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~person:"Floros, Christos"
~subject:"United States"
~subject:"Volatilität"
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Search: subject:"Derivat <Wertpapier>"
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United States
Volatilität
Derivat
8
Derivative
8
Volatility
6
ARCH model
4
ARCH-Modell
4
Hedging
4
Estimation
3
Option pricing theory
3
Optionspreistheorie
3
Schätzung
3
Futures
2
Open interest
2
S&P 500
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
2000-2001
1
Basis risk
1
Cointegration
1
Commodity derivative
1
Commodity exchange
1
Currency derivative
1
Dynamic hedging
1
FTSE-100
1
Future
1
GARCH
1
Greece
1
Griechenland
1
Großbritannien
1
Handelsvolumen der Börse
1
Hedge ratios
1
Index futures
1
Index-Futures
1
Intra-day data
1
Kointegration
1
Multivariate volatility modelling
1
Option pricing
1
Option trading
1
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Floros, Christos
Fabozzi, Frank J.
23
Kolb, Robert W.
14
Benth, Fred Espen
12
Gannon, Gerard L.
12
Moser, James T.
12
Whaley, Robert E.
12
Lien, Da-hsiang Donald
11
Edwards, Franklin R.
10
McAleer, Michael
10
Escobar, Marcos
9
Fouque, Jean-Pierre
9
Minton, Bernadette A.
9
Chance, Don M.
8
Kwok, Yue-Kuen
8
Locke, Peter R.
8
Shastri, Kuldeep
8
Shiller, Robert J.
8
Stulz, René M.
8
Bessembinder, Hendrik
7
Chang, Chia-Lin
7
Chiarella, Carl
7
Cui, Zhenyu
7
Kupiec, Paul H.
7
Park, Yang-Ho
7
Skiadopoulos, George
7
Yaron, Amir
7
Zhang, Jin E.
7
Zheng, Wendong
7
Alexander, Carol
6
Bodnar, Gordon M.
6
Dungey, Mardi H.
6
Farkas, Walter
6
Fung, Hung-gay
6
García, Philip
6
Goodman, Laurie Sharon
6
Hassan, M. Kabir
6
Hill, Joanne M.
6
Howison, Sam
6
Jarrow, Robert A.
6
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Annals of financial economics
1
International journal of computational economics and econometrics : IJCEE
1
International journal of managerial finance : IJMF
1
International review of financial analysis
1
Journal of risk
1
Operational research : an international journal
1
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ECONIS (ZBW)
6
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
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