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subject:"ARCH-Modell"
~accessRights:"restricted"
~language:"eng"
~subject:"Derivat"
~subject:"Index"
~subject:"Volatility"
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Search: subject_exact:"Index-Futures"
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ARCH-Modell
Derivat
Index
Volatility
Index futures
409
Index-Futures
409
Volatilität
176
Aktienindex
175
Stock index
175
Theorie
105
Theory
105
Börsenkurs
99
Share price
99
Index number
98
Option pricing theory
82
Optionspreistheorie
82
Index construction
76
Indexberechnung
76
Derivative
75
Option trading
72
Optionsgeschäft
72
Economic indicator
66
Preisindex
66
Price index
66
Wirtschaftsindikator
66
Indexation
65
Indexbindung
65
Estimation
64
Schätzung
64
ARCH model
60
Capital income
53
Kapitaleinkommen
53
China
48
Hedging
40
Forecasting model
39
Prognoseverfahren
39
Aktienmarkt
37
Anlageverhalten
37
Behavioural finance
37
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37
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Ryu, Doojin
6
Hou, Yang
4
Lau, Chi Keung
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Qiao, Gaoxiu
4
Yarovaya, Larisa
4
Zhang, Jin E.
4
Brzeszczyński, Janusz
3
Jian, Zhihong
3
Lee, Jaeram
3
Li, Steven
3
Yang, Heejin
3
Zhu, Zhican
3
Agrawal, Puja
2
Alemany, Nuria
2
Aragó, Vicent
2
Avellaneda, Marco
2
Banerjee, Ameet Kumar
2
Cortazar, Gonzalo
2
Dempsey, Michael
2
Fassas, Athanasios P.
2
Gao, Bin
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Irwin, Scott H.
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2
Maré, E.
2
Miao, Hong
2
Muzzioli, Silvia
2
Nandan, Tanuj
2
Omole, John
2
Orłowski, Piotr
2
Pradhan, H. K.
2
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International review of economics & finance : IREF
20
Finance research letters
9
Pacific-Basin finance journal
9
International review of financial analysis
8
The journal of futures markets
8
Applied economics
7
Emerging markets, finance and trade : EMFT
6
The North American journal of economics and finance : a journal of financial economics studies
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Research in international business and finance
5
Applied economics letters
4
Journal of empirical finance
4
Quantitative finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Theoretical economics letters
4
Asia-Pacific journal of financial studies
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of theoretical and applied finance
3
Journal of banking & finance
3
Journal of commodity markets
3
Journal of international financial markets, institutions & money
3
Review of quantitative finance and accounting
3
The journal of asset management
3
The journal of investment strategies
3
Applied economic perspectives and policy
2
China finance review international
2
Economic modelling
2
Economics letters
2
Emerging markets review
2
Energy economics
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
Handbook of field experiments
2
Handbook of the economics of international migration : volume 1
2
International journal of economics and finance
2
Investment management and financial innovations
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of emerging market finance
2
Journal of financial markets
2
Journal of international trade & commerce
2
Journal of risk
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ECONIS (ZBW)
295
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295
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1
Herd behaviors in index futures trading : driving factors and impact on market volatility
Wu, Ming-Hung
;
Hu, Wan-Ting
;
Weng, Pei-Shih
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10014339443
Saved in:
2
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:
3
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
4
Energy prices and their impact on US stock indices : a wavelet- based quantile-on-quantile regression approach
Ahmad Monir Abdullah
;
Aini Aman
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 216-234
Persistent link: https://www.econbiz.de/10014533190
Saved in:
5
Sharpe-optimal volatility futures carry
Uhl, Björn
- In:
The journal of asset management : a major new, …
25
(
2024
)
3
,
pp. 288-302
Persistent link: https://www.econbiz.de/10014583405
Saved in:
6
Do loosened trading rules restore the stock index futures price discovery ability in China?
Zhang, Xiaotao
;
Zhao, Yuepeng
;
Wang, Ziqiao
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 389-397
Persistent link: https://www.econbiz.de/10014535566
Saved in:
7
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
8
Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing
;
Liu, Siyuan
;
Xu, Zailin
;
Yu, Mei
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
Saved in:
9
Determinants of put-call disparity : KOSPI 200 index options
Kim, Sam
;
Lockwood, Jimmy
;
Lockwood, Larry Joseph
; …
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
3
,
pp. 303-314
Persistent link: https://www.econbiz.de/10014330974
Saved in:
10
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
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