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person:"Chang, Chia-Lin"
~person:"Perrakis, Stylianos"
~subject:"Derivat"
~type_genre:"Aufsatz in Zeitschrift"
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5
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5
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3
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3
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3
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Chang, Chia-Lin
Perrakis, Stylianos
Lien, Da-hsiang Donald
46
Benth, Fred Espen
27
Jarrow, Robert A.
23
Hull, John
20
Kit, Pong Wong
20
Fabozzi, Frank J.
18
Irwin, Scott H.
18
García, Philip
16
Ryu, Doojin
16
Brigo, Damiano
15
Carr, Peter
15
Subrahmanyam, Marti G.
15
Wang, Xingchun
15
Webb, Robert I.
15
White, Alan
15
Broll, Udo
14
Whaley, Robert E.
14
Brooks, Robert
13
Frino, Alex
13
Gouriéroux, Christian
13
Fung, Hung-gay
12
Escobar, Marcos
11
Faff, Robert W.
11
Moser, James T.
11
Odening, Martin
11
Barone-Adesi, Giovanni
10
Boyle, Phelim P.
10
Chance, Don M.
10
Gay, Gerald D.
10
Kavussanos, Manolis G.
10
Longstaff, Francis A.
10
Pirrong, Craig
10
Platen, Eckhard
10
Tse, Yiuman
10
Bartram, Söhnke M.
9
Batten, Jonathan A.
9
Brenner, Menachem
9
Brorsen, B. Wade
9
Crépey, Stéphane
9
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9
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Advances in futures and options research : a research annual
2
Journal of econometrics
2
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1
Journal of economic dynamics & control
1
Journal of financial markets
1
Managerial finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
10
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1
Financial oligopolies and parallel exclusion in the credit default swap markets
Kryzanowski, Lawrence
;
Perrakis, Stylianos
;
Zhong, Rui
- In:
Journal of financial markets
56
(
2021
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013282502
Saved in:
2
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
3
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
4
Valuing catastrophe derivatives under limited diversification : a stochastic dominance approach
Perrakis, Stylianos
;
Boloorforoosh, Ali
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3157-3168
Persistent link: https://www.econbiz.de/10009778483
Saved in:
5
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
6
Are options on index futures profitable for risk-averse investors? : empirical evidence
Kōnstantinidēs, Giōrgos
;
Czerwonko, Michal
; …
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1407-1437
Persistent link: https://www.econbiz.de/10009267661
Saved in:
7
Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martin, Juan-Ángel
;
McAleer, …
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1088-1106
Persistent link: https://www.econbiz.de/10009388872
Saved in:
8
Stochastic dominance bounds on derivatives price in a multiperiod economy with proportional transaction costs
Kōnstantinidēs, Giōrgos
;
Perrakis, Stylianos
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1323-1352
Persistent link: https://www.econbiz.de/10001656093
Saved in:
9
Preference-free option prices when the stock returns can go up, go down, or stay the same
Perrakis, Stylianos
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 209-235
Persistent link: https://www.econbiz.de/10001081729
Saved in:
10
Option bounds in discrete time and the pricing of corporate debt
Perrakis, Stylianos
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 179-207
Persistent link: https://www.econbiz.de/10001081779
Saved in:
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