//--> //--> //-->
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:"Hilliard, Jitka"
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:"S&P 500"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Implied volatility
4
Price-change implied volatility
4
S&P 500 options
3
Delta hedging
2
Derivat
2
Derivative
2
Futures contracts
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
S&P 500 options and futures contracts
2
Volatility
2
Volatilität
2
Estimation
1
Greece
1
Griechenland
1
Hedging
1
S%P 500 futures options
1
Schätzung
1
delta hedge
1
delta-gamma hedge
1
delta-vega hedge
1
futures contracts
1
hedging performance
1
hedging price changes
1
implied volatility
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
Undetermined
3
English
2
Author
All
Hilliard, Jitka
McAleer, Michael
18
Allen, David E.
10
Gupta, Rangan
9
Ivanov, Stoyu I.
7
Powell, Robert
7
Azar, Samih Antoine
6
Floros, Christos
6
Grobys, Klaus
6
Ielpo, Florian
6
Lalaharison, Hanjarivo
6
Pesaran, M. Hashem
6
Yamagata, Takashi
6
Alexander, Carol
5
Kapetanios, George
5
Tiwari, Aviral Kumar
5
Bardgett, Chris
4
Bhanja, Niyati
4
Böing, Tobias
4
Eldomiaty, Tarek Ibrahim
4
Gannon, Gerard L.
4
Geweke, John
4
Gillas, Konstantinos Gkillas
4
Gourier, Elise
4
Guegan, Dominique
4
Ishida, Isao
4
Kamal, Rashiqa
4
Leippold, Markus
4
Oya, Kosuke
4
Raddant, Matthias
4
Sala, Carlo
4
Salisu, Afees A.
4
Singh, Abhay K.
4
Stadtmann, Georg
4
Wagner, Friedrich
4
Xuan Vinh Vo
4
Zevallos, Mauricio
4
Alghalith, Moawia
3
Amisano, Gianni
3
Anese, Gianluca
3
more ...
less ...
Published in...
All
International Journal of Financial Markets and Derivatives
1
International Review of Financial Analysis
1
International review of financial analysis
1
Review of Quantitative Finance and Accounting
1
Review of quantitative finance and accounting
1
Source
All
RePEc
3
ECONIS (ZBW)
2
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatilities implied by price changes in the
S&P
500
options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
Saved in:
2
Volatilities implied by price changes in the
S&P
500
options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of Quantitative Finance and Accounting
42
(
2014
)
4
,
pp. 599-626
volatility surface outperform hedges based on the traditional implied volatility surface when applied to
S&P
500
future options …
Persistent link: https://www.econbiz.de/10010867619
Saved in:
3
Hedging price changes in the
S%P
500
options and futures contracts: the effect of different measures of implied volatility
Hilliard, Jitka
- In:
International Journal of Financial Markets and Derivatives
3
(
2014
)
3
,
pp. 241-259
We evaluate the performance of delta, delta-gamma and delta-vega hedges on the
S%P
500
futures options with a …
Persistent link: https://www.econbiz.de/10010756274
Saved in:
4
Testing Greeks and price changes in the
S&P
500
options and futures contract: A regression analysis
Hilliard, Jitka
- In:
International Review of Financial Analysis
26
(
2013
)
C
,
pp. 51-58
biased estimates of price changes. We use options on the
S&P
500
futures contracts and their underlying. We also evaluate the …
Persistent link: https://www.econbiz.de/10011056773
Saved in:
5
Testing Greeks and price changes in the
S&P
500
options and futures contract : a regression analysis
Hilliard, Jitka
- In:
International review of financial analysis
26
(
2013
),
pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->