Keyphrases
Option Price
32%
Index Options
31%
Volatility Prediction
27%
Intraday Data
27%
Wavelet Basis
25%
Financial Contagion
20%
FTSE 100
20%
Chinese Futures Market
20%
Macroeconomic Forecasting
20%
Risk-neutral Density
20%
Volatility Forecasting
20%
Stock Returns
19%
Volatility Modelling
19%
Volatility
19%
Neural Network
18%
Risk-neutral
18%
Stock Market Volatility
18%
Volatility Forecast
18%
Chinese Commodity Futures
18%
China
17%
At-risk
16%
Volatility Spread
16%
Macroeconomic Variables
14%
Options Markets
13%
Popular
13%
Exchange Rate
12%
Commodity Futures Volatility
12%
Realized Volatility
12%
Contagion
12%
Market Quality
12%
Chinese Stock Market
12%
Financial Uncertainty
11%
Mean-variance Utility
11%
Economic Gain
11%
Option Pricing
11%
Option-implied Volatility
11%
Bid-ask Spread
11%
Dark Trading
10%
Risk-neutral Moments
10%
Moment Generating Function
10%
Trading Strategy
10%
Volatility Components
10%
Credit Default Swaps
9%
Return Predictability
9%
Cross-sectional Stock Returns
9%
Volatility Dynamics
9%
Copula Function
9%
Option Valuation
8%
No-arbitrage Condition
8%
Bayesian Network Model
8%
Economics, Econometrics and Finance
Volatility
100%
Commodity Derivative
46%
Capital Market Returns
44%
Investors
36%
Pricing
31%
Macroeconomics
26%
Economic Forecast
25%
Contagion Effect
20%
Industry
19%
Time Series
19%
Monte Carlo Simulation
16%
Machine Learning
12%
Credit Derivative
12%
Macroeconomic Variable
12%
Arbitrage
11%
Stock Index
11%
Spillover Effect
10%
Bid-Ask Spread
10%
Skewness
10%
Exchange Rate
9%
Interest Rate Derivative
8%
Hedging
8%
Futures Exchange
8%
Option Trading
8%
Risk Factor
8%
Black-Scholes Model
8%
Low Tech
8%
Risk Management
8%
Factor Model
8%
Market Segmentation
8%
Commodity Exchange
8%
Investor Sentiment
8%
Bayesian
8%
Bankruptcy
8%
Generalized Autoregressive Conditional Heteroskedasticity
7%
Asset Pricing
6%
Macroeconomic Performance
5%
Risk Premium
5%
Stock Exchange
5%
