//--> //--> //-->
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
subject:"ARCH-Modell"
~person:"Andersen, Torben"
~subject:"ARCH model"
~subject:"Option trading"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
ARCH model
Option trading
Index futures
3
Index-Futures
3
Optionsgeschäft
3
Risikoprämie
2
Risk premium
2
Theorie
2
Theory
2
Aktienindex
1
Estimation
1
High-frequency data
1
Implied volatility
1
Jump activity
1
Kolmogorov-Smirnov test
1
Option pricing theory
1
Optionspreistheorie
1
Schätzung
1
Stable process
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Stock index
1
VIX index
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Book / Working Paper
2
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
3
Author
All
Andersen, Torben
Perrakis, Stylianos
9
Ryu, Doojin
8
Hou, Yang
7
Li, Steven
6
Shaikh, Imlak
6
Constantinides, George M.
5
Jackwerth, Jens Carsten
5
Mittnik, Stefan
5
Singh, Vipul Kumar
5
Bologna, Pierluigi
4
Czerwonko, Michal
4
Kōnstantinidēs, Giōrgos
4
Padhi, Puja
4
Zhang, Jin E.
4
Agrawal, Puja
3
Bernales, Alejandro
3
Brunetti, Marianna
3
Choudhry, Taufiq
3
Claessen, Holger
3
De Luca, Roberta
3
Fantazzini, Dean
3
Kurov, Alexander
3
Lau, Chi Keung
3
Lehnert, Thorsten
3
Lung, Peter P.
3
McMillan, David G.
3
Nandan, Tanuj
3
Orosi, Greg
3
Rossi, Eduardo
3
Speight, Alan E. H.
3
Todorov, Viktor
3
Wang, Janchung
3
Yang, Heejin
3
Yarovaya, Larisa
3
Antoniou, Antonios
2
Aragó, Vicent
2
Bamberg, Günter
2
Bhatt, Rajesh
2
Brzeszczyński, Janusz
2
more ...
less ...
Published in...
All
CREATES research paper
2
Journal of econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797609
Saved in:
2
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442402
Saved in:
3
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->