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Predicting stock market volati...
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Theory
USA
44
United States
44
Volatility
33
Volatilität
32
Theorie
31
Börsenkurs
23
Derivat
23
Derivative
23
Share price
22
Option pricing theory
18
Optionspreistheorie
18
Estimation
14
Index futures
14
Index-Futures
14
Schätzung
14
Portfolio selection
12
Portfolio-Management
12
Option trading
11
Optionsgeschäft
11
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Rohstoffderivat
10
Stock option
9
Aktienindex
8
Aktienoption
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Prognoseverfahren
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ARCH-Modell
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Capital income
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6
Handelsvolumen der Börse
6
Kapitaleinkommen
6
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6
Warenbörse
6
Commodity market
5
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5
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English
31
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Whaley, Robert E.
20
Fleming, Jeff
11
Kirby, Chris
7
Ostdiek, Barbara
7
Stoll, Hans R.
6
Bollen, Nicolas P. B.
3
Barraclough, Kathryn
2
Dumas, Bernard
2
Smith, Tom
2
Back, Kerry
1
Barone-Adesi, Giovanni
1
Foster, F. Douglas
1
Gray, Stephen
1
Kapadia, Nishad
1
Miller, Merton H.
1
Muthuswamy, Jayaram
1
Paye, Bradley S.
1
Stephan, Jens A.
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The journal of finance : the journal of the American Finance Association
6
Advances in futures and options research : a research annual
2
Journal of econometrics
2
Journal of financial economics
2
The journal of futures markets
2
Financial markets and asset pricing
1
Journal of applied finance : theory, practice, education
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial markets
1
Journal of international money and finance
1
New research in financial markets
1
Review of futures markets
1
Valuation, financial modeling, and quantitative tools
1
Wiley finance series
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ECONIS (ZBW)
31
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1
Predicting stock market volatility : a new measure
Fleming, Jeff
- In:
The journal of futures markets
15
(
1995
)
3
,
pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
Saved in:
2
Information and volatility linkages in the stock, bond, and money markets
Fleming, Jeff
- In:
Journal of financial economics
49
(
1998
)
1
,
pp. 111-137
Persistent link: https://www.econbiz.de/10001244931
Saved in:
3
The economic value of volatility timing
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Saved in:
4
The specification of GARCH models with stochastic covariates
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of futures markets
28
(
2008
)
10
,
pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
Saved in:
5
Implied volatility functions : empirical tests
Dumas, Bernard
- In:
The journal of finance : the journal of the American …
53
(
1998
)
6
,
pp. 2059-2106
Persistent link: https://www.econbiz.de/10001251913
Saved in:
6
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
- In:
New research in financial markets
,
(pp. 39-81)
.
2001
Persistent link: https://www.econbiz.de/10001674478
Saved in:
7
The world ex ante risk premium : an empirical investigation
Ostdiek, Barbara
- In:
Journal of international money and finance
17
(
1998
)
6
,
pp. 967-999
Persistent link: https://www.econbiz.de/10001381764
Saved in:
8
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
9
Intraday price observations : on computing portfolio returns
Whaley, Robert E.
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 175-190
Persistent link: https://www.econbiz.de/10001183623
Saved in:
10
Derivatives : markets, valuation, and risk management
Whaley, Robert E.
-
2006
Persistent link: https://www.econbiz.de/10013490231
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