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subject:"ARCH-Modell"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
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ARCH-Modell
Index futures
78
Index-Futures
78
Volatility
34
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34
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16
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16
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15
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15
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Wang, Tianyang
2
Darrat, Ali F.
1
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1
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1
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Emerging markets, finance and trade : EMFT
Journal of banking & finance
Pacific-Basin finance journal
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
Finance research letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International review of financial analysis
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Asia-Pacific journal of financial studies
3
CFS working paper series
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International Journal of Energy Economics and Policy : IJEEP
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Econometric reviews
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International Journal of Financial Studies : open access journal
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Journal of empirical finance
2
Journal of multinational financial management
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Research bulletin / The Institute of Cost Accountants of India
2
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2
Review of Pacific Basin financial markets and policies
2
The European journal of finance
2
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Acta Universitatis Danubius / Oeconomica
1
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Australian journal of management
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Discussion paper series / University of Essex, Department of Economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
Dynamic hedging using the realized minimum-variance hedge ratio approach : examination of the CSI 300 index futures
Qu, Hui
;
Wang, Tianyang
;
Zhang, Yi
;
Sun, Pengfei
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012170622
Saved in:
4
Role of index futures on China's stock markets : evidence from price discovery and volatility spillover
Miao, Hong
;
Ramchander, Sanjay
;
Wang, Tianyang
;
Yang, …
- In:
Pacific-Basin finance journal
44
(
2017
),
pp. 13-26
Persistent link: https://www.econbiz.de/10011800737
Saved in:
5
Hedging performance of Chinese stock index futures : an empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
Hou, Yang
;
Li, Steven
- In:
Pacific-Basin finance journal
24
(
2013
),
pp. 109-131
Persistent link: https://www.econbiz.de/10010346788
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
Saved in:
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