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~person:"Brooks, Robert"
~person:"Jakubowski, Jacek"
~person:"McAleer, Michael"
~subject:"Schätzung"
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Search: subject:"Derivat <Wertpapier>"
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Schätzung
Derivat
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Brooks, Robert
Jakubowski, Jacek
McAleer, Michael
Boudoukh, Jacob
7
Richardson, Matthew
7
Whitelaw, Robert F.
7
Korn, Olaf
6
Białkowski, Je̜drzej
5
Bühler, Wolfgang
5
Chen, Ren-Raw
5
Leistikow, Dean
5
Lien, Da-hsiang Donald
5
Miffre, Joëlle
5
Bartram, Söhnke M.
4
Dungey, Mardi H.
4
Hvozdyk, Lyudmyla
4
Karolyi, G. Andrew
4
Lo, Andrew W.
4
Tse, Yiu Kuen
4
Chang, Chia-Lin
3
Debasish, Sathya Swaroop
3
Floros, Christos
3
Guidolin, Massimo
3
Gürkaynak, Refet S.
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Jimenez-Martin, Juan-Angel
3
Kim, Don H.
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López Herrera, Francisco
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Naik, Narayan Y.
3
Pérez Amaral, Teodosio
3
Santillán Salgado, Roberto Joaquín
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Schöbel, Rainer
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Shen, YuQing
3
Wang, George H. K.
3
Wang, Yudong
3
Wright, Jonathan H.
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Xu, Yuewu
3
Yadav, Pradeep
3
Ahn, Dong-Hyun
2
Ait-Sahalia, Yacine
2
Allen, David E.
2
Ap Gwilym, Owain
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
2
Working paper
2
Australian economic papers
1
Econometric Institute research papers
1
Journal of empirical finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Determinants of trading activity on the single-stock futures market : evidence from the Eurex exchange
Białkowski, Je̜drzej
;
Jakubowski, Jacek
-
2017
Persistent link: https://www.econbiz.de/10011886558
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
3
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
4
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
5
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
6
Determinants of trading activity on the single-stock future market : evidence from the Eurex Exchange
Białkowski, Je̜drzej
;
Jakubowski, Jacek
- In:
The journal of derivatives : the official publication …
19
(
2012
)
3
,
pp. 29-47
Persistent link: https://www.econbiz.de/10009671108
Saved in:
7
The individual stocks arbitrage : evidence from emerging Polish market
Białkowski, Je̜drzej
;
Jakubowski, Jacek
-
2004
Persistent link: https://www.econbiz.de/10002176961
Saved in:
8
The test of market efficiency and index arbitrage profitability on emerging Polish stock and futures index markets
Białkowski, Je̜drzej
;
Jakubowski, Jacek
-
2003
Persistent link: https://www.econbiz.de/10001916043
Saved in:
9
Forecast error and social loss approaches to testing the efficiency of Australian financial futures
Brooks, Robert
- In:
Australian economic papers
35
(
1996
)
66
,
pp. 132-140
Persistent link: https://www.econbiz.de/10001210680
Saved in:
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