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subject:"ARCH-Modell"
~accessRights:"restricted"
~language:"eng"
~subject:"Derivat"
~subject:"Index"
~subject:"Preisindex"
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Search: subject_exact:"Index-Futures"
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ARCH-Modell
Derivat
Index
Preisindex
Index futures
414
Index-Futures
412
Volatility
175
Volatilität
175
Aktienindex
174
Stock index
174
Theorie
106
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106
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99
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99
Index number
97
Option pricing theory
83
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83
Derivative
76
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75
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75
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73
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73
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66
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66
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66
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65
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65
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64
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64
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60
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53
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53
China
48
Hedging
43
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39
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39
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38
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Hou, Yang
4
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Lee, Jaeram
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Li, Steven
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Qiao, Gaoxiu
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Ryu, Doojin
3
Yarovaya, Larisa
3
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2
Banerjee, Ameet Kumar
2
Brzeszczyński, Janusz
2
Dempsey, Michael
2
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2
Gao, Bin
2
Irwin, Scott H.
2
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2
Kang, Jangkoo
2
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2
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2
Li, Xiao
2
Lien, Da-hsiang Donald
2
Liu, Wenwen
2
Maré, E.
2
Muzzioli, Silvia
2
Pradhan, H. K.
2
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2
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International review of economics & finance : IREF
11
Finance research letters
7
Pacific-Basin finance journal
7
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
5
International review of financial analysis
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Research in international business and finance
4
Applied economics letters
3
Asia-Pacific journal of financial studies
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
International journal of theoretical and applied finance
3
Journal of commodity markets
3
The journal of asset management
3
The journal of investment strategies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economic perspectives and policy
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
Handbook of field experiments
2
Handbook of the economics of international migration : volume 1
2
International journal of economics and finance
2
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2
Journal of banking & finance
2
Journal of emerging market finance
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
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2
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2
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2
The journal of futures markets
2
Theoretical economics letters
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1
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1
Asian economic journal : journal of the East Asian Economic Association
1
Australian journal of management
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Bulletin of applied economics
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China finance review international
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ECONIS (ZBW)
215
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1
Why is water illiquid? : the NQH2O water index futures
Wang, Jingjing
;
Wang, Xiaoyang
- In:
Applied economic perspectives and policy
45
(
2023
)
1
,
pp. 602-621
Persistent link: https://www.econbiz.de/10014240148
Saved in:
2
Synthetic options, portfolio insurance, and contingent immunization
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050000
Saved in:
3
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
4
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
5
Pairs trading in the index options market
Brunetti, Marianna
;
De Luca, Roberta
- In:
Eurasian economic review : a journal in applied …
13
(
2023
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10014252894
Saved in:
6
Does VPIN provide predictive information for realized volatility forecasting : evidence from Chinese stock index futures market
Wen, Conghua
;
Jia, Fei
;
Hao, Jianli
- In:
China finance review international
13
(
2023
)
2
,
pp. 285-303
Persistent link: https://www.econbiz.de/10014312403
Saved in:
7
The order flow cost of index rolling in commodity futures markets
Irwin, Scott H.
;
Sanders, Dwight R.
;
Yan, Lei
- In:
Applied economic perspectives and policy
45
(
2023
)
2
,
pp. 1025-1050
Persistent link: https://www.econbiz.de/10014315487
Saved in:
8
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
9
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
10
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
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