//--> //--> //-->
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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~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_exact:"Index-Futures"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Index futures
6
Index-Futures
6
Theorie
5
Theory
5
Volatility
4
Option pricing theory
3
Optionspreistheorie
3
Aktienindex
2
Derivat
2
Derivative
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Stochastic process
2
Stochastischer Prozess
2
Stock index
2
1998-2001
1
Australia
1
Australien
1
Black-Scholes model
1
Black-Scholes-Modell
1
Capital income
1
Currency option
1
Deutschland
1
Devisenoption
1
Erwartungsbildung
1
Estimation
1
Expectation formation
1
Germany
1
Hedging
1
Index
1
Index number
1
Indexation
1
Indexbindung
1
Kapitaleinkommen
1
Method of moments
1
Momentenmethode
1
Monte Carlo
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Fengler, Matthias R.
2
Byoun, Soku
1
Carr, Peter
1
Herwartz, Helmut
1
Härdle, Wolfgang
1
Kwok, Chuck C. Y.
1
Mammen, Enno
1
Park, Hun Y.
1
Werner, Christian
1
Wu, Liuren
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The journal of futures markets
68
International review of economics & finance : IREF
22
Applied financial economics
17
Journal of banking & finance
17
International review of financial analysis
16
Finance research letters
12
Pacific-Basin finance journal
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Applied economics
9
Applied economics letters
9
Journal of empirical finance
9
The journal of finance : the journal of the American Finance Association
9
The North American journal of economics and finance : a journal of financial economics studies
7
Asia-Pacific journal of financial studies
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Review of quantitative finance and accounting
6
The European journal of finance
6
The review of financial studies
6
Emerging markets, finance and trade : EMFT
5
Review of Pacific Basin financial markets and policies
5
Review of derivatives research
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working paper / National Bureau of Economic Research, Inc.
5
Decision
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International Journal of Energy Economics and Policy : IJEEP
4
International Journal of Financial Studies : open access journal
4
International journal of theoretical and applied finance
4
Journal of econometrics
4
Journal of emerging market finance
4
Journal of financial management and analysis : international review of finance
4
Journal of financial markets
4
Managerial finance
4
Meddelanden från Svenska Handelshögskolan
4
Quantitative finance
4
Research bulletin / The Institute of Cost Accountants of India
4
Theoretical economics letters
4
Working papers
4
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
2
A dynamic copula approach to recovering the index implied volatility skew
Fengler, Matthias R.
;
Herwartz, Helmut
;
Werner, Christian
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 457-493
Persistent link: https://www.econbiz.de/10009571516
Saved in:
3
A semiparametric factor model for implied volatility surface dynamics
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10003518308
Saved in:
4
Expectations hypothesis of the term structure of implied volatility : evidence from foreign currency and stock index options
Byoun, Soku
;
Kwok, Chuck C. Y.
;
Park, Hun Y.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 126-151
Persistent link: https://www.econbiz.de/10002221002
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->