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~subject:"Effizienzmarkthypothese"
~subject:"Estimation"
~subject:"Index futures"
~type_genre:"Non-commercial literature"
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Effizienzmarkthypothese
Estimation
Index futures
Index-Futures
208
Theorie
79
Theory
79
Volatility
65
Volatilität
65
Option pricing theory
53
Optionspreistheorie
53
Börsenkurs
51
Share price
49
USA
49
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49
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46
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44
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44
Aktienindex
34
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34
Derivat
25
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25
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21
Kapitaleinkommen
21
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18
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17
Prognoseverfahren
17
Hedging
16
Efficient market hypothesis
15
Time series analysis
14
Zeitreihenanalyse
14
Anlageverhalten
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13
Option trading
13
Optionsgeschäft
13
Portfolio selection
12
Portfolio-Management
12
Risikoprämie
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Risk premium
12
Aktienmarkt
10
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1,371
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208
Working Paper
192
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191
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56
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50
Aufsatz im Buch
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Kempf, Alexander
7
Bamberg, Günter
6
Gannon, Gerard L.
5
Mittnik, Stefan
5
Todorov, Viktor
5
Ackert, Lucy F.
4
Guidolin, Massimo
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
Kofman, Paul
3
Kōnstantinidēs, Giōrgos
3
Lazarov, Zdravetz
3
Linders, Daniël
3
Platen, Eckhard
3
Portes, Richard
3
Puttonen, Vesa
3
Racine, Marie D.
3
Röder, Klaus
3
Sentana, Enrique
3
Andersen, Torben
2
Barone-Adesi, Giovanni
2
Bates, David S.
2
Beltran Lopez, Helena
2
Benavides, Guillermo
2
Bollerslev, Tim
2
Bongartz, Ulrich
2
Booth, G. Geoffrey
2
Boss, Michael
2
Byström, Hans N. E.
2
Cassese, Gianluca
2
Dapena, José P.
2
Dhaene, Jan
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
6
Federal Reserve Bank of St. Louis
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Svenska Handelshögskolan <Helsinki>
3
Bonn Graduate School of Economics
2
Deutsche Terminbörse <Frankfurt, Main>
2
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2
USA / Division of Economic Analysis
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Vereinigung für Finanzanalyse und Anlageberatung
1
Institut für Weltwirtschaft
1
Institute of Finance and Accounting <London>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Nationalekonomiska Institutionen <Lund>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
École des Hautes Études Commerciales <Lausanne>
1
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Working paper / National Bureau of Economic Research, Inc.
11
Discussion paper
9
Working paper
8
Arbeitspapiere zur mathematischen Wirtschaftsforschung
6
CREATES research paper
5
Meddelanden från Svenska Handelshögskolan
5
Working paper series / Department of Economics, School of Economics and Management, University of Lund
5
Discussion paper / Centre for Economic Policy Research
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
Working paper series / Federal Reserve Bank of Atlanta
4
Working papers
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
Bonn Econ Discussion Papers / BGSE
3
CFS working paper series
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
ERID working paper
3
Fisher College of Business working paper series
3
Working paper / Centre for Financial Research
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working papers / Duke University, Department of Economics
3
AFI
2
Discussion paper / Tinbergen Institute
2
IHS economics series : working paper
2
Proceedings of the University of Vaasa / Discussion papers
2
Reihe Ökonomie
2
Research notes in economics & statistics
2
School working papers / Accounting finance series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
2
School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
2
Serie documentos de trabajo
2
Swiss Finance Institute Research Paper
2
Working paper / Department of Commerce, College of Business, Massey University
2
Working paper series / School of Economics and Finance, Curtin University of Technology
2
Working papers / W / Helsinki School of Economics and Business Administration
2
Ausgewählte volkswirtschaftliche Diplomarbeiten
1
Bank of Finland research discussion papers
1
Beiträge zur Wertpapieranalyse
1
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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ECONIS (ZBW)
208
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1
The systemic risk approach based on implied and realized volatility
Sakowski, Paweł
;
Sieradzki, Rafał
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305898
Saved in:
2
Water-scarce economies and scarcity values : can water futures trading combat water scarcity?
Ghosh, Nilanjan
-
2022
Persistent link: https://www.econbiz.de/10013185249
Saved in:
3
Is implied volatility index (VIX) a forward-looking indicator of stock market movements in India?
Acharya, Amarendra
;
Seet, Subrat Kumar
;
Salvi, Prakash A.
-
2022
Persistent link: https://www.econbiz.de/10013402152
Saved in:
4
Decomposing the VIX index into greed and fear
Serur, Juan Andrés
;
Dapena, José P.
;
Siri, Julián R.
-
2021
Persistent link: https://www.econbiz.de/10012491391
Saved in:
5
Market instability, investor sentiment, and probability judgment error in index option prices
Charles-Cadogan, G.
-
2021
Persistent link: https://www.econbiz.de/10012817231
Saved in:
6
A supply-demand analysis of the index option market
Barras, Laurent
;
Malkhozov, Ayteck
;
Roussellet, Guillaume
-
2021
Persistent link: https://www.econbiz.de/10012587146
Saved in:
7
Pairs trading in the index options market
Brunetti, Marianna
;
De Luca, Roberta
-
2021
-
This version: March 2021
Persistent link: https://www.econbiz.de/10013256318
Saved in:
8
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
-
2021
Persistent link: https://www.econbiz.de/10013328240
Saved in:
9
Sell in May and Go Away in the Equity Index Futures Markets, 1993-2019
Dzhabarov, Constantine
;
Ziemba, William T.
-
2020
Persistent link: https://www.econbiz.de/10012213450
Saved in:
10
Sell in May and go away in the equity index futures markets, 1993-2019
Dzhabarov, Constantine
;
Ziemba, William T.
-
2020
Persistent link: https://www.econbiz.de/10012795996
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