, R. Jared
1
Dias, José Carlos
1
Ding, Kailin
1
Docking, Diane Scott
1
Dutta, Anupam
1
Fan, Chen-Chiang
1
Feng, Liling
1
Fernandes, Mário Correia
1
Fujihara, Roger Arnold
1
Genberg, Hans
1
Gray, Philip K.
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The journal of futures markets
Finance research letters
169
Journal of econometrics
155
Journal of banking & finance
143
International journal of theoretical and applied finance
141
International review of financial analysis
130
Journal of empirical finance
123
The North American journal of economics and finance : a journal of financial economics studies
120
International review of economics & finance : IREF
114
Energy economics
113
Quantitative finance
99
Journal of financial economics
96
Applied economics
95
Applied financial economics
90
Economic modelling
89
NBER working paper series
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
86
Research in international business and finance
83
Discussion paper / Tinbergen Institute
81
Journal of risk and financial management : JRFM
77
Working paper / National Bureau of Economic Research, Inc.
73
Applied economics letters
72
Working paper
72
NBER Working Paper
70
Journal of international financial markets, institutions & money
69
Pacific-Basin finance journal
66
Applied mathematical finance
64
Economics letters
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Journal of economic dynamics & control
61
Research paper series / Swiss Finance Institute
60
The European journal of finance
60
International journal of forecasting
59
Econometric reviews
55
Computational economics
52
Mathematical finance : an international journal of mathematics, statistics and financial theory
52
The journal of computational finance
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
49
Journal of forecasting
49
Finance and stochastics
47
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ECONIS (ZBW)
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1
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:
2
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:
3
Estimation of rare disaster concerns from option prices : an arbitrage-free RND-based smile construction approach
Albert, Pascal
;
Herold, Michael
;
Muck, Matthias
- In:
The journal of futures markets
43
(
2023
)
12
,
pp. 1807-1835
Persistent link: https://www.econbiz.de/10014433013
Saved in:
4
Hedging options in a hidden Markov-switching local-
volatility
model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Power-type derivatives for rough
volatility
with jumps
Wang, Liang
;
Xia, Weixuan
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1369-1406
Persistent link: https://www.econbiz.de/10013287974
Saved in:
10
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
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