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Search: subject_exact:"Index-Futures"
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Index futures
61
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Volatility
27
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15
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13
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12
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Applied financial economics
CREATES research paper
Journal of empirical finance
The journal of futures markets
44
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9
Advances in futures and options research : a research annual
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
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6
Applied economics letters
5
Arbeitspapiere zur mathematischen Wirtschaftsforschung
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Finanzmarkt und Portfolio-Management
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Meddelanden från Svenska Handelshögskolan
5
Journal of forecasting
4
Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Tydskrif vir studies in ekonomie en ekonometrie : SEE
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ECONIS (ZBW)
15
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1
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797609
Saved in:
2
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442402
Saved in:
3
Informed trading in S&P index options? : evidence from the 2008 financial crisis
Li, Wei-Xuan
;
French, Joseph J.
;
Chen, Clara Chia-Sheng
- In:
Journal of empirical finance
42
(
2017
),
pp. 40-65
Persistent link: https://www.econbiz.de/10011808543
Saved in:
4
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008651682
Saved in:
5
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
6
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
7
The index premium and its hidden cost for index funds
Petajisto, Antti
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 271-288
Persistent link: https://www.econbiz.de/10009301120
Saved in:
8
The implied volatility term structure of stock index options
Mixon, Scott
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
Saved in:
9
Are Spanish Ibex35 stock future index returns forecasted with non-linear models?
Pérez Rodríguez, Jorge V.
;
Torra, Salvador
;
Andrada …
- In:
Applied financial economics
15
(
2005
)
14
,
pp. 963-975
Persistent link: https://www.econbiz.de/10003177465
Saved in:
10
Expiration day effects of index futures and options : evidence from a market with a long settlement period
Alkebäck, Per
;
Hagelin, Niclas
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001971091
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