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subject:"ARCH-Modell"
~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~subject:"Volatilität"
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Search: subject_exact:"Index-Futures"
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ARCH-Modell
Volatilität
Index futures
315
Index-Futures
315
USA
136
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135
Volatility
86
Börsenkurs
63
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Zhang, Hua
3
Bali, Turan G.
2
Byun, Suk Joon
2
Chou, Robin K.
2
Daigler, Robert T.
2
Doran, James S.
2
Duan, Jin-Chuan
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Ap Gwilym, Owain
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Finance India : the quarterly journal of Indian Institute of Finance
Journal of banking & finance
The journal of futures markets
International review of economics & finance : IREF
25
Applied financial economics
17
International review of financial analysis
17
Pacific-Basin finance journal
13
Finance research letters
12
Journal of empirical finance
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Applied economics
9
Applied economics letters
9
The journal of finance : the journal of the American Finance Association
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
The European journal of finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
The review of financial studies
7
Asia-Pacific journal of financial studies
6
Journal of international financial markets, institutions & money
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Research in international business and finance
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Review of Pacific Basin financial markets and policies
6
Review of quantitative finance and accounting
6
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
Review of derivatives research
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Theoretical economics letters
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Working paper / National Bureau of Economic Research, Inc.
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Decision
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International Journal of Energy Economics and Policy : IJEEP
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International Journal of Financial Studies : open access journal
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International journal of theoretical and applied finance
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Journal of econometrics
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Journal of emerging market finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial management and analysis : international review of finance
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Journal of financial markets
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Journal of multinational financial management
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Managerial finance
4
Meddelanden från Svenska Handelshögskolan
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ECONIS (ZBW)
94
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1
Quality issues of implied volatilities of index and stock options in the OptionMetrics IvyDB database
Wallmeier, Martin
- In:
The journal of futures markets
44
(
2024
)
5
,
pp. 854-875
Persistent link: https://www.econbiz.de/10014536695
Saved in:
2
Herd behaviors in index futures trading : driving factors and impact on market volatility
Wu, Ming-Hung
;
Hu, Wan-Ting
;
Weng, Pei-Shih
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10014339443
Saved in:
3
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:
4
Overnight volatility, realized volatility, and option pricing
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
The journal of futures markets
42
(
2022
)
7
,
pp. 1264-1283
Persistent link: https://www.econbiz.de/10013287956
Saved in:
5
The information content of the volatility index options trading volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Saved in:
6
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
7
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:
8
Index futures trading and spot volatility in China : a semiparametric approach with range-based proxies
Tan, Na
;
Peng, Yulei
;
Liu, Yanchu
;
Pan, Zhewen
- In:
The journal of futures markets
37
(
2017
)
10
,
pp. 1003-1030
Persistent link: https://www.econbiz.de/10011950932
Saved in:
9
High frequency trading in the Korean index futures market
Lee, Eun Jung
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 31-51
Persistent link: https://www.econbiz.de/10011346176
Saved in:
10
The role of the variance premium in Jump-GARCH option pricing models
Byun, Suk Joon
;
Jeon, Byoung Hyun
;
Min, Byungsun
;
Yoon, …
- In:
Journal of banking & finance
59
(
2015
),
pp. 38-56
Persistent link: https://www.econbiz.de/10011544288
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