//--> //--> //-->
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
~person:"Floros, Christos"
~person:"Kim, Kwanho"
~subject:"Volatilität"
~type:"article"
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
Volatilität
Derivat
11
Derivative
11
Volatility
9
Option pricing theory
6
Optionspreistheorie
6
ARCH model
5
ARCH-Modell
5
Estimation
4
Hedging
4
Option trading
4
Optionsgeschäft
4
Schätzung
4
Currency derivative
3
Währungsderivat
3
Eurodollar Futures Options
2
Euromarkets
2
Euromarkt
2
Futures
2
Implied Volatility
2
Open interest
2
S&P 500
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
2000-2001
1
Basis risk
1
Bias
1
Cointegration
1
Commodity derivative
1
Commodity exchange
1
Currency option
1
Devisenoption
1
Dynamic hedging
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Eurodollar futures options
1
FTSE-100
1
Forecasting model
1
more ...
less ...
Online availability
All
Undetermined
6
Free
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Floros, Christos
Kim, Kwanho
Benth, Fred Espen
11
Escobar, Marcos
8
Zhang, Jin E.
7
Kwok, Yue-Kuen
6
Skiadopoulos, George
6
Chiarella, Carl
5
Fouque, Jean-Pierre
5
Gannon, Gerard L.
5
Azhar Mohamad
4
Brigo, Damiano
4
Cui, Zhenyu
4
Fassas, Athanasios P.
4
Fonseca, José da
4
Kim, Sol
4
Lee, Hsiang-Tai
4
Liu, Xiaoquan
4
Park, Yang-Ho
4
Ryu, Doojin
4
Schmeck, Maren Diane
4
Wang, Xingchun
4
Zagst, Rudi
4
Alexander, Carol
3
Alòs, Elisa
3
Baldeaux, Jan
3
Byun, Suk Joon
3
Carr, Peter
3
Chatrath, Arjun
3
Cont, Rama
3
Daigler, Robert T.
3
Farkas, Walter
3
Funahashi, Hideharu
3
Fung, Hung-gay
3
Hilliard, Jitka
3
Kallsen, Jan
3
Kang, Boda
3
Kiesel, Rüdiger
3
Kokholm, Thomas
3
Li, Jian
3
more ...
less ...
Published in...
All
Global business and finance review
3
Annals of financial economics
1
International journal of computational economics and econometrics : IJCEE
1
International journal of managerial finance : IJMF
1
International review of financial analysis
1
Journal of risk
1
Operational research : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the stationarity of futures hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
Saved in:
2
Variance bounds test of volatility expectations in eurodollar futures options markets
Kim, Kwanho
;
Poonvoralak, Wantanee
- In:
Global business and finance review
24
(
2019
)
2
,
pp. 20-32
Persistent link: https://www.econbiz.de/10012121276
Saved in:
3
Option pricing using high-frequency futures prices
Degiannakis, Stavros
;
Floros, Christos
;
Poufinas, Thomas
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 81-101
Persistent link: https://www.econbiz.de/10012593448
Saved in:
4
Effect of liquidity on the implied volatility surface in interest rate options markets
Kim, Kwanho
- In:
Global business and finance review
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011849353
Saved in:
5
Futures hedging with stochastic volatility : a new method
Alghalith, Moawia
;
Floros, Christos
- In:
International journal of computational economics and …
10
(
2020
)
2
,
pp. 203-207
Persistent link: https://www.econbiz.de/10012226719
Saved in:
6
Informational content of volatility forecasts in Eurodollar markets
Kim, Kwanho
- In:
Global business and finance review
21
(
2016
)
2
,
pp. 86-99
Persistent link: https://www.econbiz.de/10011607982
Saved in:
7
Simplified option pricing techniques
Alghalith, Moawia
;
Floros, Christos
;
Poufinas, Thomas
- In:
Annals of financial economics
14
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012015473
Saved in:
8
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
9
Volatility, trading volume and open interest in futures markets
Floros, Christos
;
Salvador, Enrique
- In:
International journal of managerial finance : IJMF
12
(
2016
)
4
,
pp. 629-653
Persistent link: https://www.econbiz.de/10011627130
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->