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~person:"Boyle, Phelim P."
~person:"Mittnik, Stefan"
~person:"Zhang, Jin E."
~subject:"Index futures"
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Index futures
Option pricing theory
58
Optionspreistheorie
58
Volatility
24
Volatilität
24
Option trading
19
Optionsgeschäft
19
Theorie
16
Theory
16
Stochastic process
11
Stochastischer Prozess
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Derivat
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10
ARCH model
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Index-Futures
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EU countries
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Statistical distribution
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Black-Scholes-Modell
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CAPM
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Efficient market hypothesis
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Germany
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Boyle, Phelim P.
Mittnik, Stefan
Zhang, Jin E.
Linders, Daniël
7
Perrakis, Stylianos
7
Constantinides, George M.
6
Jackwerth, Jens Carsten
6
Todorov, Viktor
6
Bollerslev, Tim
5
Chernov, Mikhail
5
Collin-Dufresne, Pierre
5
Engle, Robert F.
5
Kane, Alex
5
Noh, Jaesun
5
Rieken, Sascha
5
Bamberg, Günter
4
Bates, David S.
4
Broadie, Mark
4
Cont, Rama
4
Czerwonko, Michal
4
Daigler, Robert T.
4
Dhaene, Jan
4
Dorfleitner, Gregor
4
Goldstein, Robert S.
4
Guidolin, Massimo
4
Kim, Sol
4
Ryu, Doojin
4
Santa-Clara, Pedro
4
Singh, Vipul Kumar
4
Stentoft, Lars
4
Yan, Shu
4
Yang, Fan
4
Agrawal, Puja
3
Bakshi, Gurdip S.
3
Bernales, Alejandro
3
Buraschi, Andrea
3
Charles-Cadogan, G.
3
Fleming, Jeff
3
Huynh, Kim
3
Johannes, Michael
3
Lin, Yueh-neng
3
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3
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
Applied economics
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Research in finance
1
The journal of futures markets
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ECONIS (ZBW)
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1
The COVID-19 risk in the Chinese option market
Li, Jianhui
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
; …
- In:
International review of finance : the official journal …
22
(
2022
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10013275599
Saved in:
2
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
3
The lead-lag relation between spot and option markets and implied volatility in option prices
Boyle, Phelim P.
;
Byoun, Soku
;
Park, Hun Y.
- In:
Research in finance
19
(
2002
),
pp. 269-284
Persistent link: https://www.econbiz.de/10001717576
Saved in:
4
Lower-boundary violations and market efficiency : evidence from the German DAX-index options markets
Mittnik, Stefan
;
Rieken, Sascha
- In:
The journal of futures markets
20
(
2000
)
5
,
pp. 405-424
Persistent link: https://www.econbiz.de/10001500108
Saved in:
5
Put-call parity and the informational efficiency of the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
- In:
International review of financial analysis
9
(
2000
)
3
,
pp. 259-279
Persistent link: https://www.econbiz.de/10001543516
Saved in:
6
Lower-boundary violations and market efficiency : evidence from the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
-
1999
Persistent link: https://www.econbiz.de/10001410538
Saved in:
7
Put-call parity and the informational efficiency of the German DAX-index option market
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410598
Saved in:
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