//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of banking & finance"
~person:"Ederington, Louis H."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Theory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theorie
3
Theory
3
Option pricing theory
2
Optionspreistheorie
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Ankündigungseffekt
1
Anleihe
1
Announcement effect
1
Bond
1
Bond market
1
Bonds
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Conditional heteroskedasticity
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Erdgasmarkt
1
Ereignisstudie
1
Estimation
1
Event studies
1
Event study
1
Exchange rate
1
Financial econometrics
1
Financial market
1
Finanzmarkt
1
GARCH
1
Hedging
1
Heteroscedasticity
1
Heteroskedastizität
1
Implied volatility
1
Kapitaleinkommen
1
Natural gas market
1
Rational expectations
1
Rationale Erwartung
1
Rentenmarkt
1
Risikomanagement
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Ederington, Louis H.
Prokopczuk, Marcel
10
Saunders, Anthony
10
Fabozzi, Frank J.
9
Faff, Robert W.
9
Levy, Haim
9
Berger, Allen N.
8
Sarkar, Sudipto
8
Shackleton, Mark B.
8
Baptista, Alexandre M.
7
Branger, Nicole
7
Chen, Tsung-kang
7
Chung, Kee H.
7
Duan, Jin-Chuan
7
Liao, Hsien-hsing
7
Prisman, Eliezer Zeev
7
Alexander, Gordon J.
6
Hasan, Iftekhar
6
Leippold, Markus
6
Nawalkha, Sanjay K.
6
Sercu, Piet
6
Skiadopoulos, George
6
Taylor, Stephen
6
Uhrig-Homburg, Marliese
6
Zenios, Stauros Andrea
6
Alexander, Carol
5
Allen, Linda
5
Altman, Edward I.
5
An, Yunbi
5
Cornett, Marcia Millon
5
Crouhy, Michel
5
Das, Sanjiv R.
5
Gouriéroux, Christian
5
Harris, Richard D. F.
5
Hollstein, Fabian
5
Hwang, Soosung
5
Jarrow, Robert A.
5
Jiang, George J.
5
Koedijk, Kees
5
Kwok, Chuck C. Y.
5
more ...
less ...
Published in...
All
Journal of banking & finance
NBER working paper series
2
Advances in financial economics
1
Interest rate futures : concepts and issues
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
1
Journal of international money and finance
1
NBER Working Paper
1
Review of quantitative finance and accounting
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of finance : the journal of the American Finance Association
1
The journal of financial research
1
The journal of fixed income
1
The review of financial studies
1
Working paper / Centre for Financial Research
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bond market event study methods
Ederington, Louis H.
;
Guan, Wei
;
Yang, Zongfei
- In:
Journal of banking & finance
58
(
2015
),
pp. 281-293
Persistent link: https://www.econbiz.de/10011544008
Saved in:
2
The cross-sectional relation between conditional heteroskedasticity, the implied volatility smile, and the variance risk premium
Ederington, Louis H.
;
Guan, Wei
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3388-3400
Persistent link: https://www.econbiz.de/10010126417
Saved in:
3
Minimum variance hedging when spot price changes are partially predictable
Ederington, Louis H.
;
Salas, Jesus M.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 654-663
Persistent link: https://www.econbiz.de/10003702618
Saved in:
4
The information frown in option prices
Ederington, Louis H.
;
Guan, Wei
- In:
Journal of banking & finance
29
(
2005
)
6
,
pp. 1429-1457
Persistent link: https://www.econbiz.de/10002717930
Saved in:
5
Parameter uncertainty and the rational expectations model of the term structure
Ederington, Louis H.
- In:
Journal of banking & finance
19
(
1995
)
2
,
pp. 207-223
Persistent link: https://www.econbiz.de/10001180784
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->