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~isPartOf:"The journal of futures markets"
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Volatility
Estimation
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91
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65
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41
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The journal of futures markets
Energy economics
148
Applied economics
130
Finance research letters
120
Economic modelling
117
International review of economics & finance : IREF
116
International review of financial analysis
106
Journal of econometrics
106
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
87
Working paper / National Bureau of Economic Research, Inc.
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Applied financial economics
85
Journal of empirical finance
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NBER working paper series
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Applied economics letters
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Journal of international financial markets, institutions & money
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NBER Working Paper
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Research in international business and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Tinbergen Institute
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Economics letters
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Journal of risk and financial management : JRFM
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The European journal of finance
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
International journal of forecasting
47
International journal of finance & economics : IJFE
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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International Journal of Energy Economics and Policy : IJEEP
36
Pacific-Basin finance journal
35
Quantitative finance
33
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
32
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ECONIS (ZBW)
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1
Stock index futures markets : stochastic volatility models and smiles
Tompkins, Robert G.
- In:
The journal of futures markets
21
(
2001
)
1
,
pp. 43-78
Persistent link: https://www.econbiz.de/10001537233
Saved in:
2
A comparative study of range-based stock return volatility estimators for the German market
Todorova, Neda
;
Husmann, Sven
- In:
The journal of futures markets
32
(
2012
)
6
,
pp. 560-586
Persistent link: https://www.econbiz.de/10010218787
Saved in:
3
Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal
;
Elder, John
;
Fountas, Stilianos
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
Saved in:
4
Extracting market views from the price of options on futures
Martinez, Gregory M.
- In:
The journal of futures markets
18
(
1998
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001234362
Saved in:
5
A bivariate generalized autoregressive conditonal heteroscedasticity-in-mean study of the relationship between return variability and trading volume in international futures market...
Jacobs, Michael <Jr.>
- In:
The journal of futures markets
18
(
1998
)
4
,
pp. 379-397
Persistent link: https://www.econbiz.de/10001242641
Saved in:
6
An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph
- In:
The journal of futures markets
18
(
1998
)
4
,
pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
Saved in:
7
Price volatility and futures margins
Hardouvelis, Gikas A.
- In:
The journal of futures markets
16
(
1996
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10001193435
Saved in:
8
Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Byström, Hans N. E.
- In:
The journal of futures markets
35
(
2015
)
8
,
pp. 753-775
Persistent link: https://www.econbiz.de/10011392648
Saved in:
9
Clustering and mean reversion in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
35
(
2015
)
9
,
pp. 813-838
Persistent link: https://www.econbiz.de/10011392661
Saved in:
10
Fundamentals, derivatives market information and oil price volatility
Robe, Michel A.
;
Wallen, Jonathan
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10011568424
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