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isPartOf:"The journal of futures markets"
type:"article"
~isPartOf:"Global finance journal"
~subject:"ARCH model"
~subject:"Schätzung"
~subject:"Volatility"
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ARCH model
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Großbritannien
125
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44
Index futures
30
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30
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21
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Sarno, Lucio
3
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2
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The journal of futures markets
Global finance journal
Applied economics
125
Applied financial economics
68
Journal of international money and finance
41
Oxford bulletin of economics and statistics
41
The economic journal : the journal of the Royal Economic Society
41
The European journal of finance
35
Applied economics letters
33
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Economic modelling
30
Economics letters
30
Scottish journal of political economy : the journal of the Scottish Economic Society
29
Economica
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Oxford economic papers
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
38
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1
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
Saved in:
2
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
3
Stock market integration between the UK and the US : evidence over eight decades
Aladesanmi, Olalekan
;
Casalin, Fabrizio
;
Metcalf, Hugh
- In:
Global finance journal
41
(
2019
),
pp. 32-43
Persistent link: https://www.econbiz.de/10012257057
Saved in:
4
Return-implied volatility dynamics of high and low yielding currencies
Kaurijoki, Miikka
;
Nikkinen, Jussi
;
Äijö, Janne
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1026-1041
Persistent link: https://www.econbiz.de/10011546212
Saved in:
5
A no-arbitrage fractional cointegration model for futures and spot daily ranges
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
The journal of futures markets
33
(
2013
)
1
,
pp. 77-102
Persistent link: https://www.econbiz.de/10009699456
Saved in:
6
Oil volatility and the option value of waiting : an analysis of the G-7
Bredin, Donal
;
Elder, John
;
Fountas, Stilianos
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 679-702
Persistent link: https://www.econbiz.de/10009009212
Saved in:
7
A simplified approach to modeling the co-movement of asset returns
Harris, Richard D. F.
;
Stoja, Evarist
;
Tucker, Jon
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 575-598
Persistent link: https://www.econbiz.de/10003493113
Saved in:
8
Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi
;
Li, Jinliang
;
Zhang, Wei
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 553-585
Persistent link: https://www.econbiz.de/10002846393
Saved in:
9
Explaining volatility and serial correlation in opening and closing returns : a study of the FT-30 components
Chelley-Steeley, Patricia L.
- In:
Global finance journal
16
(
2005
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003081229
Saved in:
10
Contagion and impulse response of international stock markets around the 9-11 terrorist attacks
Mun, C. Kyung-Chun
- In:
Global finance journal
16
(
2005
)
1
,
pp. 48-68
Persistent link: https://www.econbiz.de/10003081331
Saved in:
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