//--> //--> //--> //-->
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:"International review of economics & finance : IREF"
~subject:"Volatilität"
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:"Derivat <Wertpapier>"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Derivat
60
Derivative
60
Volatility
19
Hedging
17
Theorie
16
Theory
16
Option trading
13
Optionsgeschäft
13
Option pricing theory
12
Optionspreistheorie
12
Commodity derivative
11
Rohstoffderivat
11
Estimation
8
Index futures
8
Index-Futures
8
Risiko
8
Risk
8
Schätzung
8
Credit risk
7
Kreditrisiko
7
Risikoprämie
7
Risk premium
7
Credit derivative
6
Kreditderivat
6
Risikomanagement
6
Risk management
6
Swap
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Share price
5
Aktienmarkt
4
Arbitrage
4
Commodity exchange
4
Financial crisis
4
Finanzkrise
4
Portfolio selection
4
Portfolio-Management
4
Price discovery
4
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Alemany, Nuria
1
Aragó, V.
1
Aragó, Vicent
1
Chan, Wai-Sum
1
Chang, Chien-Hung
1
Chang, Kuang-Liang
1
Charupat, Narat
1
Chen, Cathy Yi-Hsuan
1
Chen, Chun-nan
1
Chen, Jun-Home
1
Chuang, Hwei-lin
1
Corredor, Pilar
1
Fung, Hung-gay
1
Gonzalez-Perez, Maria T.
1
Han, Chuan-Hsiang
1
Hong, Hui
1
Hung, Wei-ming
1
Kao, Erin H.
1
Kao, Yu-Sheng
1
Ku, Yu-Cheng
1
Kuo, Chii-Shyan
1
Kuo, I.-doun
1
Lee, Chingnun
1
Li, Johnny Siu-Hang
1
Lian, Yu-Min
1
Liang, Yucong
1
Lin, Anchor Y.
1
Lin, Yueh-neng
1
Liu, Dehong
1
Lukose P. J., Jijo
1
Lung, Peter P.
1
Miwa, Kotaro
1
Ng, Andrew C.Y.
1
Ramachandran, Shankar
1
Salvador, Enrique
1
Sankar, Ganesh
1
Santamaría Aquilué, Rafael
1
Sung, Hao-Chang
1
Tsai, Jeng-yan
1
Ullah, Rizwan
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
The journal of futures markets
45
International journal of theoretical and applied finance
38
Energy economics
33
Journal of banking & finance
30
Applied mathematical finance
23
Finance research letters
20
International review of financial analysis
20
Review of derivatives research
20
Quantitative finance
19
Journal of econometrics
13
Research in international business and finance
13
The European journal of finance
13
Applied financial economics
12
European journal of operational research : EJOR
12
International journal of financial engineering
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics
11
Applied economics letters
10
Journal of economic dynamics & control
9
International journal of bonds and derivatives
8
Journal of empirical finance
8
Working paper
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Finance India : the quarterly journal of Indian Institute of Finance
7
Finance and stochastics
7
Journal of financial markets
7
Journal of risk and financial management : JRFM
7
Mathematical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Review of quantitative finance and accounting
7
Risks : open access journal
7
The journal of computational finance
7
Economic modelling
6
Journal of financial economics
6
Journal of international financial markets, institutions & money
6
Review of Pacific Basin financial markets and policies
6
The journal of derivatives : JOD
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Asia-Pacific journal of financial studies
5
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The asymmetric relationships between the Bitcoin futures' return, volatility, and trading volume
Kao, Yu-Sheng
;
Zhao, Kai
;
Chuang, Hwei-lin
;
Ku, Yu-Cheng
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 524-542
Persistent link: https://www.econbiz.de/10014446485
Saved in:
2
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
3
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
Saved in:
4
Lead-lag relationship between spot and futures stock indexes : intraday data and regime-switching models
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 269-280
Persistent link: https://www.econbiz.de/10012486492
Saved in:
5
Dynamics of variance risk premium : evidence from India
Sankar, Ganesh
;
Ramachandran, Shankar
;
Lukose P. J., Jijo
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 321-334
Persistent link: https://www.econbiz.de/10012486796
Saved in:
6
The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market
Chang, Kuang-Liang
;
Lee, Chingnun
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 374-388
Persistent link: https://www.econbiz.de/10012486979
Saved in:
7
Forward-looking information on growth and uncertainty implied by derivative securities : evidence from an emerging market
Yen, Yu-min
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 240-266
Persistent link: https://www.econbiz.de/10012205548
Saved in:
8
Trading hours extension and intraday price behavior
Miwa, Kotaro
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 572-585
Persistent link: https://www.econbiz.de/10012372861
Saved in:
9
On profitability of volatility trading on S&P 500 equity index options : the role of trading frictions
Hong, Hui
;
Sung, Hao-Chang
;
Yang, Jingjing
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 295-307
Persistent link: https://www.econbiz.de/10012033481
Saved in:
10
Using VIX futures to hedge forward implied volatility risk
Lin, Yueh-neng
;
Lin, Anchor Y.
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 88-106
Persistent link: https://www.econbiz.de/10011625539
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->