//--> //--> //-->
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:"Germany"
~isPartOf:"The journal of futures markets"
~person:"Brett, Rachel"
~person:"Sarno, Lucio"
~subject:"Börsenkurs"
~subject:"SME"
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:"United Kingdom"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Germany
Börsenkurs
SME
Großbritannien
3
United Kingdom
3
Estimation
2
Index futures
2
Index-Futures
2
Schätzung
2
Share price
2
USA
2
United States
2
1992-1995
1
Cointegration
1
Derivat
1
Derivative
1
Kointegration
1
Lag model
1
Lag-Modell
1
Markov chain
1
Markov-Kette
1
Mean Reversion
1
Mean reversion
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Brett, Rachel
Sarno, Lucio
Abhyankar, Abhay
1
Antoniou, Antonios
1
Ball, Clifford A.
1
Chen, Jian
1
Chen, Yu-Lun
1
Frijns, Bart
1
Gang, Shyy
1
Han, Li-ming
1
Heaney, Richard A.
1
Holmes, Philip
1
Kyriacou, Kyriacos
1
Lee, Jie-haun
1
Liu, Bo
1
Luo, Xingguo
1
Mazouz, Khelifa
1
Ozocak, Onem
1
Payá, Ivan
1
Peel, David
1
Pirrong, Craig
1
Priestley, Richard
1
Sihvonen, Jukka
1
Tompkins, Robert G.
1
Torous, Walter N.
1
Tschoegl, Adrian E.
1
Tse, Yiuman
1
Valente, Giorgio
1
Vähämaa, Sami
1
Wu, Yuliang
1
Xu, Ke
1
Xu, Qi
1
Yin, Shuxing
1
Zhu, Yabei
1
more ...
less ...
Published in...
All
The journal of futures markets
Discussion paper / Centre for Economic Policy Research
6
Applied economics
1
Documents de travail / Banque de France
1
IMF staff papers
1
International economic review
1
Journal of international economics
1
Journal of international money and finance
1
Journal of the European Economic Association
1
Oxford bulletin of economics and statistics
1
The review of economics and statistics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
Saved in:
2
The temporal relationship between derivatives trading and spot market volatility in the UK : empirical analysis and Monte Carlo evidence
Kyriacou, Kyriacos
;
Sarno, Lucio
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 245-270
Persistent link: https://www.econbiz.de/10001377821
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->