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~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH-Modell"
~subject:"Risk management"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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ARCH-Modell
Risk management
Volatilität
Derivat
61
Derivative
61
Volatility
20
Hedging
17
Theorie
16
Theory
16
Option pricing theory
13
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13
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13
Optionspreistheorie
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11
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8
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27
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Chen, Jun-Home
2
Fan, Ying
2
Geng, Peixuan
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Lian, Yu-Min
2
Yang, Baochen
2
Alemany, Nuria
1
Aragó, V.
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International review of economics & finance : IREF
The journal of futures markets
61
Energy economics
51
International journal of theoretical and applied finance
45
Journal of banking & finance
44
International review of financial analysis
33
Finance research letters
27
Applied mathematical finance
26
Quantitative finance
26
Review of derivatives research
23
The European journal of finance
19
Applied economics
17
European journal of operational research : EJOR
17
International journal of financial engineering
17
Research in international business and finance
17
Applied financial economics
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of econometrics
14
Review of Pacific Basin financial markets and policies
12
Applied economics letters
11
Journal of economic dynamics & control
11
SpringerLink / Bücher
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Agricultural finance review
10
Economic modelling
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
Insurance / Mathematics & economics
10
Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
Risks : open access journal
10
International journal of bonds and derivatives
9
Journal of financial economics
9
Review of quantitative finance and accounting
9
The journal of derivatives : JOD
9
Working paper
9
Finance and stochastics
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
European financial management : the journal of the European Financial Management Association
7
Finance India : the quarterly journal of Indian Institute of Finance
7
Finance and economics discussion series
7
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ECONIS (ZBW)
27
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1
The asymmetric relationships between the Bitcoin futures' return, volatility, and trading volume
Kao, Yu-Sheng
;
Zhao, Kai
;
Chuang, Hwei-lin
;
Ku, Yu-Cheng
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 524-542
Persistent link: https://www.econbiz.de/10014446485
Saved in:
2
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
3
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014474684
Saved in:
4
Hedging firm's idiosyncratic risk from commodity financialization
Yang, Baochen
;
Geng, Peixuan
;
Fan, Ying
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 815-842
Persistent link: https://www.econbiz.de/10014475040
Saved in:
5
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
6
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
7
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
8
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
9
Dynamics of variance risk premium : evidence from India
Sankar, Ganesh
;
Ramachandran, Shankar
;
Lukose P. J., Jijo
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 321-334
Persistent link: https://www.econbiz.de/10012486796
Saved in:
10
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
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