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~subject:"Großbritannien"
~subject:"Option trading"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Großbritannien
Option trading
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Derivat
6,398
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5,028
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Wang, Xingchun
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11
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Kwok, Yue-Kuen
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Symposium Unternehmensfinanzierung und Gesetzliches Garantiekapital in Europa <1997, Frankfurt, Main>
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The journal of futures markets
81
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Journal of banking & finance
45
Energy economics
40
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Finance research letters
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International review of economics & finance : IREF
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International review of financial analysis
25
Quantitative finance
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Applied financial economics
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The European journal of finance
21
The North American journal of economics and finance : a journal of financial economics studies
21
International journal of financial engineering
19
Journal of international financial markets, institutions & money
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European journal of operational research : EJOR
17
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17
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15
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15
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Research in international business and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Global finance journal
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Journal of international money and finance
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
1,626
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1
Ausübungs-Preiseffekte schweizerischer Aktien- und Indexderivate an der Soffex
Keller, Stephan
- In:
Finanzmarkt und Portfolio-Management
8
(
1994
)
1
,
pp. 77-87
Persistent link: https://www.econbiz.de/10001217690
Saved in:
2
Der Schweizerische Options- und Financial-Futures-Markt (SOFFEX) : ein Update
Cordero, Ricardo
- In:
Finanzmarkt und Portfolio-Management
2
(
1988
)
1
,
pp. 67-72
Persistent link: https://www.econbiz.de/10001219180
Saved in:
3
Implied volatility term structure linkages between VDAX, VSMI and VSTOXX volatility indices
Äijö, Janne
- In:
Global finance journal
18
(
2008
)
3
,
pp. 290-302
Persistent link: https://www.econbiz.de/10003711871
Saved in:
4
A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
Shiyun, Wang
;
Lim, Kian-Guan
;
Chang, Carolyn
- In:
Journal of international financial markets, …
9
(
1999
)
3
,
pp. 247-265
Persistent link: https://www.econbiz.de/10001402185
Saved in:
5
VAR without correlations for portfolios of derivative securities
Barone-Adesi, Giovanni
;
Giannopoulos, Kostas
;
Vosper, Les
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 583-602
Persistent link: https://www.econbiz.de/10001410433
Saved in:
6
Political risk and market efficiency : tests based in British stock and options markets in the 1987 election
Gemmill, Gordon
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 211-231
Persistent link: https://www.econbiz.de/10001330016
Saved in:
7
The effect of derivative assets in information acquisition and price behavior in a rational expectations equilibrium
Cao, H. Henry
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 131-163
Persistent link: https://www.econbiz.de/10001353475
Saved in:
8
The temporal relationship between derivatives trading and spot market volatility in the UK : empirical analysis and Monte Carlo evidence
Kyriacou, Kyriacos
;
Sarno, Lucio
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 245-270
Persistent link: https://www.econbiz.de/10001377821
Saved in:
9
Futures markets and spot price volatility : a case study
Morgan, C. W.
- In:
Journal of agricultural economics
50
(
1999
)
2
,
pp. 247-257
Persistent link: https://www.econbiz.de/10001378604
Saved in:
10
Weight space analysis and forecast uncertainty
Ossen, Arnfried
;
Rüger, Stefan M.
- In:
Journal of forecasting
17
(
1998
)
5/6
,
pp. 471-480
Persistent link: https://www.econbiz.de/10001363240
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