//--> //--> //-->
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
type_genre:"Glossary included"
~person:"Engle, Robert F."
~person:"Sentana, Enrique"
~type_genre:"Arbeitspapier"
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
Index futures
6
Index-Futures
6
Estimation
5
Schätzung
5
Volatility
5
Volatilität
5
USA
4
United States
4
Theorie
3
Theory
3
Cointegration
2
Financial econometrics
2
Finanzmarktökonometrie
2
Forecasting model
2
Index derivative
2
Indexderivat
2
Kointegration
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
1986-1991
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Financial market
1
Finanzmarkt
1
Handelsvolumen der Börse
1
Measurement
1
Messung
1
Option pricing theory
1
Optionspreistheorie
1
Trading volume
1
density expansions
1
exchange traded notes
1
multiplicative error model
1
volatility index futures
1
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Glossary included
Arbeitspapier
Working Paper
6
Graue Literatur
5
Non-commercial literature
5
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
6
Author
All
Engle, Robert F.
Sentana, Enrique
Kempf, Alexander
7
Bamberg, Günter
6
Mittnik, Stefan
6
Gannon, Gerard L.
5
Todorov, Viktor
5
Ackert, Lucy F.
4
Guidolin, Massimo
4
Kōnstantinidēs, Giōrgos
4
Nordén, Lars
4
Theissen, Erik
4
Tower, Edward
4
Au-Yeung, Siu Pang
3
Bühler, Wolfgang
3
Claessen, Holger
3
Delatte, Anne-Laure
3
Dorfleitner, Gregor
3
Fouquau, Julien
3
Härdle, Wolfgang
3
Jackwerth, Jens Carsten
3
Kofman, Paul
3
Lazarov, Zdravetz
3
Linders, Daniël
3
Perrakis, Stylianos
3
Platen, Eckhard
3
Portes, Richard
3
Puttonen, Vesa
3
Racine, Marie D.
3
Röder, Klaus
3
Andersen, Torben
2
Barone-Adesi, Giovanni
2
Bates, David S.
2
Beltran Lopez, Helena
2
Benavides, Guillermo
2
Bollerslev, Tim
2
Booth, G. Geoffrey
2
Boss, Michael
2
Byström, Hans N. E.
2
Cassese, Gianluca
2
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
3
CEMFI working paper
1
Discussion paper / Centre for Economic Policy Research
1
Documentos de trabajo / Banco de España
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011795961
Saved in:
2
Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408299
Saved in:
3
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
4
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
-
2003
Persistent link: https://www.econbiz.de/10001852358
Saved in:
5
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
Saved in:
6
A test of efficiency for the S & P 500 index option market using variance forecasts
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886080
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->