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subject:"ARCH-Modell"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of futures markets"
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Search: subject_exact:"Index-Futures"
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ARCH-Modell
Index futures
337
Index-Futures
337
USA
137
United States
136
Volatility
97
Volatilität
97
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66
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66
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41
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ARCH model
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16
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Wang, Tianyang
2
Bali, Turan G.
1
Bhar, Ramaprasad
1
Bohl, Martin T.
1
Darrat, Ali F.
1
Davidson, Wallace Norman
1
Demirtas, K. Ozgur
1
Duan, Jin-Chuan
1
Giot, Pierre
1
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1
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1
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1
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Salm, Christian
1
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Journal of banking & finance
Pacific-Basin finance journal
The journal of futures markets
International review of economics & finance : IREF
9
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
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
Decision
2
Econometric reviews
2
International Journal of Financial Studies : open access journal
2
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2
Journal of multinational financial management
2
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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
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Acta Universitatis Danubius / Oeconomica
1
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Australian journal of management
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Bulletin of applied economics
1
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Contemporary issues in business economics and finance
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Discussion paper series / University of Essex, Department of Economics
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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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ECONIS (ZBW)
17
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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
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:
3
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:
4
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:
5
Do individual index futures investors destabilize the underlying spot market?
Bohl, Martin T.
;
Salm, Christian
;
Wilfling, Bernd
- In:
The journal of futures markets
31
(
2011
)
1
,
pp. 81-101
Persistent link: https://www.econbiz.de/10008908410
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
Testing mean reversion in financial market volatility : evidence from S&P 500 index futures
Bali, Turan G.
;
Demirtas, K. Ozgur
- In:
The journal of futures markets
28
(
2008
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003746336
Saved in:
8
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility
Giot, Pierre
;
Laurent, Sébastien
- In:
The journal of futures markets
27
(
2007
)
4
,
pp. 337-359
Persistent link: https://www.econbiz.de/10003493068
Saved in:
9
Optimal hedging with a regime-switching time-varying correlation GARCH model
Lee, Hsiang-tai
;
Yoder, Jonathan
- In:
The journal of futures markets
27
(
2007
)
5
,
pp. 495-516
Persistent link: https://www.econbiz.de/10003493100
Saved in:
10
A simplified approach to modeling the co-movement of asset returns
Harris, Richard D. F.
;
Stoja, Evarist
;
Tucker, Jon
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 575-598
Persistent link: https://www.econbiz.de/10003493113
Saved in:
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