//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"ARCH-Modell"
~language:"eng"
~person:"Bae, Sung-chul"
~person:"Banerjee, Ameet Kumar"
~person:"Qiao, Gaoxiu"
~subject:"Derivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Index-Futures"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Derivat
Index futures
8
Index-Futures
8
Volatility
6
Volatilität
6
Aktienindex
4
Derivative
4
Stock index
4
ARCH model
3
Börsenkurs
3
China
3
Share price
3
Estimation
2
Schätzung
2
Securities trading
2
South Korea
2
Südkorea
2
Wertpapierhandel
2
Aktienmarkt
1
Ankündigungseffekt
1
Anlageverhalten
1
Announcement effect
1
Behavioural finance
1
CSI 300 index and futures
1
CSI 300 stock index futures
1
Capital income
1
Cointegration
1
Coronavirus
1
Covid-19 epidemic
1
Dynamics lead-lag relationship
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Epidemic
1
Epidemie
1
Feedback trading
1
Forecasting model
1
Futures markets
1
Handelsvolumen der Börse
1
Impact assessment
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
Author
All
Bae, Sung-chul
Banerjee, Ameet Kumar
Qiao, Gaoxiu
Gannon, Gerard L.
8
Hou, Yang
7
Li, Steven
6
Au-Yeung, Siu Pang
5
Mittnik, Stefan
5
Ryu, Doojin
5
Bologna, Pierluigi
4
Lien, Da-hsiang Donald
4
McMillan, David G.
4
Puttonen, Vesa
4
Choudhry, Taufiq
3
Chung, Huimin
3
Claessen, Holger
3
Fantazzini, Dean
3
Kokholm, Thomas
3
Lau, Chi Keung
3
Lee, Jaeram
3
Loc Dong Truong
3
Maberly, Edwin D.
3
Martikainen, Teppo
3
Nguyen Thi Kim Anh
3
Rindell, Krister
3
Rossi, Eduardo
3
Shaikh, Imlak
3
Singh, Vipul Kumar
3
Speight, Alan E. H.
3
Wang, Janchung
3
Yarovaya, Larisa
3
Zhang, Wei
3
Albulescu, Claudiu Tiberiu
2
Alsayed, Hamad
2
Antoniou, Antonios
2
Aragó, Vicent
2
Bhatt, Rajesh
2
Bohl, Martin T.
2
Bongartz, Ulrich
2
Booth, G. Geoffrey
2
more ...
less ...
Published in...
All
Applied economics
2
The journal of futures markets
2
Journal of quantitative economics
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic
Liu, Wenwen
;
Gui, Yiming
;
Qiao, Gaoxiu
- In:
Research in international business and finance
61
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246856
Saved in:
2
Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
;
Tripathy, Trilochan
- In:
Applied economics
52
(
2020
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
Saved in:
3
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
4
Order flows, investor sentiments and feedback trade in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
- In:
Journal of quantitative economics
18
(
2020
)
4
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012418879
Saved in:
5
Improving volatility forecasting based on Chinese volatility index information : evidence from CSI 300 index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Li, Weiping
;
Liu, Wenwen
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 133-151
Persistent link: https://www.econbiz.de/10012269160
Saved in:
6
Derivatives trading, volatility spillover, and regulation : evidence from the Korean securities markets
Bae, Sung-chul
;
Kwon, Taek Ho
;
Park, Jong Won
- In:
The journal of futures markets
29
(
2009
)
6
,
pp. 563-597
Persistent link: https://www.econbiz.de/10003842870
Saved in:
7
Futures trading, spot market volatility, and market efficiency : the case of the Korean index futures markets
Bae, Sung-chul
;
Know, Taek Ho
;
Park, Jong Won
- In:
The journal of futures markets
24
(
2004
)
12
,
pp. 1195-1228
Persistent link: https://www.econbiz.de/10002428805
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->