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Zum Glattstellen von Index-Futures : Empirie und stochastische Modelle unter besonderer Berücksichtigung des DAX-Futures
Dorfleitner, Gregor - 1999
Persistent link: https://www.econbiz.de/10001364401
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Haltedauern von DAX-Futures-Positionen und die Konzentration auf den Nearby-Kontrakt
Bamberg, Günter; Dorfleitner, Gregor - In: Finanzierungen, (pp. 5-74). 1998
Persistent link: https://www.econbiz.de/10001426671
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Trading strategies of a financially strong investor in futures and stocks : is profitable manipulation possible?
Bamberg, Günter - In: Econometrics in theory and practice : Festschrift for …, (pp. 175-187). 1998
Persistent link: https://www.econbiz.de/10001301446
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Spekulation mit dem DAX-Future per Limitorder : eine theoretische und empirische Analyse
Dorfleitner, Gregor - In: Kredit und Kapital 31 (1998) 4, pp. 592-612
Persistent link: https://www.econbiz.de/10001255164
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Ein Modell zur Analyse des Limitorder-Tradings in Index-Futures-Märkten
Bamberg, Günter; Dorfleitner, Gregor - In: OR-Spektrum : quantitative approaches in management 21 (1999) 1/2, pp. 239-257
Persistent link: https://www.econbiz.de/10001411565
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The pricing of temperature futures at the Chicago Mercantile Exchange
Dorfleitner, Gregor; Wimmer, Maximilian - In: Journal of banking & finance 34 (2010) 6, pp. 1360-1370
Persistent link: https://www.econbiz.de/10003978408
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The Pricing of Temperature Futures at the Chicago Mercantile Exchange
Dorfleitner, Gregor - 2011
This paper analyzes observed prices of U.S. temperature futures at the Chicago Mercantile Exchange (CME). Results show that an index modeling approach without detrending captures the prices exceptionally well. Moreover, weather forecasts significantly influence prices up to 11 days ahead. It is...
Persistent link: https://www.econbiz.de/10013134100
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The influence of taxes on the DAX futures market : some recent developments
Bamberg, Günter; Dorfleitner, Gregor - In: German financial markets and institutions: selected studies, (pp. 191-203). 2002
Persistent link: https://www.econbiz.de/10001705551
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Ein Modell zur Analyse des frühzeitigen Glattstellens von DAX-Futures per Limitorder
Bamberg, Günter - 1996
Persistent link: https://www.econbiz.de/10013453107