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~isPartOf:"The journal of futures markets"
~subject:"Volatilität"
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Volatilität
Theorie
448
Theory
448
Option pricing theory
253
Optionspreistheorie
253
Hedging
171
Derivat
160
Derivative
160
USA
157
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150
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104
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104
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104
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80
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Bali, Turan G.
3
Zhang, Jin E.
3
Byun, Suk Joon
2
Chen, Zhiyao
2
Cheng, Xin
2
Câmara, António
2
Daigler, Robert T.
2
Elliott, Robert J.
2
Fatone, Lorella
2
Fung, Joseph K. W.
2
Gray, Philip K.
2
Huang, Zhuo
2
Kuo, I.-doun
2
Lim, Kian-Guan
2
Lin, Yueh-neng
2
Mariani, Francesca
2
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2
Wu, Tao L.
2
Zirilli, Francesco
2
Agarwalla, Sobhesh Kumar
1
Akdeniz, Levent
1
Albert, Pascal
1
Alexander, Carol
1
Altay-Salih, Aslihan
1
An, Yunbi
1
Ardakani, Omid M.
1
Arisoy, Yakup Eser
1
Aschakulporn, Pakorn
1
Baaquie, Belal E.
1
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1
Bansal, Naresh K.
1
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1
Black, Jane M.
1
Boer, Thomas A. P. de
1
Brailsford, Timothy J.
1
Chan, Wing Hong
1
Chang, Chuang-chang
1
Chang, Ing-jye
1
Chen, Langnan
1
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The journal of futures markets
NBER working paper series
222
International journal of theoretical and applied finance
204
NBER Working Paper
195
Journal of banking & finance
192
Working paper / National Bureau of Economic Research, Inc.
189
Journal of econometrics
168
Finance research letters
151
Quantitative finance
146
Journal of economic dynamics & control
111
Journal of empirical finance
109
Journal of financial economics
108
Applied mathematical finance
106
Economic modelling
105
Economics letters
105
The North American journal of economics and finance : a journal of financial economics studies
102
Energy economics
101
Discussion paper / Tinbergen Institute
98
International review of financial analysis
98
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Discussion paper / Centre for Economic Policy Research
96
Applied economics
93
International review of economics & finance : IREF
93
Working paper
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
International journal of forecasting
83
Computational economics
80
The European journal of finance
79
Research paper series / Swiss Finance Institute
77
Journal of international money and finance
74
The journal of computational finance
74
Finance and stochastics
70
Journal of risk and financial management : JRFM
66
Applied economics letters
64
The review of financial studies
64
Risks : open access journal
63
Review of derivatives research
62
European journal of operational research : EJOR
61
Journal of forecasting
61
Journal of international financial markets, institutions & money
60
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ECONIS (ZBW)
104
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Forecasting variance swap payoffs
Dark, Jonathan
;
Gao, Xin
;
Heijden, Thijs van der
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2135-2164
Persistent link: https://www.econbiz.de/10013465873
Saved in:
8
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:
9
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
10
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
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