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subject:"ARCH-Modell"
~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~isPartOf:"The review of financial studies"
~person:"Härdle, Wolfgang"
~person:"Maniyar, Dharmesh M."
~person:"Schneider, Paul"
~subject:"Volatilität"
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ARCH-Modell
Volatilität
Index futures
3
Index-Futures
3
India
2
Indien
2
1996-2012
1
2000-2006
1
ARCH model
1
Aktie
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Analysis of variance
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Arbitrage
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Börsenkurs
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Calendar effect
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Estimation
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Index-linked bond
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Indexanleihe
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Kalendereffekt
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Option trading
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Optionsgeschäft
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Härdle, Wolfgang
Maniyar, Dharmesh M.
Schneider, Paul
Bakshi, Gurdip S.
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Bhatt, Rajesh
1
Buraschi, Andrea
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Deuskar, Prachi
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Han, Bing
1
Heston, Steven L.
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Jackwerth, Jens Carsten
1
Jiang, George J.
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Johnson, Tim
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Kakati, Rinalini P.
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Kapadia, Nikunj
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Kozhan, Roman
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Finance India : the quarterly journal of Indian Institute of Finance
The review of financial studies
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
International review of economics & finance : IREF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of derivatives research
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WBS Finance Group Research Paper
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ECONIS (ZBW)
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The skew risk premium in the equity index market
Kozhan, Roman
;
Neuberger, Anthony
;
Schneider, Paul
- In:
The review of financial studies
26
(
2013
)
9
,
pp. 2174-2203
Persistent link: https://www.econbiz.de/10010207278
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2
Expiration hour effect of futures and options markets on stock market : a case study on NSE
Bhatt, Rajesh
;
Maniar, Hiren M.
;
Maniyar, Dharmesh M.
- In:
Finance India : the quarterly journal of Indian …
25
(
2011
)
3
,
pp. 863-882
Persistent link: https://www.econbiz.de/10009502638
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