//--> //--> //-->
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 empirical finance"
~isPartOf:"International journal of economics and finance"
~subject:"Arbitrage"
~subject:"Prognoseverfahren"
~subject:"World"
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_exact:"Index futures"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage
Prognoseverfahren
World
Index futures
24
Index-Futures
24
Volatility
12
Volatilität
12
Option pricing theory
8
Optionspreistheorie
8
Aktienindex
7
Stock index
7
Börsenkurs
6
Share price
6
Capital income
4
Estimation
4
Forecasting model
4
Kapitaleinkommen
4
Option trading
4
Optionsgeschäft
4
Risikoprämie
4
Risk premium
4
Schätzung
4
Theorie
4
Theory
4
Welt
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Derivat
3
Derivative
3
Stock market
3
USA
3
United States
3
VIX
3
stock index futures
3
China
2
Erwartungsbildung
2
Expectation formation
2
Financial crisis
2
Financial market
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Antoniou, Antonios
1
Chen, Lu-Jui
1
Choi, Won Cheol
1
Ding, Huiguan
1
Fleming, Jeff
1
Guan, Zhengfei
1
Guo, Xiaojing
1
Henker, Thomas
1
Hsieh, Wen-Liang G.
1
Koutmos, Gregory
1
Liu, Hung-Chun
1
Martens, Martin
1
Mixon, Scott
1
Myers, Robert J.
1
Park, Sang Beom
1
Pericli, Andreas Neophytou
1
Tu, Anthony H.
1
Wang, Jying-Nan
1
Wang, Zhiguang
1
Wu, Feng
1
Wu, Wei-Shao
1
Zeng, Shihong
1
more ...
less ...
Published in...
All
Journal of empirical finance
International journal of economics and finance
The journal of futures markets
39
Journal of forecasting
8
Applied financial economics
7
Journal of banking & finance
7
International review of economics & finance : IREF
6
Review of futures markets
6
International review of financial analysis
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
4
Applied economics letters
4
Discussion paper
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Finance research letters
4
Pacific-Basin finance journal
4
The journal of business : B
4
Arbeitspapiere zur mathematischen Wirtschaftsforschung
3
CFS working paper series
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finanzmarkt und Portfolio-Management
3
Journal of financial and quantitative analysis : JFQA
3
Journal of international financial markets, institutions & money
3
Meddelanden från Svenska Handelshögskolan
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The review of financial studies
3
Working papers
3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
EUI working paper / ECO
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
European financial management : the journal of the European Financial Management Association
2
IFGWP
2
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
2
International Journal of Energy Economics and Policy : IJEEP
2
International journal of forecasting
2
Journal of emerging market finance
2
Modern economy
2
NBER Working Paper
2
NBER working paper series
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On forecasting Taiwanese stock index option prices : the role of implied volatility index
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Chen, Lu-Jui
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 133-136
Persistent link: https://www.econbiz.de/10011762731
Saved in:
2
Market uncertainty, expected volatility and the mispricing of S&P 500 index futures
Tu, Anthony H.
;
Hsieh, Wen-Liang G.
;
Wu, Wei-Shao
- In:
Journal of empirical finance
35
(
2016
),
pp. 78-98
Persistent link: https://www.econbiz.de/10011662722
Saved in:
3
Risk-adjusted implied volatility and its performance in forecasting realized volatility in corn futures prices
Wu, Feng
;
Myers, Robert J.
;
Guan, Zhengfei
;
Wang, Zhiguang
- In:
Journal of empirical finance
34
(
2015
),
pp. 260-274
Persistent link: https://www.econbiz.de/10011557143
Saved in:
4
A study on the prediction of realized volatility of KOSPI 200 index option : pre & post the global financial crisis
Choi, Won Cheol
;
Park, Sang Beom
- In:
International journal of economics and finance
6
(
2014
)
12
,
pp. 15-26
Persistent link: https://www.econbiz.de/10010460917
Saved in:
5
Influence of stock index futures on stock market price : theoretical analysis and experiences of the Chinese and overseas markets
Ding, Huiguan
;
Zeng, Shihong
;
Guo, Xiaojing
- In:
International journal of economics and finance
3
(
2011
)
4
,
pp. 113-118
Persistent link: https://www.econbiz.de/10009311497
Saved in:
6
The implied volatility term structure of stock index options
Mixon, Scott
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 333-354
Persistent link: https://www.econbiz.de/10003609837
Saved in:
7
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:
8
Index futures arbitrage before and after the introduction of sixteenths on the NYSE
Henker, Thomas
;
Martens, Martin
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 353-373
Persistent link: https://www.econbiz.de/10002900505
Saved in:
9
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->