//--> //--> //--> //-->
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
subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~isPartOf:"Economía teoría y práctica"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
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_exact:"Index-Futures"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Index futures
328
Index-Futures
328
USA
137
United States
136
Volatility
95
Volatilität
95
Börsenkurs
64
Share price
64
Theorie
55
Theory
55
Aktienindex
52
Stock index
52
Estimation
41
Schätzung
41
Hedging
39
Derivat
38
Derivative
38
Option pricing theory
37
Optionspreistheorie
37
Großbritannien
36
United Kingdom
36
Arbitrage
27
Efficient market hypothesis
21
Effizienzmarkthypothese
21
Anlageverhalten
20
Behavioural finance
20
Capital income
20
Hong Kong
20
Hongkong
20
Kapitaleinkommen
20
ARCH model
18
Option trading
18
Optionsgeschäft
18
Portfolio selection
17
Portfolio-Management
17
CAPM
16
Japan
16
Taiwan
16
Handelsvolumen der Börse
15
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Bali, Turan G.
1
Banerjee, Ameet Kumar
1
Bhar, Ramaprasad
1
Bohl, Martin T.
1
Bonga-Bonga, Lumengo
1
Darrat, Ali F.
1
Davidson, Wallace Norman
1
Demirtas, K. Ozgur
1
Duan, Jin-Chuan
1
Escobar, Luis Jacob
1
Giot, Pierre
1
Harris, Richard D. F.
1
Kanagaraj, A.
1
Kim, Jin Kyoung
1
Kuck, Konstantin
1
Lafuente, Juan Angel
1
Laurent, Sébastien
1
Lee, Hsiang-tai
1
López Herrera, Francisco
1
Novales, Alfonso
1
Otero, Rafael
1
Pradhan, H. K.
1
Qiao, Gaoxiu
1
Salm, Christian
1
Santillán Salgado, Roberto Joaquín
1
Schweikert, Karsten
1
Shackleton, Mark B.
1
Sim, Ah-boon
1
So, Raymond W.
1
Stoja, Evarist
1
Szakmary, Andrew
1
Taylor, Stephen
1
Teng, Yuxin
1
Tripathy, Trilochan
1
Tse, Yiuman
1
Tucker, Jon
1
Umoetok, Ekerete
1
Wang, Lu
1
Wilfling, Bernd
1
Xu, Yanyan
1
more ...
less ...
Published in...
All
Applied economics
Economía teoría y práctica
Journal of banking & finance
The journal of futures markets
International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
Applied financial economics
5
Finance research letters
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
Asia-Pacific journal of financial studies
3
CFS working paper series
3
International Journal of Energy Economics and Policy : IJEEP
3
Pacific-Basin finance journal
3
Decision
2
Econometric reviews
2
International Journal of Financial Studies : open access journal
2
Journal of empirical finance
2
Journal of multinational financial management
2
Managerial finance
2
Research bulletin / The Institute of Cost Accountants of India
2
Research in international business and finance
2
Review of Pacific Basin financial markets and policies
2
The European journal of finance
2
Theoretical economics letters
2
Acta Universitatis Danubius / Oeconomica
1
Asia Pacific financial markets
1
Australian journal of management
1
Bulletin of applied economics
1
China finance review international
1
Contemporary issues in business economics and finance
1
Discussion paper series / University of Essex, Department of Economics
1
Economic modelling
1
Emerging markets review
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Optimal hedge ratios for the Mexican stock market index futures contract : a multivariate GARCH approach
Santillán Salgado, Roberto Joaquín
;
Escobar, Luis Jacob
; …
- In:
Economía teoría y práctica
28
(
2020
)
53
,
pp. 201-238
Persistent link: https://www.econbiz.de/10012617905
Saved in:
3
Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
;
Tripathy, Trilochan
- In:
Applied economics
52
(
2020
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
Saved in:
4
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
5
The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010 : evidence from South Africa
Bonga-Bonga, Lumengo
;
Umoetok, Ekerete
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3999-4018
Persistent link: https://www.econbiz.de/10011639941
Saved in:
6
Do individual index futures investors destabilize the underlying spot market?
Bohl, Martin T.
;
Salm, Christian
;
Wilfling, Bernd
- In:
The journal of futures markets
31
(
2011
)
1
,
pp. 81-101
Persistent link: https://www.econbiz.de/10008908410
Saved in:
7
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
8
Testing mean reversion in financial market volatility : evidence from S&P 500 index futures
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003746336
Saved in:
9
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility
Giot, Pierre
;
Laurent, Sébastien
- In:
The journal of futures markets
27
(
2007
)
4
,
pp. 337-359
Persistent link: https://www.econbiz.de/10003493068
Saved in:
10
Optimal hedging with a regime-switching time-varying correlation GARCH model
Lee, Hsiang-tai
;
Yoder, Jonathan
- In:
The journal of futures markets
27
(
2007
)
5
,
pp. 495-516
Persistent link: https://www.econbiz.de/10003493100
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->