//--> //--> //-->
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
subject:"ARCH-Modell"
~person:"Heaney, Richard A."
~person:"Santillán Salgado, Roberto Joaquín"
~subject:"Estimation"
~subject:"Mexico"
~subject:"Optionspreistheorie"
~subject:"dynamic valuation models"
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:"Index-Futures"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Estimation
Mexico
Optionspreistheorie
dynamic valuation models
Index futures
8
Index-Futures
8
Australia
6
Australien
6
Derivat
4
Derivative
4
Schätzung
4
Theorie
4
Theory
4
Option pricing theory
3
1983-1990
2
ARCH model
2
Arbitrage
2
CAPM
2
Hedging
2
Volatility
2
Volatilität
2
1980-1989
1
1983-1987
1
Aktienindex
1
Aktienmarkt
1
Futures contracts
1
GARCH modelling
1
Mexico's Stock Exchange index
1
Mexiko
1
Multivariate Verteilung
1
Multivariate distribution
1
Option trading
1
Optionsgeschäft
1
Portfolio selection
1
Portfolio-Management
1
Risikomanagement
1
Risk management
1
Standard & Poor's 500 index
1
Stock index
1
Stock market
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
5
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
6
Author
All
Heaney, Richard A.
Santillán Salgado, Roberto Joaquín
Engle, Robert F.
9
Mittnik, Stefan
9
Perrakis, Stylianos
8
Hou, Yang
7
Linders, Daniël
7
Ryu, Doojin
7
Constantinides, George M.
6
Jackwerth, Jens Carsten
6
Li, Steven
6
Todorov, Viktor
6
Wang, Janchung
6
Bates, David S.
5
Bollerslev, Tim
5
Chernov, Mikhail
5
Collin-Dufresne, Pierre
5
Czerwonko, Michal
5
Kane, Alex
5
Korn, Olaf
5
Noh, Jaesun
5
Rieken, Sascha
5
Singh, Vipul Kumar
5
Wallmeier, Martin
5
Ap Gwilym, Owain
4
Bamberg, Günter
4
Bologna, Pierluigi
4
Broadie, Mark
4
Cao, Charles Q.
4
Cont, Rama
4
Daigler, Robert T.
4
Dhaene, Jan
4
Dorfleitner, Gregor
4
Gallo, Giampiero M.
4
Goldstein, Robert S.
4
Guidolin, Massimo
4
Han, Qian
4
Kempf, Alexander
4
Kim, Sol
4
Orłowski, Piotr
4
Santa-Clara, Pedro
4
more ...
less ...
Published in...
All
Advances in Pacific Basin financial markets
1
Applied financial economics
1
Australian journal of management
1
Discussion paper
1
Discussion paper / Monash University, Department of Accounting and Finance, Faculty of Business and Economics / Monash University, Department of Accounting and Finance, Faculty of Economics, Commerce and Management
1
Economía teoría y práctica
1
International journal of bonds and derivatives
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal hedge ratios for the Mexican stock market index futures contract : a multivariate GARCH approach
Santillán Salgado, Roberto Joaquín
;
Escobar, Luis Jacob
; …
- In:
Economía teoría y práctica
28
(
2020
)
53
,
pp. 201-238
Persistent link: https://www.econbiz.de/10012617905
Saved in:
2
Pricing a bivariate option with copulas
Bucio-Pacheco, Christian
;
López Herrera, Francisco
; …
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
Saved in:
3
Pricing of Australian all ordinaries share price index futures contract
Heaney, Richard A.
- In:
Advances in Pacific Basin financial markets
2
(
1996
),
pp. 35-49
Persistent link: https://www.econbiz.de/10001208748
Saved in:
4
A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market
Heaney, Richard A.
- In:
Applied financial economics
6
(
1996
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001198670
Saved in:
5
A test of the cost carry relationship using 90-Day Bank accepted bills and the all ordinaries share price index
Heaney, Richard A.
- In:
Australian journal of management
20
(
1995
)
1
,
pp. 75-104
Persistent link: https://www.econbiz.de/10001192131
Saved in:
6
Some questions on the pricing of SPI futures contracts
Heaney, Richard A.
-
1993
Persistent link: https://www.econbiz.de/10000889675
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->