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subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Journal of banking & finance"
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ARCH-Modell
Index futures
68
Index-Futures
68
Volatility
31
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17
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17
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14
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Applied economics
Emerging markets, finance and trade : EMFT
Journal of banking & finance
International review of economics & finance : IREF
9
The journal of futures markets
8
The North American journal of economics and finance : a journal of financial economics studies
6
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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
A comparison between parametric and nonparametric volatility forecasting of stock index futures in China
Jiang, Rui
;
Wen, Conghua
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
9
,
pp. 2522-2537
Persistent link: https://www.econbiz.de/10013354977
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
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:
7
Price discovery and volatility spillovers in index futures markets : some evidence from Mexico
Zhong, Maosen
;
Darrat, Ali F.
;
Otero, Rafael
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 3037-3054
Persistent link: https://www.econbiz.de/10002410740
Saved in:
8
Optimal hedging under departures from the cost-of-carry valuation : evidence from the Spanish stock index futures market
Lafuente, Juan Angel
;
Novales, Alfonso
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1053-1078
Persistent link: https://www.econbiz.de/10001757808
Saved in:
9
The predictive power of implied volatility : evidence from 35 futures markets
Szakmary, Andrew
;
Örs, Evren
;
Kim, Jin Kyoung
; …
- In:
Journal of banking & finance
27
(
2003
)
11
,
pp. 2151-2175
Persistent link: https://www.econbiz.de/10001798814
Saved in:
10
Pricing Hang Seng Index options around the Asian financial crisis : a GARCH approach
Duan, Jin-Chuan
;
Zhang, Hua
- In:
Journal of banking & finance
25
(
2001
)
11
,
pp. 1989-2014
Persistent link: https://www.econbiz.de/10001617904
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