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subject:"Risk management"
~person:"Floros, Christos"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Risk management
Volatility
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Derivat
8
Derivative
8
ARCH model
7
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7
Futures
6
Börsenkurs
4
Estimation
4
Hedging
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Schätzung
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Share price
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Spillover effect
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Spillover-Effekt
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Commodity derivative
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Option pricing theory
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Floros, Christos
Benth, Fred Espen
11
Broll, Udo
11
Escobar, Marcos
8
Zhang, Jin E.
7
Kwok, Yue-Kuen
6
Lien, Da-hsiang Donald
6
McAleer, Michael
6
Alexander, Carol
5
Azhar Mohamad
5
Bartram, Söhnke M.
5
Fouque, Jean-Pierre
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5
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5
Pradhan, Kailash Chandra
5
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5
Tse, Yiuman
5
Visvikis, Ilias D.
5
Welzel, Peter
5
Xu, Wei
5
Brigo, Damiano
4
Chang, Chia-Lin
4
Chatrath, Arjun
4
Cui, Zhenyu
4
Daigler, Robert T.
4
Fassas, Athanasios P.
4
Fonseca, José da
4
Gauthier, Geneviève
4
Gillas, Konstantinos Gkillas
4
Kavussanos, Manolis G.
4
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4
Kim, Sol
4
Liu, Xiaoquan
4
Mußhoff, Oliver
4
Odening, Martin
4
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4
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4
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International review of financial analysis
2
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1
Economic modelling
1
International journal of computational economics and econometrics : IJCEE
1
International journal of managerial finance : IJMF
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
Operational research : an international journal
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The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
10
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1
Volatility spillovers across the spot and futures oil markets after news announcements
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014445527
Saved in:
2
Futures hedging with stochastic volatility : a new method
Alghalith, Moawia
;
Floros, Christos
- In:
International journal of computational economics and …
10
(
2020
)
2
,
pp. 203-207
Persistent link: https://www.econbiz.de/10012226719
Saved in:
3
On the stationarity of futures hedge ratios
Degiannakis, Stavros
;
Floros, Christos
;
Salvador, Enrique
; …
- In:
Operational research : an international journal
22
(
2022
)
3
,
pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633
Saved in:
4
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Apostolakis, George N.
;
Floros, Christos
;
Gillas, …
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012803182
Saved in:
5
Realized volatility spillovers between US spot and futures during ECB news : evidence from the European sovereign debt crisis
Gillas, Konstantinos Gkillas
;
Konstantatos, Christoforos
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803941
Saved in:
6
Option pricing using high-frequency futures prices
Degiannakis, Stavros
;
Floros, Christos
;
Poufinas, Thomas
; …
- In:
Journal of risk
23
(
2021
)
4
,
pp. 81-101
Persistent link: https://www.econbiz.de/10012593448
Saved in:
7
Simplified option pricing techniques
Alghalith, Moawia
;
Floros, Christos
;
Poufinas, Thomas
- In:
Annals of financial economics
14
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012015473
Saved in:
8
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
9
Volatility, trading volume and open interest in futures markets
Floros, Christos
;
Salvador, Enrique
- In:
International journal of managerial finance : IJMF
12
(
2016
)
4
,
pp. 629-653
Persistent link: https://www.econbiz.de/10011627130
Saved in:
10
Calendar anomalies in cash and stock index futures : international evidence
Floros, Christos
;
Salvador, Enrique
- In:
Economic modelling
37
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10010417707
Saved in:
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