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person:"Floros, Christos"
~subject:"Estimation"
~subject:"Option pricing theory"
~subject:"Theory"
~subject:"Volatilität"
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Estimation
Option pricing theory
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Volatilität
Volatility
12
Futures
10
Derivat
8
Derivative
8
ARCH model
7
ARCH-Modell
7
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5
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5
Börsenkurs
4
Schätzung
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Optionspreistheorie
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3
Volatility spillovers
3
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2
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Dynamic hedging
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FTSE-100
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Regime-switching model
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Floros, Christos
Lien, Da-hsiang Donald
43
Hull, John
38
Benth, Fred Espen
37
Broll, Udo
34
Jarrow, Robert A.
34
McAleer, Michael
32
Fabozzi, Frank J.
29
Gouriéroux, Christian
26
Madan, Dilip B.
24
Chang, Chia-Lin
22
Kit, Pong Wong
22
Joshi, Mark S.
21
Carr, Peter
20
Brigo, Damiano
18
Härdle, Wolfgang
18
Lee, Cheng F.
18
Korn, Olaf
17
Prokopczuk, Marcel
17
Schoutens, Wim
17
White, Alan
17
Leung, Tim
16
Platen, Eckhard
16
Chiarella, Carl
15
Schlögl, Erik
15
Wang, Xingchun
15
Figlewski, Stephen
14
Lo, Andrew W.
14
Monfort, Alain
14
Perrakis, Stylianos
14
Poncet, Patrice
14
Bloss, Michael
13
Gannon, Gerard L.
13
Hess, Markus
13
Steiner, Manfred
13
Alexander, Carol
12
Bellalah, Mondher
12
Brooks, Robert
12
Bruns, Christoph
12
Capponi, Agostino
12
Chen, Ren-Raw
12
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International review of financial analysis
2
Annals of financial economics
1
Economic modelling
1
International journal of computational economics and econometrics : IJCEE
1
International journal of managerial finance : IJMF
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
Journal of risk finance : the convergence of financial products and insurance
1
Operational research : an international journal
1
The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
11
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1
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
2
Futures hedging with stochastic volatility : a new method
Alghalith, Moawia
;
Floros, Christos
- In:
International journal of computational economics and …
10
(
2020
)
2
,
pp. 203-207
Persistent link: https://www.econbiz.de/10012226719
Saved in:
3
On the stationarity of futures hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
Saved in:
4
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
5
Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
Saved in:
6
Option pricing using high-frequency futures prices
Degiannakis, Stavros
;
Floros, Christos
;
Poufinas, Thomas
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 81-101
Persistent link: https://www.econbiz.de/10012593448
Saved in:
7
Simplified option pricing techniques
Alghalith, Moawia
;
Floros, Christos
;
Poufinas, Thomas
- In:
Annals of financial economics
14
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012015473
Saved in:
8
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
9
Volatility, trading volume and open interest in futures markets
Floros, Christos
;
Salvador, Enrique
- In:
International journal of managerial finance : IJMF
12
(
2016
)
4
,
pp. 629-653
Persistent link: https://www.econbiz.de/10011627130
Saved in:
10
A note on dynamic hedging : empirical evidence from FTSE-100 and S&P 500 futures markets
Alghalith, Moawia
;
Floros, Christos
;
Lalloo, Ricardo
- In:
Journal of risk finance : the convergence of financial …
16
(
2015
)
2
,
pp. 190-196
Persistent link: https://www.econbiz.de/10010514019
Saved in:
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