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isPartOf:"Applied financial economics"
~isPartOf:"Economics letters"
~isPartOf:"The journal of futures markets"
~subject:"Option pricing theory"
~subject:"Welt"
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Search: subject_exact:"Index-Futures"
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Option pricing theory
Welt
Index futures
309
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309
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131
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130
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86
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86
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Corrado, Charles Joseph
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Applied financial economics
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Advances in futures and options research : a research annual
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Applied economics letters
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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1
Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Wallmeier, Martin
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 854-875
Persistent link: https://www.econbiz.de/10014536695
Saved in:
2
Overnight volatility, realized volatility, and option pricing
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1264-1283
Persistent link: https://www.econbiz.de/10013287956
Saved in:
3
The information content of the volatility index options trading volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Saved in:
4
The impact of COVID-19 on tail risk : evidence from Nifty index options
Agarwalla, Sobhesh Kumar
;
Varma, Jayanth Rama
;
Virmani, …
- In:
Economics letters
204
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012607446
Saved in:
5
COVID-19 and market expectations : evidence from option-implied densities
Hanke, Michael
;
Kosolapova, Maria
;
Weissensteiner, Alex
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509718
Saved in:
6
Investors' heterogeneity in beliefs, the VIX futures basis, and S&P 500 index futures returns
Lee, Hsiu-Chuan
;
Liao, Tzu-Hsiang
;
Tung, Pao-Ying
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 939-960
Persistent link: https://www.econbiz.de/10011950912
Saved in:
7
Price disagreements and adjustments in index derivatives markets
Ryu, Doojin
;
Yang, Heejin
- In:
Economics letters
151
(
2017
),
pp. 104-106
Persistent link: https://www.econbiz.de/10011742143
Saved in:
8
Trading activity and Nifty index futures volatility : an empirical analysis
Jena, Sangram Keshari
;
Dash, Ashutosh
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1167-1176
Persistent link: https://www.econbiz.de/10010418929
Saved in:
9
Commonality in liquidity across international borders : evidence from futures markets
Frino, Alex
;
Mollica, Vito
;
Zhou, Zeyang
- In:
The journal of futures markets
34
(
2014
)
8
,
pp. 807-818
Persistent link: https://www.econbiz.de/10010507935
Saved in:
10
A stochastic dynamic program for valuing options on futures
Ayadi, Mohamed A.
;
Ben-Ameur, Hatem
;
Kirillov, Tymur
; …
- In:
The journal of futures markets
34
(
2014
)
12
,
pp. 1185-1201
Persistent link: https://www.econbiz.de/10010508671
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