//--> //--> //--> //-->
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
~isPartOf:"International review of economics & finance : IREF"
~subject:"Risk management"
~subject:"Theory"
~subject:"Volatilität"
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:"Derivat <Wertpapier>"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risk management
Theory
Volatilität
Derivat
61
Derivative
61
Volatility
20
Hedging
17
Theorie
16
Option pricing theory
13
Option trading
13
Optionsgeschäft
13
Optionspreistheorie
13
Commodity derivative
11
Rohstoffderivat
11
Estimation
8
Index futures
8
Index-Futures
8
Risiko
8
Risk
8
Schätzung
8
Credit risk
7
Kreditrisiko
7
Risikoprämie
7
Risk premium
7
Credit derivative
6
Kreditderivat
6
Risikomanagement
6
Swap
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Share price
5
Aktienmarkt
4
Arbitrage
4
Commodity exchange
4
Currency derivative
4
Financial crisis
4
Finanzkrise
4
Portfolio selection
4
Portfolio-Management
4
more ...
less ...
Online availability
All
Undetermined
23
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Language
All
English
38
Author
All
Kit, Pong Wong
5
Chen, Jun-Home
2
Fan, Ying
2
Geng, Peixuan
2
Lian, Yu-Min
2
Yang, Baochen
2
Alemany, Nuria
1
Aragó, V.
1
Aragó, Vicent
1
Arakelyan, Armen
1
Atilgan, Yigit
1
Barbi, Massimiliano
1
Bellalah, Mondher
1
Bullock, David W.
1
Capuano, Christian
1
Chan, Wai-Sum
1
Chang, Carolyn C. W.
1
Chang, Chien-Hung
1
Chang, Kuang-Liang
1
Charupat, Narat
1
Chen, Cathy Yi-Hsuan
1
Chen, Chun-nan
1
Chuang, Hwei-lin
1
Corredor, Pilar
1
Cui, Yan
1
Dahl, Bruce L.
1
Demirer, Rıza
1
Demirtas, K. Ozgur
1
Feng, Yun
1
Fung, Hung-gay
1
Gao, Bin
1
Gonzalez-Perez, Maria T.
1
Han, Chuan-Hsiang
1
Hong, Hui
1
Hung, Wei-ming
1
Jia, Yun
1
Kao, Erin H.
1
Kao, Yu-Sheng
1
Ku, Yu-Cheng
1
Kuo, Chii-Shyan
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
The journal of futures markets
175
International journal of theoretical and applied finance
98
Journal of banking & finance
96
Energy economics
69
International review of financial analysis
43
Applied mathematical finance
39
Review of derivatives research
39
The journal of finance : the journal of the American Finance Association
37
Finance research letters
36
Journal of financial and quantitative analysis : JFQA
35
Finance and stochastics
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
The European journal of finance
34
Advances in futures and options research : a research annual
33
Quantitative finance
31
European journal of operational research : EJOR
30
The review of financial studies
30
NBER working paper series
29
Applied financial economics
27
Journal of economic dynamics & control
27
Journal of financial economics
27
SpringerLink / Bücher
27
Economics letters
26
The journal of derivatives : the official publication of the International Association of Financial Engineers
26
Applied economics
24
NBER Working Paper
24
The North American journal of economics and finance : a journal of financial economics studies
24
Working paper / National Bureau of Economic Research, Inc.
23
Research in international business and finance
22
The journal of credit risk : published quarterly by Incisive Media
22
Journal of econometrics
19
The journal of computational finance
19
The journal of fixed income
19
Gabler Edition Wissenschaft
18
International journal of financial engineering
18
Review of quantitative finance and accounting
18
Working paper
17
Insurance / Mathematics & economics
16
Journal of risk and financial management : JRFM
16
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
6
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:
7
Composite hedge and utility maximization for optimal futures hedging
Cui, Yan
;
Feng, Yun
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 15-32
Persistent link: https://www.econbiz.de/10012486283
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->