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~isPartOf:"The journal of futures markets"
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Volatility
344
Volatilität
344
USA
128
United States
128
Option pricing theory
78
Optionspreistheorie
78
Börsenkurs
72
Share price
72
Index futures
68
Index-Futures
68
Option trading
63
Optionsgeschäft
63
Estimation
60
Schätzung
60
Commodity derivative
51
Rohstoffderivat
51
Derivat
46
Derivative
46
Theorie
44
Theory
44
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38
ARCH-Modell
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Forecasting model
34
Prognoseverfahren
34
Capital income
29
Hedging
29
Kapitaleinkommen
29
Stochastic process
29
Stochastischer Prozess
29
Welt
29
World
29
Handelsvolumen der Börse
27
Trading volume
27
Aktienindex
23
Stock index
23
Yield curve
23
Zinsstruktur
23
Capital market returns
20
Kapitalmarktrendite
20
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19
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Article
363
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363
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1
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English
363
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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
Robe, Michel A.
4
Xu, Caihong
4
Agarwalla, Sobhesh Kumar
3
Chatrath, Arjun
3
Chen, Zhiyao
3
Chou, Robin K.
3
Elder, John
3
Elliott, Robert J.
3
Fonseca, José da
3
Fung, Joseph K. W.
3
Gray, Philip K.
3
Guan, Wei
3
Luo, Xingguo
3
Martens, Martin
3
McMillan, David G.
3
Ramchander, Sanjay
3
Shu, Jinghong
3
Wang, Zhiguang
3
Whaley, Robert E.
3
Arisoy, Yakup Eser
2
Badshah, Ihsan Ullah
2
Bohl, Martin T.
2
Bollen, Nicolas P. B.
2
Byun, Suk Joon
2
Cai, Jun
2
Charoenwong, Charlie
2
Cheng, Xin
2
Cheung, Stephen Y. L.
2
Chiarella, Carl
2
Corrado, Charles Joseph
2
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2
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The journal of futures markets
NBER working paper series
687
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
602
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
530
MPRA Paper
447
Applied economics
437
International review of financial analysis
412
Journal of banking & finance
397
International review of economics & finance : IREF
371
Discussion paper / Centre for Economic Policy Research
361
Economic modelling
361
IMF Working Papers
331
Journal of econometrics
325
The North American journal of economics and finance : a journal of financial economics studies
325
Working paper
322
Economics letters
302
CESifo working papers
290
Applied economics letters
288
IZA Discussion Paper
272
Journal of empirical finance
268
Applied financial economics
267
Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
223
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
IMF Staff Country Reports
186
Quantitative finance
183
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
176
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
166
IMF working papers
164
International Journal of Energy Economics and Policy : IJEEP
163
CESifo Working Paper Series
159
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ECONIS (ZBW)
363
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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
Petroleum market
volatility
tracker in China
Bian, Huabin
;
Hua, Renhai
;
Liu, Qingfu
;
Zhang, Ping
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2022-2040
Persistent link: https://www.econbiz.de/10013465839
Saved in:
6
Forecasting realized
volatility
: new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
7
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:
8
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:
9
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:
10
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
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