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