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~person:"Hung, Chih-hsing"
~subject:"Optionsgeschäft"
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Optionsgeschäft
Aktienindex
1
Implied volatility
1
Index futures
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Index options
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Index-Futures
1
Option pricing theory
1
Option trading
1
Optionspreistheorie
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Rollover rules
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Stock index
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Hung, Chih-hsing
Hull, John
27
Cui, Zhenyu
21
Wang, Xingchun
20
Joshi, Mark S.
17
Madan, Dilip B.
17
Stentoft, Lars
17
Lee, Hangsuck
15
Carr, Peter
14
Fusai, Gianluca
13
Zhang, Jin E.
13
Orosi, Greg
12
Guirguis, Michel
11
Jacobs, Kris
11
Schoutens, Wim
11
Alghalith, Moawia
10
Ewald, Christian-Oliver
10
Fabozzi, Frank J.
10
Kräussl, Roman
10
Levendorskii, Sergei
10
Perrakis, Stylianos
10
Ryu, Doojin
10
Zanette, Antonino
10
Chen, An
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
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Li, Lingfei
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Stork, Philip
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Takahashi, Akihiko
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Zhu, Song-Ping
9
Alexander, Carol
8
Bayraktar, Erhan
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Bernales, Alejandro
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Bernard, Carole
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Broeders, Dirk
8
Cai, Ning
8
Constantinides, George M.
8
Escobar, Marcos
8
He, Xin-Jiang
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Hobson, David G.
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Kirkby, J. Lars
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International review of economics & finance : IREF
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ECONIS (ZBW)
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Do liquidity and sampling methods matter in constructing volatility indices? : empirical evidence from Taiwan
Tzang, Shyh-weir
;
Hung, Chih-hsing
;
Wang, Chou-wen
; …
- In:
International review of economics & finance : IREF
20
(
2011
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10009304121
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