Works matching DE "STOCK market index options"
Results: 66
Financial Stability and the Role of the Financial Policy Committee.
- Published in:
- Manchester School (1463-6786), 2014, v. 82, p. 35, doi. 10.1111/manc.12070
- By:
- Publication type:
- Article
Sparse index tracking using sequential Monte Carlo.
- Published in:
- Quantitative Finance, 2022, v. 22, n. 9, p. 1579, doi. 10.1080/14697688.2022.2057353
- By:
- Publication type:
- Article
Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails.
- Published in:
- Quantitative Finance, 2014, v. 14, n. 10, p. 1857, doi. 10.1080/14697688.2012.742202
- By:
- Publication type:
- Article
Dynamic option hedging via stochastic model predictive control based on scenario simulation.
- Published in:
- Quantitative Finance, 2014, v. 14, n. 10, p. 1739, doi. 10.1080/14697688.2011.649780
- By:
- Publication type:
- Article
FORECASTING THE CRITICAL POINTS OF STOCK MARKETS' INDICES USING LOG-PERIODIC POWER LAW.
- Published in:
- Econometrics / Ekonometria, 2013, n. 38, p. 100
- By:
- Publication type:
- Article
KSE Meezan Index (KMI-30) - Stellar Performance.
- Published in:
- Journal of Islamic Banking & Finance, 2013, v. 30, n. 4, p. 30
- Publication type:
- Article
Using Words from Daily News Headlines to Predict the Movement of Stock Market Indices.
- Published in:
- Managing Global Transitions: International Research Journal, 2017, v. 15, n. 2, p. 109, doi. 10.26493/1854-6935.15.109-121
- By:
- Publication type:
- Article
Métodos para predecir índices bursátiles.
- Published in:
- Ecos de Economía, 2013, v. 17, n. 37, p. 51, doi. 10.17230/ecos.2013.37.3
- By:
- Publication type:
- Article
Empirical Asset Pricing with Nonlinear Risk Premia.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 3, p. 479
- By:
- Publication type:
- Article
Vertical Financial Markets Integration and Efficiency in India with Special Reference to Economic Crisis.
- Published in:
- Prajnān, 2014, v. 43, n. 3, p. 1
- By:
- Publication type:
- Article
EFFICIENCY OF CROBEX AND CROBEX10 STOCK MARKET INDICES.
- Published in:
- UTMS Journal of Economics, 2017, v. 8, n. 3, p. 271
- By:
- Publication type:
- Article
FORECASTING CROATIAN STOCK MARKET INDEX: CROBEX.
- Published in:
- UTMS Journal of Economics, 2013, v. 4, n. 2, p. 79
- By:
- Publication type:
- Article
Pattern formation in time series systems due to viscoelastic behavior: Case studies in uniform distribution, normal distribution, stock market index, and music.
- Published in:
- International Journal of Modern Physics C: Computational Physics & Physical Computation, 2018, v. 29, n. 9, p. N.PAG, doi. 10.1142/S0129183118500857
- By:
- Publication type:
- Article
Time-Varying Crash Risk Embedded in Index Options: The Role of Stock Market Liquidity.
- Published in:
- Review of Finance, 2021, v. 25, n. 4, p. 1261, doi. 10.1093/rof/rfaa040
- By:
- Publication type:
- Article
CORPORATE SOCIAL RESPONSIBILITY AND FINANCIAL PERFORMANCE: THE SPANISH CASE.
- Published in:
- RAE: Revista de Administração de Empresas, 2016, v. 56, n. 1, p. 20, doi. 10.1590/S0034-759020160103
- By:
- Publication type:
- Article
¿Se puede comprar la inclusión en el S&P 500?
- Published in:
- Debates IESA, 2021, v. 26, n. 4, p. 19
- By:
- Publication type:
- Article
Is it possible to forecast KOSPI direction using deep learning methods?
- Published in:
- Communications for Statistical Applications & Methods, 2021, v. 28, n. 4, p. 329, doi. 10.29220/CSAM.2021.28.4.329
- By:
- Publication type:
- Article
Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR.
- Published in:
- Eurasian Economic Review, 2014, v. 4, n. 2, p. 113, doi. 10.1007/s40822-015-0013-x
- By:
- Publication type:
- Article
Twitter carbon information and cost of equity: the moderating role of environmental performance.
- Published in:
- Eurasian Business Review, 2023, v. 13, n. 3, p. 693, doi. 10.1007/s40821-022-00225-0
- By:
- Publication type:
- Article
The impacts of investor sentiment on returns and conditional volatility of international stock markets.
- Published in:
- Quality & Quantity, 2014, v. 48, n. 3, p. 1165, doi. 10.1007/s11135-013-9827-3
- By:
- Publication type:
- Article
The limits of institutional isomorphism in the design of e-recruitment websites: a comparative analysis of the USA and Spain.
- Published in:
- International Journal of Human Resource Management, 2016, v. 27, n. 1, p. 23, doi. 10.1080/09585192.2015.1004186
- By:
- Publication type:
- Article
Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach.
- Published in:
- Lecturas de Economia, 2016, n. 85, p. 155, doi. 10.17533/udea.le.n85a05
- By:
- Publication type:
- Article
Fractal Dimensional Analysis in Financial Time Series.
- Published in:
- International Journal of Financial Management, 2015, v. 5, n. 3, p. 46, doi. 10.21863/ijfm/2015.5.3.016
- By:
- Publication type:
- Article
THE CO-MOVEMENT CONNECTION BETWEEN THE GDP AND THE MAIN STOCK MARKET INDEX. THE CASES OF USA AND ROMANIA.
- Published in:
- Annals of 'Constantin Brancusi' University of Targu-Jiu. Economy Series / Analele Universităţii 'Constantin Brâncuşi' din Târgu-Jiu Seria Economie, 2015, n. 6, p. 186
- By:
- Publication type:
- Article
PROTECT PUT CERTIFICATES - A CASE OF BEARISH STRUCTURED PRODUCTS.
- Published in:
- American Journal of Business Research, 2014, v. 7, n. 1, p. 61
- By:
- Publication type:
- Article
AN ADAPTIVE NETWORK-BASED FUZZY INFERENCE SYSTEM FOR THE PREDICTION OF STOCK MARKET: BSE30 AND IBOVESPA.
- Published in:
- Journal of Combinatorics, Information & System Sciences, 2013, v. 38, n. 1-4, p. 183
- By:
- Publication type:
- Article
Estimating the portion of technical analysts in a market.
- Published in:
- Applied Economics, 2017, v. 49, n. 41, p. 4127, doi. 10.1080/00036846.2016.1276274
- By:
- Publication type:
- Article
A nonparametric kernel regression approach for pricing options on stock market index.
- Published in:
- Applied Economics, 2016, v. 48, n. 10, p. 902, doi. 10.1080/00036846.2015.1090549
- By:
- Publication type:
- Article
Manipulation in the VIX?
- Published in:
- Review of Financial Studies, 2018, v. 31, n. 4, p. 1377, doi. 10.1093/rfs/hhx085
- By:
- Publication type:
- Article
Investors' and Central Bank's Uncertainty Embedded in Index Options.
- Published in:
- Review of Financial Studies, 2014, v. 27, n. 6, p. 1661, doi. 10.1093/rfs/hhu024
- By:
- Publication type:
- Article
Index Option Returns: Still Puzzling.
- Published in:
- Review of Financial Studies, 2014, v. 27, n. 6, p. 1915, doi. 10.1093/rfs/hhu020
- By:
- Publication type:
- Article
Market Efficiency and Anomalies: Evidences from S&P CNX NIFTY.
- Published in:
- Vision (09722629), 2013, v. 17, n. 3, p. 233, doi. 10.1177/0972262913496728
- By:
- Publication type:
- Article
Financial time series forecasting using LPP and SVM optimized by PSO.
- Published in:
- Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2013, v. 17, n. 5, p. 805, doi. 10.1007/s00500-012-0953-y
- By:
- Publication type:
- Article
Examining the Equilibrium Relationship Between the Shanghai 50 Stock Index Futures and the Shanghai 50 ETF Options Markets.
- Published in:
- Emerging Markets Finance & Trade, 2018, v. 54, n. 11, p. 2557, doi. 10.1080/1540496X.2018.1483824
- By:
- Publication type:
- Article
The Effect of Credit Crunches and Equity Financing Restrictions on the Capital Structure Adjustments of Chinese Listed Real Estate Companies.
- Published in:
- Emerging Markets Finance & Trade, 2015, v. 51, p. S21, doi. 10.1080/1540496X.2015.1062306
- By:
- Publication type:
- Article
Regime-Dependent Relationships Between the Implied Volatility Index and Stock Market Index.
- Published in:
- Emerging Markets Finance & Trade, 2014, v. 50, n. 5, p. 5, doi. 10.2753/REE1540-496X500501
- By:
- Publication type:
- Article
Modeling Financial Time Series Based on a Market Microstructure Model with Leverage Effect.
- Published in:
- Discrete Dynamics in Nature & Society, 2016, p. 1, doi. 10.1155/2016/1580941
- By:
- Publication type:
- Article
Una propuesta para hacer más eficiente el IPC de la BMV Un modelo con reversión a la media para la flotación relativa.
- Published in:
- Economia Mexicana, 2013, p. 465
- By:
- Publication type:
- Article
An Analysis of Risk-Adjusted Return on Tax-Saving Mutual Fund Schemes in India.
- Published in:
- IUP Journal of Financial Risk Management, 2012, v. 9, n. 3, p. 54
- By:
- Publication type:
- Article
Scale-free tails in colombian financial indexes: a primer.
- Published in:
- ODEON - Observatorio de Economía y Operaciones Numéricas, 2015, n. 9, p. 233, doi. 10.18601/17941113.n9.06
- By:
- Publication type:
- Article
Option-Writing Strategies in a Low-Volatility Framework.
- Published in:
- Journal of Investing, 2015, v. 24, n. 3, p. 116, doi. 10.3905/joi.2015.24.3.116
- By:
- Publication type:
- Article
Exchange Rate Fluctuations and Stock Market Performance in Nairobi Securities Exchange, Kenya.
- Published in:
- Journal of Emerging Issues in Economics, Finance & Banking, 2018, v. 7, n. 1, p. 2434
- By:
- Publication type:
- Article
Asymmetric Wealth Effect between US Stock Markets and US Housing Market and European Stock Markets: Evidences from TAR and MTAR.
- Published in:
- Risks, 2023, v. 11, n. 7, p. 124, doi. 10.3390/risks11070124
- By:
- Publication type:
- Article
FAANG Stocks, Gold, and Islamic Equity: Implications for Portfolio Management during COVID-19.
- Published in:
- Risks, 2023, v. 11, n. 1, p. 19, doi. 10.3390/risks11010019
- By:
- Publication type:
- Article
Volatility-of-Volatility Risk.
- Published in:
- Journal of Financial & Quantitative Analysis, 2019, v. 54, n. 6, p. 2423, doi. 10.1017/S0022109018001436
- By:
- Publication type:
- Article
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options.
- Published in:
- Journal of Financial & Quantitative Analysis, 2013, v. 48, n. 3, p. 947, doi. 10.1017/S002210901300032X
- By:
- Publication type:
- Article
The Effect of Commodity Volatility Indexes and FED Fund Rates on the Stock Market Indices of Developing Countries.
- Published in:
- Journal of Accounting & Finance / Muhasebe ve Finansman Dergisi, 2019, n. 81, p. 293, doi. 10.25095/mufad.510682
- By:
- Publication type:
- Article
Measuring fund style, performance and activity: a new style-profiling approach.
- Published in:
- Accounting & Finance, 2015, v. 55, n. 1, p. 29, doi. 10.1111/acfi.12047
- By:
- Publication type:
- Article
Analyzing the Dynamic Equicorrelation Between Shanghai Composite (SSEC) and Austral African Stock Market Indices.
- Published in:
- Chinese Economy, 2019, v. 52, n. 1, p. 83, doi. 10.1080/10971475.2018.1523862
- By:
- Publication type:
- Article
GLOBAL RISK FACTORS AND SOUTH AFRICAN EQUITY INDICES.
- Published in:
- South African Journal of Economics, 2015, v. 83, n. 4, p. 598, doi. 10.1111/saje.12065
- By:
- Publication type:
- Article