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subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~subject:"United States"
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Search: subject_exact:"Index-Futures"
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ARCH-Modell
United States
Index futures
327
Index-Futures
327
USA
137
Volatility
94
Volatilität
94
Börsenkurs
64
Share price
64
Theorie
55
Theory
55
Aktienindex
52
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52
Estimation
40
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40
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38
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37
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Option pricing theory
37
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27
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21
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Optionsgeschäft
18
ARCH model
17
CAPM
16
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Portfolio selection
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Portfolio-Management
16
Taiwan
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Article
149
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Daigler, Robert T.
4
Tse, Yiuman
4
Whaley, Robert E.
4
Cakici, Nusret
3
Koch, Timothy W.
3
Wang, George H. K.
3
Antoniou, Antonios
2
Chatrath, Arjun
2
Corrado, Charles Joseph
2
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2
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2
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2
Harpaz, Giora
2
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2
Junkus, Joan C.
2
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2
Krull, Steven Brian
2
Kurov, Alexander
2
Maberly, Edwin D.
2
Martens, Martin
2
Merrick, John J.
2
Miller, Thomas W.
2
Nayar, Nandkumar
2
Ostdiek, Barbara
2
Ramchander, Sanjay
2
Sarno, Lucio
2
Schwarz, Thomas V.
2
Skiadopoulos, George
2
Su, Tie
2
Tian, Yisong Sam
2
Zhang, Hua
2
Zhang, Jin E.
2
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1
Akdeniz, Levent
1
Altay-Salih, Aslihan
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Arshanapalli, Bala Gangadhar
1
Ates, Aysegul
1
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1
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Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
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Applied economics
Journal of banking & finance
The journal of futures markets
The review of financial studies
20
The journal of finance : the journal of the American Finance Association
19
Journal of financial and quantitative analysis : JFQA
13
Advances in futures and options research : a research annual
12
Applied financial economics
12
International review of economics & finance : IREF
12
Review of futures markets
12
International review of financial analysis
8
Working paper / National Bureau of Economic Research, Inc.
8
The journal of business : B
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Finance research letters
6
The North American journal of economics and finance : a journal of financial economics studies
6
The financial review : the official publication of the Eastern Finance Association
6
Applied economics letters
5
Journal of empirical finance
5
Journal of financial economics
5
Advances in investment analysis and portfolio management : a research annual
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International Journal of Energy Economics and Policy : IJEEP
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Pacific-Basin finance journal
4
Review of Pacific Basin financial markets and policies
4
Review of derivatives research
4
Review of quantitative finance and accounting
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper
4
Working paper series / Federal Reserve Bank of Atlanta
4
Asia-Pacific journal of financial studies
3
CFS working paper series
3
Discussion paper / Centre for Economic Policy Research
3
Global finance journal
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Journal of econometrics
3
Journal of economics & business
3
Managerial finance
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ECONIS (ZBW)
150
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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
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:
3
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:
4
Tail wags dog : intraday price discovery in VIX markets
Bollen, Nicolas P. B.
;
O'Neill, Michael J.
;
Whaley, …
- In:
The journal of futures markets
37
(
2017
)
5
,
pp. 431-451
Persistent link: https://www.econbiz.de/10011950704
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
Closing call auctions at the index futures market
Hagströmer, Björn
;
Nordén, Lars
- In:
The journal of futures markets
34
(
2014
)
4
,
pp. 299-319
Persistent link: https://www.econbiz.de/10010355429
Saved in:
7
S&P 500 index-futures price jumps and macroeconomic news
Miao, Hong
;
Ramchander, Sanjay
;
Zumwalt, J. Kenton
- In:
The journal of futures markets
34
(
2014
)
10
,
pp. 980-1001
Persistent link: https://www.econbiz.de/10010508683
Saved in:
8
The role of the temporary component in spot prices in the revision of expected future spot prices : evidence from index futures quotes
Kang, Hyung Cheol
;
Lee, Dong Wook
;
Lee, Eun Jung
;
Park, …
- In:
The journal of futures markets
32
(
2012
)
3
,
pp. 230-251
Persistent link: https://www.econbiz.de/10010218771
Saved in:
9
A simplified pricing model for volatility futures
Dupoyet, Brice
;
Daigler, Robert T.
;
Chen, Zhiyao
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 307-339
Persistent link: https://www.econbiz.de/10008908397
Saved in:
10
The performance of VIX option pricing models : empirical evidence beyond simulation
Wang, Zhiguang
;
Daigler, Robert T.
- In:
The journal of futures markets
31
(
2011
)
3
,
pp. 251-281
Persistent link: https://www.econbiz.de/10008908399
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