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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Jondeau, Eric"
~person:"Kelly, Bryan T."
~person:"McAleer, Michael"
~person:"Timmermann, Allan"
~subject:"Portfolio-Management"
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Portfolio-Management
Volatility
6
Volatilität
6
ARCH model
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ARCH-Modell
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Options
3
Risk management
3
Börsenkurs
2
Derivat
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12-Month variance futures
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Jondeau, Eric
Kelly, Bryan T.
McAleer, Michael
Timmermann, Allan
Kang, Sang Hoon
5
Hammoudeh, Shawkat
4
Mensi, Walid
4
Caporin, Massimiliano
3
Kang, Jangkoo
3
Lee, Changjun
3
Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Ayadi, Mohamed
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Bouri, Elie
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Asai, Manabu
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Bai, Zhidong
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Billio, Monica
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Borgards, Oliver
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Božović, Miloš
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Cao, Xu
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Cardak, Buly A.
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The North American journal of economics and finance : a journal of financial economics studies
Research paper series / Swiss Finance Institute
9
Working paper
9
Econometric Institute research papers
8
Swiss Finance Institute Research Paper
7
Journal of financial economics
5
Discussion papers / CEPR
4
Banque de France Working Paper
2
Discussion paper / Tinbergen Institute
2
Energy economics
2
NBER Working Paper
2
NBER working paper series
2
The economic journal : the journal of the Royal Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Yale ICF Working Paper
2
Birkbeck working papers in economics and finance : BWPEF
1
Computational Statistics and Data Analysis, Forthcoming
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Economies : open access journal
1
FAME research paper series
1
Finance : revue de l'Association Française de Finance
1
IMF working paper
1
International review of economics & finance : IREF
1
Journal of econometrics
1
Journal of forecasting
1
Journal of investment management : JOIM
1
Journal of risk and financial management : JRFM
1
Risks : open access journal
1
The journal of portfolio management : JPM
1
Tinbergen Institute Discussion Paper
1
Working paper / National Bureau of Economic Research, Inc.
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Working papers / Bank for International Settlements
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ECONIS (ZBW)
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The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
2
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
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