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~isPartOf:"The journal of futures markets"
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Search: subject:"Volatilität"
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Volatility
344
Volatilität
344
USA
127
United States
127
Option pricing theory
77
Optionspreistheorie
77
Börsenkurs
71
Share price
71
Index futures
67
Index-Futures
67
Option trading
63
Optionsgeschäft
63
Estimation
60
Schätzung
60
Commodity derivative
51
Rohstoffderivat
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Derivat
46
Derivative
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Theorie
43
Theory
43
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38
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33
Prognoseverfahren
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Capital income
29
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29
Kapitaleinkommen
29
Stochastic process
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Stochastischer Prozess
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Welt
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World
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Handelsvolumen der Börse
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Trading volume
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Yield curve
23
Zinsstruktur
23
Aktienindex
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English
354
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Zhang, Jin E.
9
Daigler, Robert T.
7
Bali, Turan G.
5
Ederington, Louis H.
5
Simon, David P.
5
Wang, George H. K.
5
Hung, Mao-Wei
4
Lai, Yu-Sheng
4
Agarwalla, Sobhesh Kumar
3
Chatrath, Arjun
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Chou, Robin K.
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Elder, John
3
Elliott, Robert J.
3
Fonseca, José da
3
Fung, Joseph K. W.
3
Gray, Philip K.
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Guan, Wei
3
Luo, Xingguo
3
Martens, Martin
3
McMillan, David G.
3
Ramchander, Sanjay
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Robe, Michel A.
3
Shu, Jinghong
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Wang, Zhiguang
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Arisoy, Yakup Eser
2
Badshah, Ihsan Ullah
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Bohl, Martin T.
2
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Byun, Suk Joon
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2
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2
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The journal of futures markets
Energy economics
598
Finance research letters
514
NBER working paper series
484
Working paper / National Bureau of Economic Research, Inc.
468
NBER Working Paper
417
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
374
International review of economics & finance : IREF
338
Economic modelling
337
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
265
Journal of empirical finance
260
Applied economics letters
257
Research in international business and finance
253
Working paper
251
Economics letters
247
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
244
Journal of international financial markets, institutions & money
235
Journal of international money and finance
221
Discussion paper / Tinbergen Institute
199
Journal of risk and financial management : JRFM
197
Journal of financial economics
184
Quantitative finance
183
CESifo working papers
172
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
Pacific-Basin finance journal
165
International Journal of Energy Economics and Policy : IJEEP
160
The European journal of finance
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
147
Journal of economic dynamics & control
146
International journal of forecasting
140
International journal of finance & economics : IJFE
139
Journal of forecasting
131
The review of financial studies
125
Research paper series / Swiss Finance Institute
118
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ECONIS (ZBW)
354
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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
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
3
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
Saved in:
4
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
5
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
6
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:
7
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
8
Impact of crude oil volatility jumps on sustainable investments : evidence from India
Dutta, Anupam
;
Kanjilal, Kakali
;
Ghosh, Sajal
;
Park, …
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1450-1468
Persistent link: https://www.econbiz.de/10014339454
Saved in:
9
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
10
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
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