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~subject:"Volatility"
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Volatility
USA
32
United States
32
Theorie
28
Theory
28
Volatilität
17
Ankündigungseffekt
15
Announcement effect
15
Anleihe
13
Bond
13
Risiko
11
Risk
10
Vereinigte Staaten
10
Derivat
9
Derivative
9
Börsenkurs
8
Commodity derivative
8
Estimation
8
Kapitalanlage Portefeuilleplanung
8
Option trading
8
Optionsgeschäft
8
Rohstoffderivat
8
Schätzung
8
Share price
8
Capital income
7
Credit rating
7
Kapitaleinkommen
7
Kreditwürdigkeit
7
ARCH model
6
ARCH-Modell
6
Forecasting model
6
Hedging
6
Oil market
6
Prognoseverfahren
6
Yield curve
6
Zinsstruktur
6
Ölmarkt
6
Anlageverhalten
5
Asymmetric information
5
Asymmetrische Information
5
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4
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1
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Article
13
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4
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Article in journal
13
Aufsatz in Zeitschrift
13
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English
17
Author
All
Ederington, Louis H.
17
Guan, Wei
12
Lee, Jae-ha
3
Chaput, J. Scott
1
Golubeva, Evgenia V.
1
Yang, Zongfei
1
Published in...
All
The journal of futures markets
5
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Financial engineering and the Japanese markets
1
Journal of financial markets
1
Journal of international money and finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
17
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1
The response of the Dollar/Yen exchange rate to economic announcements
Ederington, Louis H.
- In:
Financial engineering and the Japanese markets
1
(
1994
)
2
,
pp. 111-128
Persistent link: https://www.econbiz.de/10001187915
Saved in:
2
Intraday volatility in interest-rate and foreign-exchange markets : ARCH, announcement, and seasonality effects
Ederington, Louis H.
;
Lee, Jae-ha
- In:
The journal of futures markets
21
(
2001
)
6
,
pp. 517-552
Persistent link: https://www.econbiz.de/10001579721
Saved in:
3
Measuring implied volatility : is an average better? ; Which is average?
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of futures markets
22
(
2002
)
9
,
pp. 811-837
Persistent link: https://www.econbiz.de/10001696684
Saved in:
4
The creation and resolution of market uncertainty : the impact of information releases on implied volatility
Ederington, Louis H.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
4
,
pp. 513-539
Persistent link: https://www.econbiz.de/10001219191
Saved in:
5
Volatility trade design
Chaput, J. Scott
;
Ederington, Louis H.
- In:
The journal of futures markets
25
(
2005
)
3
,
pp. 243-279
Persistent link: https://www.econbiz.de/10002647703
Saved in:
6
Forecasting volatility
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of futures markets
25
(
2005
)
5
,
pp. 465-490
Persistent link: https://www.econbiz.de/10002811542
Saved in:
7
The information frown in option prices
Ederington, Louis H.
;
Guan, Wei
- In:
Journal of banking & finance
29
(
2005
)
6
,
pp. 1429-1457
Persistent link: https://www.econbiz.de/10002717930
Saved in:
8
How asymmetric is US stock market volatility?
Ederington, Louis H.
;
Guan, Wei
- In:
Journal of financial markets
13
(
2010
)
2
,
pp. 225-248
Persistent link: https://www.econbiz.de/10009262109
Saved in:
9
The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium
Ederington, Louis H.
;
Guan, Wei
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3388-3400
Persistent link: https://www.econbiz.de/10010126417
Saved in:
10
Longer-term time-series volatility forecasts
Ederington, Louis H.
;
Guan, Wei
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 1055-1076
Persistent link: https://www.econbiz.de/10008758045
Saved in:
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