//--> //--> //-->
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
~person:"Antoniou, Antonios"
~person:"Engle, Robert F."
~person:"Ryu, Doojin"
~subject:"ARCH model"
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
The wildcard option in transac...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Option trading
31
Optionsgeschäft
31
Volatility
16
Volatilität
16
Börsenkurs
13
Share price
13
Index futures
10
Index-Futures
10
Option pricing theory
10
Optionspreistheorie
10
Theorie
10
Theory
10
Market microstructure
9
Marktmikrostruktur
9
ARCH-Modell
8
Anlageverhalten
7
Asymmetric information
7
Asymmetrische Information
7
Behavioural finance
7
Bid-ask spread
7
Geld-Brief-Spanne
7
Welt
7
World
7
Autocorrelation
6
Autokorrelation
6
Derivat
6
Derivative
6
Estimation
6
Schätzung
6
USA
5
United States
5
Capital income
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Forecasting model
4
Hedging
4
KOSPI200 options
4
Kapitaleinkommen
4
Prognoseverfahren
4
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatzsammlung
1
Festschrift
1
Language
All
English
8
Author
All
Antoniou, Antonios
Engle, Robert F.
Ryu, Doojin
Rahbek, Anders
8
Funke, Michael
6
Gronwald, Marc
6
Herwartz, Helmut
6
Busetti, Giorgio
5
Fokianos, Konstantinos
5
Hafner, Christian M.
5
Manera, Matteo
5
Jondeau, Eric
4
Rockinger, Michael
4
Wang, Xingchun
4
Watanabe, Toshiaki
4
Barbaglia, Luca
3
Croux, Christophe
3
Frijns, Bart
3
Huang, Zhuo
3
Kristensen, Dennis
3
Lehnert, Thorsten
3
Maré, E.
3
Tjøstheim, Dag
3
Ubukata, Masato
3
Wang, Tianyi
3
Wilms, Ines
3
Agosto, Arianna
2
Bams, Dennis
2
Blanchard, Gildas
2
Bollerslev, Tim
2
Cai, Charlie X.
2
Carnero, M. Angeles
2
Cavaliere, Giuseppe
2
Chen, Carl R.
2
Chen, Yan
2
Chi, Yeguang
2
Chorro, Christophe
2
Chowdhury, Shah Saeed Hassan
2
Clark, Todd E.
2
Corredor, Pilar
2
Cotter, John
2
more ...
less ...
Published in...
All
Advanced texts in econometrics
1
Discussion paper / Department of Economics, University of California San Diego
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
The journal of futures markets
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios
;
Koutmos, Gregory
;
Pericli, Andreas …
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 219-238
Persistent link: https://www.econbiz.de/10002685067
Saved in:
2
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
3
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
4
Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios
;
Koutmos, Gregory
;
Pericli, Andreas
-
1998
Persistent link: https://www.econbiz.de/10001416416
Saved in:
5
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
6
Are the KOSPI 200 implied volatilities useful in value-at-risk models?
Kim, Jun Sik
;
Ryu, Doojin
- In:
Emerging markets review
22
(
2015
),
pp. 43-64
Persistent link: https://www.econbiz.de/10011304192
Saved in:
7
Implied pricing Kernels : an alternative approach for option valuation
Ryu, Doojin
;
Kang, Jangkoo
;
Suh, Sangwon
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 127-147
Persistent link: https://www.econbiz.de/10011348461
Saved in:
8
Implied volatility index of KOSPI200 : information contents and properties
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
),
pp. 24-39
Persistent link: https://www.econbiz.de/10009682531
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->