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~subject:"Volatility"
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Volatility
USA
46
United States
46
Theorie
43
Theory
43
Börsenkurs
20
Volatilität
20
Share price
19
Anleihe
15
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15
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14
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14
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11
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10
Firm performance
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Behavioural finance
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Derivat
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Derivative
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Kapitaleinkommen
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Option trading
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7
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7
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English
20
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Ederington, Louis H.
17
Guan, Wei
12
Lee, Jae-ha
4
Linn, Scott C.
2
Chaput, J. Scott
1
Escobar, Marcos
1
Golubeva, Evgenia V.
1
Lin, Fang
1
Yang, Zongfei
1
Zhu, Zhen
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The journal of futures markets
6
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Finance research letters
1
Financial engineering and the Japanese markets
1
Journal of financial markets
1
Journal of international money and finance
1
Review of futures markets
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
20
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1
The impact of the U.S. employment report on exchange rates
Ederington, Louis H.
;
Guan, Wei
;
Yang, Zongfei
- In:
Journal of international money and finance
90
(
2019
),
pp. 257-267
Persistent link: https://www.econbiz.de/10012133956
Saved in:
2
Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
3
Intraday and overnight volatility of stock index and stock index futures returns
Lee, Jae-ha
- In:
Review of futures markets
13
(
1994
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10001183978
Saved in:
4
Natural gas prices and the gas storage report : public news and volatility in energy futures markets
Linn, Scott C.
;
Zhu, Zhen
- In:
The journal of futures markets
24
(
2004
)
3
,
pp. 283-313
Persistent link: https://www.econbiz.de/10001968669
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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