//--> //--> //-->
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
~isPartOf:"Journal of banking & finance"
~person:"Alexander, Carol"
~person:"Figlewski, Stephen"
~person:"Gatzert, Nadine"
~subject:"Hedging"
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
Child care subsidies, quality,...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Theorie
5
Theory
5
Derivat
2
Derivative
2
Risikomaß
2
Risk measure
2
USA
2
United States
2
Volatility
2
Volatilität
2
1987
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Ausreißer
1
CAPM
1
Copulas
1
Estimation theory
1
Exchange rate risk
1
Extreme value theory
1
Index-linked hedging instruments
1
Market risk
1
Markov chain
1
Markov-Kette
1
Marktrisiko
1
Multivariate Verteilung
1
Multivariate distribution
1
Option pricing theory
1
Optionspreistheorie
1
Outliers
1
Risikomanagement
1
Risk management
1
Schätztheorie
1
Stochastic process
1
Stochastischer Prozess
1
Stock index
1
Währungsrisiko
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Alexander, Carol
Figlewski, Stephen
Gatzert, Nadine
Dark, Jonathan
2
Zhu, Wei
2
Adam, Tim René
1
Adam-Müller, Axel F. A.
1
Akhigbe, Aigbe O.
1
Alziary, Bénédicte
1
Backwell, Alex
1
Balder, Sven
1
Bauer, Wolfgang
1
Benninga, Simon
1
Bi, Hongwei
1
Bierwag, Gerald O.
1
Boyle, Glenn W.
1
Brealey, Richard A.
1
Brenner, Menachem
1
Chung, San-lin
1
Cui, Xueting
1
Dempster, Michael A. H.
1
Deventer, Donald R. van
1
Dionne, Georges
1
Décamps, Jean-Paul
1
Ederington, Louis H.
1
Escobar, Marcos
1
Fooladi, Iraj J.
1
Freund, Steven
1
Gueyie, Jean-Pierre
1
Gupta, Anurag
1
Guthrie, Graeme A.
1
Havrylenko, Y.
1
Hong, Xin
1
Huang, Rachel J.
1
Hutson, Elaine
1
Instefjord, Norvald
1
Jankensgård, Håkan
1
Jarrow, Robert A.
1
Kaplanis, Evi C.
1
Kellner, Ralf
1
more ...
less ...
Published in...
All
Journal of banking & finance
The journal of futures markets
2
European journal of operational research : EJOR
1
Journal of economic behavior & organization : JEBO
1
Research working papers / Research Division, Federal Reserve Bank of Kansas City
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Model-free hedge ratios and scale-invariant models
Alexander, Carol
;
Nogueira, Leonardo M.
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1839-1861
Persistent link: https://www.econbiz.de/10003483512
Saved in:
2
Estimating the basis risk of index-linked hedging strategies using multivariate extreme value
theory
Kellner, Ralf
;
Gatzert, Nadine
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4353-4367
Persistent link: https://www.econbiz.de/10010247034
Saved in:
3
The pricing of convexity risk and time decay in options markets
Figlewski, Stephen
- In:
Journal of banking & finance
18
(
1994
)
1
,
pp. 73-91
Persistent link: https://www.econbiz.de/10001156045
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->