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subject:"ARCH-Modell"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
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Search: subject_exact:"Index-Futures"
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ARCH-Modell
Index futures
64
Index-Futures
64
Volatility
29
Volatilität
29
Börsenkurs
14
Share price
14
USA
14
United States
14
Option pricing theory
12
Optionspreistheorie
12
ARCH model
11
Estimation
11
Schätzung
11
Aktienindex
9
Stock index
9
Theorie
9
Theory
9
Derivat
8
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8
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8
Option trading
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Arbitrage
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Bid-ask spread
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Forecasting model
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Geld-Brief-Spanne
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11
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Brzeszczyński, Janusz
1
Darrat, Ali F.
1
Davidson, Wallace Norman
1
Duan, Jin-Chuan
1
Kim, Jin Kyoung
1
Kuck, Konstantin
1
Lafuente, Juan Angel
1
Lau, Chi Keung
1
Li, Yi
1
Luo, Xingguo
1
Maré, E.
1
Novales, Alfonso
1
Otero, Rafael
1
Schweikert, Karsten
1
Shackleton, Mark B.
1
Shen, Dehua
1
Shenghong, Li
1
Szakmary, Andrew
1
Taylor, Stephen
1
Venter, Pierre J
1
Wang, Pengfei
1
Yarovaya, Larisa
1
Ye, Zinan
1
Yu, Peng
1
Zhang, Hua
1
Zhang, Wei
1
Zhipeng, Yan
1
Zhong, Maosen
1
Örs, Evren
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Emerging markets, finance and trade : EMFT
Finance research letters
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
Applied economics letters
5
Applied financial economics
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
Applied economics
3
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
School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
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
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Economic modelling
1
Economía teoría y práctica
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Emerging markets review
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
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Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
11
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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
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
3
Does intraday time-series momentum exist in Chinese stock index futures market?
Li, Yi
;
Shen, Dehua
;
Wang, Pengfei
;
Zhang, Wei
- In:
Finance research letters
35
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012438384
Saved in:
4
Hedge ratio on Markov regime-switching diagonal Bekk-Garch model
Zhipeng, Yan
;
Shenghong, Li
- In:
Finance research letters
24
(
2018
),
pp. 49-55
Persistent link: https://www.econbiz.de/10011982461
Saved in:
5
Volatility spillovers across stock index futures in Asian markets : evidence from range volatility estimators
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
Finance research letters
17
(
2016
),
pp. 158-166
Persistent link: https://www.econbiz.de/10011596275
Saved in:
6
Predicting volatility of the Shanghai silver futures market : what is the role of the U.S. options market?
Luo, Xingguo
;
Ye, Zinan
- In:
Finance research letters
15
(
2015
),
pp. 68-77
Persistent link: https://www.econbiz.de/10011552969
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
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:
9
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:
10
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:
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