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~isPartOf:"International review of economics & finance : IREF"
~subject:"Risk management"
~subject:"Schätzung"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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Risk management
Schätzung
Volatilität
Derivat
61
Derivative
61
Volatility
20
Hedging
17
Theorie
16
Theory
16
Option pricing theory
13
Option trading
13
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13
Optionspreistheorie
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11
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11
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8
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8
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7
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5
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4
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Chen, Jun-Home
2
Fan, Ying
2
Geng, Peixuan
2
Lian, Yu-Min
2
Lien, Da-hsiang Donald
2
Yang, Baochen
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Alemany, Nuria
1
Aragó, V.
1
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International review of economics & finance : IREF
The journal of futures markets
76
Journal of banking & finance
52
Energy economics
51
International journal of theoretical and applied finance
46
International review of financial analysis
37
Quantitative finance
29
Finance research letters
28
Applied mathematical finance
27
Applied financial economics
26
Review of derivatives research
25
The European journal of finance
24
Applied economics
18
European journal of operational research : EJOR
18
Applied economics letters
17
International journal of financial engineering
17
Research in international business and finance
17
Journal of econometrics
16
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Journal of financial economics
14
Economic modelling
13
Review of Pacific Basin financial markets and policies
13
Agricultural finance review
12
Insurance / Mathematics & economics
12
Journal of empirical finance
12
Journal of risk and financial management : JRFM
12
SpringerLink / Bücher
12
Journal of economic dynamics & control
11
Risks : open access journal
11
Finance and economics discussion series
10
Journal of international financial markets, institutions & money
10
Review of quantitative finance and accounting
10
The journal of derivatives : JOD
10
Working paper
10
Working paper / National Bureau of Economic Research, Inc.
10
International journal of bonds and derivatives
9
Journal of financial and quantitative analysis : JFQA
9
Journal of financial markets
9
NBER working paper series
9
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ECONIS (ZBW)
30
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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
Hedging performance using google trends : evidence from the Indian forex options market
Chi, Tsung-Li
;
Liu, Hung-Tsen
;
Chang, Chia-Chien
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 107-123
Persistent link: https://www.econbiz.de/10014424052
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
Saved in:
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