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~source:"econis"
~subject:"Volatility"
~subject:"Wertpapierhandel"
~type_genre:"Accompanied by computer file"
~type_genre:"Book section"
~type_genre:"Glossar enthalten"
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Volatility
Wertpapierhandel
Index futures
54
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Volatilität
12
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9
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1
New trends in banking management : with 42 tables
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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ECONIS (ZBW)
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Volatility spillover between conventional stock index and participation index : the Turkish case
Kahyaoglu, Sezer Bozkuş
;
Akkus, Hilmi Tunahan
- In:
Contemporary issues in business economics and finance
,
(pp. 1-17)
.
2020
Persistent link: https://www.econbiz.de/10012312806
Saved in:
2
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
3
Credit default swaps and equity prices : the iTraxx CDS index market
Byström, Hans
- In:
Credit risk : models, derivatives, and management
,
(pp. 69-83)
.
2008
Persistent link: https://www.econbiz.de/10003718323
Saved in:
4
The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.
;
Ziemba, William T.
;
Hodges, Stewart D.
- In:
Handbook of sports and lottery markets
,
(pp. 161-180)
.
2008
Persistent link: https://www.econbiz.de/10003779564
Saved in:
5
Artificial market experiments with the U-Mart system
Shiozawa, Yoshinori
(
ed.
);
Nakajima, Yoshihiro
(
ed.
); …
-
2008
-
1. Ed.
Persistent link: https://www.econbiz.de/10003557323
Saved in:
6
Non-linear principal component analysis of the implied volatility smile using a quantum-inspired evolutionary algorithm
Fan, Kai
;
O'Sullivan, Conall
;
Brabazon, Anthony
; …
- In:
Natural computing in computational finance ; [the …
,
(pp. 89-107)
.
2008
Persistent link: https://www.econbiz.de/10009515173
Saved in:
7
Artificial Market Experiments with the U-Mart System
Shiozawa, Yoshinori
-
2008
Persistent link: https://www.econbiz.de/10013521078
Saved in:
8
Volatilität als Anlageklasse : attraktiv für institutionelle Anleger?
Hafner, Reinhold
;
Wallmeier, Martin
-
2006
Persistent link: https://www.econbiz.de/10003378748
Saved in:
9
Intraday systematic patterns, lead-lag relationships, and pricing efficieny : evidence from the Kuala Lumpur composite index futures
Fauzias Mat Nor
;
Choo, Tea Lee
- In:
Regional financial markets : issues and policies
,
(pp. 182-221)
.
2004
Persistent link: https://www.econbiz.de/10002793296
Saved in:
10
Stock index arbitrage and stock price volatility in the Athens derivatives exchange
Michalopoulos, M.
;
Zopounidis, Constantin
;
Stavroulakis, K.
- In:
New trends in banking management : with 42 tables
,
(pp. 233-250)
.
2002
Persistent link: https://www.econbiz.de/10001708787
Saved in:
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