Keyphrases
At-risk
22%
Bid-ask Spread
15%
China
18%
Chinese Commodity Futures
24%
Chinese Futures Market
28%
Chinese Stock Market
15%
Commodity Futures Volatility
17%
Contagion
17%
Copula Function
12%
Credit Default Swaps
13%
Dark Trading
14%
Economic Gain
15%
Exchange Rate
17%
Financial Contagion
28%
Financial Value
11%
FTSE 100
28%
Index Options
42%
Intraday Data
37%
Liquidity
11%
Macroeconomic Forecasting
22%
Macroeconomic Variables
19%
Market Quality
17%
Mean-variance Utility
15%
Moment Generating Function
14%
Neural Network
25%
Option Price
39%
Option Pricing
15%
Option-implied Volatility
15%
Options Markets
18%
Popular
18%
Price Impact
11%
Realized Volatility
17%
Return Predictability
13%
Risk-neutral
25%
Risk-neutral Density
26%
Risk-neutral Moments
14%
Stock Index Options
11%
Stock Market Volatility
24%
Stock Returns
25%
Time-varying Quantiles
11%
Trading Strategy
14%
Volatility
26%
Volatility Components
14%
Volatility Dynamics
13%
Volatility Forecast
24%
Volatility Forecasting
27%
Volatility Modelling
26%
Volatility Prediction
37%
Volatility Spread
22%
Wavelet Basis
28%
Economics, Econometrics and Finance
Arbitrage
16%
Bankruptcy
5%
Bayesian
5%
Bid-Ask Spread
13%
Black-Scholes Model
11%
Capital Market Returns
26%
Commodity Derivative
45%
Commodity Exchange
5%
Contagion Effect
22%
Credit Derivative
11%
Derivatives Market
5%
Economic Forecast
34%
Energy Sector
5%
Exchange Rate
12%
Factor Model
9%
Financial Ratio
5%
Futures Exchange
11%
Generalized Autoregressive Conditional Heteroskedasticity
7%
Green Innovation
5%
Hedging
11%
Industry
15%
Interest Rate Derivative
11%
Investor Attention
5%
Investor Sentiment
5%
Investors
43%
Low Tech
11%
Machine Learning
20%
Macroeconomic Variable
20%
Macroeconomics
23%
Market Segmentation
5%
Monte Carlo Simulation
17%
Option Trading
11%
Pricing
37%
Public Bond
5%
Returns Volatility
5%
Risk Factor
11%
Risk Management
11%
Risk Premium
5%
Skewness
13%
Spillover Effect
8%
Stock Exchange
7%
Stock Index
9%
Time Series
24%
Trading Volume
5%
Volatility
100%
