//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Floros, Christos"
~subject:"Estimation"
~subject:"Option pricing theory"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Futures"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Option pricing theory
Theory
Volatility
10
Volatilität
10
Derivat
8
Derivative
8
ARCH model
7
ARCH-Modell
7
Futures
6
Börsenkurs
4
Hedging
4
Schätzung
4
Share price
4
Spillover effect
4
Spillover-Effekt
4
Commodity derivative
3
Optionspreistheorie
3
Rohstoffderivat
3
Volatility spillovers
3
Ankündigungseffekt
2
Announcement effect
2
Asymmetric effects
2
Coronavirus
2
GARCH
2
Impact assessment
2
Index futures
2
Index-Futures
2
Open interest
2
S&P 500
2
Spot
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
VAR model
2
VAR-Modell
2
VECM
2
Volatility impulse responses
2
Welt
2
Wirkungsanalyse
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
7
Language
All
English
7
Author
All
Floros, Christos
Lien, Da-hsiang Donald
36
Benth, Fred Espen
22
Jarrow, Robert A.
19
Kit, Pong Wong
19
Wang, Xingchun
15
Brigo, Damiano
14
Carr, Peter
13
Gouriéroux, Christian
13
Hull, John
12
Escobar, Marcos
11
Broll, Udo
10
White, Alan
10
Boyle, Phelim P.
9
Fabozzi, Frank J.
9
Lioui, Abraham
9
Madan, Dilip B.
9
Poncet, Patrice
9
Yu, Min-Teh
9
Leung, Tim
8
Pallavicini, Andrea
8
Alghalith, Moawia
7
Brooks, Robert
7
Chen, Ren-Raw
7
Cui, Zhenyu
7
Elliott, Robert J.
7
Figlewski, Stephen
7
Kwok, Yue-Kuen
7
Monfort, Alain
7
Pirrong, Craig
7
Platen, Eckhard
7
Ryu, Doojin
7
Schoutens, Wim
7
Siu, Tak Kuen
7
Zagst, Rudi
7
Barone-Adesi, Giovanni
6
Bartram, Söhnke M.
6
Capponi, Agostino
6
Chiarella, Carl
6
Crépey, Stéphane
6
more ...
less ...
Published in...
All
Annals of financial economics
1
International journal of computational economics and econometrics : IJCEE
1
International review of financial analysis
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
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->