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~person:"Chang, Chia-Lin"
~person:"Ivanov, Stoyu I."
~source:"econis"
~subject:"Share price"
~subject:"Volatility"
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Search: subject_exact:"Indexderivat"
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Share price
Volatility
Index derivative
33
Indexderivat
33
Volatilität
17
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11
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11
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10
Investmentfonds
10
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10
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exchange traded funds
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diagonal BEKK
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Estimation
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Chang, Chia-Lin
Ivanov, Stoyu I.
McAleer, Michael
15
Xu, Liao
7
Moussawi, Rabih
6
Fusari, Nicola
5
Hamilton, James D.
5
Hsieh, Tai-Lin
5
Leung, Tim
5
Rompotis, Gerasimos G.
5
Schmidhammer, Christoph
5
Todorov, Viktor
5
Wu, Jing Cynthia
5
Andersen, Torben
4
Barbon, Andrea
4
Ben-David, Itzhak
4
Bouri, Elie
4
Chen, Jo-hui
4
David, Alexander
4
Krause, Timothy A.
4
Li, Mingsheng
4
Lou, Dong
4
Martin, Ian
4
Tang, Hongfei
4
Tripathi, Vanita
4
Veronesi, Pietro
4
Yin, Xiangkang
4
Zhao, Xin
4
Avellaneda, Marco
3
Bai, Qing
3
Bhojraj, Sanjeev
3
Da, Zhi
3
Duffy, John
3
El Kalak, Izidin
3
Fournier, Mathieu
3
Franzoni, Francesco
3
Gunji, Hiroshi
3
Hassan, M. Kabir
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Huang, Shiyang
3
Jacobs, Kris
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Discussion paper / Tinbergen Institute
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International journal of financial services management : IJFSM
2
Journal of economics and finance
2
Annals of financial economics
1
Energy economics
1
Global finance journal
1
International Journal of Financial Studies : open access journal
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Journal of risk and financial management : JRFM
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Journal of risk finance : the convergence of financial products and insurance
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The international journal of business and finance research : IJBFR
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Tinbergen Institute Discussion Paper 2018-052/III
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ECONIS (ZBW)
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Analysis of DJIA, S&P 500, S&P 400, NASDAQ 100 and Russell 2000 ETFs and their influence on price discovery
Ivanov, Stoyu I.
;
Jones, Frank Joseph
;
Zaima, Janis K.
- In:
Global finance journal
24
(
2013
)
3
,
pp. 171-187
Persistent link: https://www.econbiz.de/10010345909
Saved in:
22
The implied volatility of ETF and index options
Ivanov, Stoyu I.
;
Whitworth, Jeff
;
Zhang, Yinlong
- In:
The international journal of business and finance …
5
(
2011
)
4
,
pp. 35-44
Persistent link: https://www.econbiz.de/10009012647
Saved in:
23
The exchange traded funds' pricing deviation : analysis and forecasts
DeFusco, Richard A.
;
Ivanov, Stoyu I.
;
Karels, Gordon V.
- In:
Journal of economics and finance
35
(
2011
)
2
,
pp. 181-197
Persistent link: https://www.econbiz.de/10009303140
Saved in:
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