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~source:"econis"
~subject:"ARCH model"
~subject:"Derivat"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
~type_genre:"Hochschulschrift"
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ARCH model
Derivat
Hedging
5,399
Theorie
2,028
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1,333
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Lien, Da-hsiang Donald
41
Kit, Pong Wong
17
Broll, Udo
10
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8
Lee, Hsiang-Tai
8
Choudhry, Taufiq
7
Fabozzi, Frank J.
7
Lai, Yu-Sheng
7
Lee, Hsiang-tai
7
Nguyen, Duc Khuong
7
Yamada, Yuji
7
Bartram, Söhnke M.
6
Benth, Fred Espen
6
Ghorbel, Ahmed
6
Haigh, Michael S.
6
Kang, Sang Hoon
6
Lahiani, Amine
6
Mensi, Walid
6
Tse, Yiu Kuen
6
Yoon, Seong-min
6
Brown, Gregory W.
5
Cotter, John
5
Makar, Stephen D.
5
Melʹnikov, Aleksandr V.
5
Nguyen, Hoa
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Park, Sung Y.
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Ranasinghe, Tharindra
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Rossi Júnior, José Luiz
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Welzel, Peter
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4
Alexander, Carol
4
Alghalith, Moawia
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Ali, Shoaib
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Arouri, Mohamed
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Castelino, Mark G.
4
Cifarelli, Giulio
4
Demirer, Rıza
4
Dempsey, Michael
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Floros, Christos
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
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The journal of futures markets
113
Energy economics
62
International journal of theoretical and applied finance
34
Journal of banking & finance
32
International review of financial analysis
30
Finance research letters
26
Applied economics
23
International review of economics & finance : IREF
23
Economic modelling
19
Quantitative finance
19
The European journal of finance
18
Journal of multinational financial management
16
Applied mathematical finance
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Research in international business and finance
14
Journal of risk and financial management : JRFM
13
Applied financial economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of financial economics
11
Computational economics
10
Journal of economic dynamics & control
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The journal of fixed income
10
Cogent economics & finance
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
European journal of operational research : EJOR
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Journal of international financial markets, institutions & money
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Review of derivatives research
9
Review of quantitative finance and accounting
9
Agricultural finance review
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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European financial management : the journal of the European Financial Management Association
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Investment management and financial innovations
8
Journal of financial and quantitative analysis : JFQA
8
The journal of corporate finance : contracting, governance and organization
8
The journal of finance : the journal of the American Finance Association
8
International Journal of Energy Economics and Policy : IJEEP
7
International journal of financial engineering
7
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ECONIS (ZBW)
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1
Do foreign currency risk management strategies increase value in family business?
Mefteh-Wali, Salma
;
Hussain, Nazim
- In:
International review of financial analysis
93
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014543583
Saved in:
2
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
3
Hedging effectiveness on the MISO exchange
Jones, Kevin
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 301-311
Persistent link: https://www.econbiz.de/10014484583
Saved in:
4
Hedging inflation expectations in the cryptocurrency futures market
Liu, Jinan
;
Valcarcel, Victor J.
- In:
Journal of financial stability
70
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490464
Saved in:
5
The lead-lag relation between VIX futures and SPX futures
Bangsgaard, Christine
;
Kokholm, Thomas
- In:
Journal of financial markets
67
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491067
Saved in:
6
Derivative disclosures and managerial opportunism
He, Guanming
;
Ren, Helen Mengbing
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 384-419
Persistent link: https://www.econbiz.de/10014475490
Saved in:
7
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
8
Accurate delta hedging of european options using conformable calculus
Olmos, Andrés
;
Muriel, Nelson
- In:
EconoQuantum : Revista de Economía y Negocios
21
(
2024
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10014500556
Saved in:
9
The relationship between earnings volatility and corporate risk disclosures
Rammala, Johannes
;
Toerien, Franz Eduard
- In:
South African journal of economic and management sciences
27
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10015046025
Saved in:
10
Spillovers and hedging effectiveness between oil and US equity sectors : evidence from the COVID pre- and post-vaccination phases
Yousaf, Imran
;
Arfaoui, Nadia
;
Gubareva, Mariya
- In:
Research in international business and finance
69
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015052236
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