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
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:"realized and implied volatility"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Aktienmarkt
1
Capital income
1
Islamic stock returns
1
Kapitaleinkommen
1
Oil price
1
Stock market
1
Volatility
1
Volatilität
1
Welt
1
World
1
index futures
1
investment strategies
1
optimal hedging frequency
1
options hedging efficiency
1
realized and implied volatility
1
realized and implied volatility of oil prices
1
time-frequency approach
1
Ölpreis
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Jabłecki, Juliusz
1
Karim, Muhammad Mahmudul
1
Kokoszczyński, Ryszard
1
Mansur Masih
1
Sakowski, Paweł
1
Wójcik, Piotr
1
Ślepaczuk, Robert
1
more ...
less ...
Institution
All
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
1
Published in...
All
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Working Papers / Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do the Islamic stock market returns respond differently to the
realized
and
implied
volatility
of oil prices? : evidence from the time-frequency analysis
Karim, Muhammad Mahmudul
;
Mansur Masih
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
9
,
pp. 2616-2631
Persistent link: https://www.econbiz.de/10012549935
Saved in:
2
Options delta hedging with no options at all
Jabłecki, Juliusz
;
Kokoszczyński, Ryszard
;
Sakowski, …
-
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
-
2014
The adjustment speed of delta hedged options exposure depends on the market
realized
and
implied
volatility
. We observe …
Persistent link: https://www.econbiz.de/10010934669
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
