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Index-Futures
Option trading
14
Optionsgeschäft
14
Option pricing theory
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Optionspreistheorie
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Volatility
7
Volatilität
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Derivat
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Index futures
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stochastic volatility
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volatility risk premium
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2005-2006
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Chakrabarti, Prasenjit
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Lee, Eun Jung
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Applied economics letters
The journal of futures markets
10
International review of economics & finance : IREF
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Journal of banking & finance
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International review of financial analysis
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The review of financial studies
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Theoretical economics letters
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Applied economics
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Asia-Pacific journal of financial studies
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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Review of derivatives research
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Wiley trading series
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CREATES research paper
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Economics letters
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Eurasian economic review : a journal in applied macroeconomics and finance
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Finanzmarkt und Portfolio-Management
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International journal of economics and finance
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of Indian business research
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Journal of emerging market finance
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Meddelanden från Svenska Handelshögskolan
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Co-movement of volatility risk premium : evidence from single stock options market in India
Chakrabarti, Prasenjit
- In:
Applied economics letters
28
(
2021
)
14
,
pp. 1181-1186
Persistent link: https://www.econbiz.de/10012589986
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2
Implied correlation indices and volatility forecasting
Fink, Holger Maria
;
Geppert, Sabrina
- In:
Applied economics letters
24
(
2017
)
7/9
,
pp. 584-588
Persistent link: https://www.econbiz.de/10011713025
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3
An analysis of split orders in an index options market
Chae, Joon
;
Lee, Eun Jung
- In:
Applied economics letters
18
(
2011
)
4/6
,
pp. 473-477
Persistent link: https://www.econbiz.de/10009232956
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