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subject:"ARCH-Modell"
~person:"Au-Yeung, Siu Pang"
~person:"Claessen, Holger"
~person:"Hou, Yang"
~person:"Maniyar, Dharmesh M."
~person:"Maré, E."
~subject:"Indien"
~subject:"Spillover effect"
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Search: subject_exact:"Index-Futures"
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ARCH-Modell
Indien
Spillover effect
Index futures
22
Index-Futures
22
Volatility
18
Volatilität
18
ARCH model
15
Börsenkurs
11
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11
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6
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Spillover-Effekt
6
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1994-2001
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Au-Yeung, Siu Pang
Claessen, Holger
Hou, Yang
Maniyar, Dharmesh M.
Maré, E.
Gannon, Gerard L.
9
Li, Steven
6
Padhi, Puja
6
Shaikh, Imlak
6
Mittnik, Stefan
5
Singh, Vipul Kumar
5
Bologna, Pierluigi
4
Lau, Chi Keung
4
Yadav, Surendra S.
4
Yarovaya, Larisa
4
Bhatt, Rajesh
3
Brzeszczyński, Janusz
3
Choudhry, Taufiq
3
Dixit, Alok
3
Fantazzini, Dean
3
Kamaiah, Bandi
3
Maniar, Hiren M.
3
McMillan, David G.
3
Pati, Pratap Chandra
3
Rossi, Eduardo
3
Sakthivel, P.
3
Speight, Alan E. H.
3
Tse, Yiuman
3
Wang, Janchung
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Zhang, Wei
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2
Antoniou, Antonios
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Ashraf, Shahid
2
Bohl, Martin T.
2
Caporin, Massimiliano
2
Cavallo, Laura
2
Corsi, Fulvio
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Dungore, Parizad Phiroze
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Hasan, Mohammad S.
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ECONIS (ZBW)
20
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1
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
2
GARCH option pricing and implied FX volatility indices
Venter, Pierre J.
;
Maré, E.
- In:
Journal for studies in economics and econometrics : SEE
45
(
2021
)
1
,
pp. 42-52
Persistent link: https://www.econbiz.de/10013173960
Saved in:
3
Do higher order moments of return distribution provide better decisions in minimum-variance hedging? : evidence from US stock index futures
Hou, Yang
;
Holmes, Mark J.
- In:
Australian journal of management
45
(
2020
)
2
,
pp. 240-265
Persistent link: https://www.econbiz.de/10012216958
Saved in:
4
Volatility and skewness spillover between stock index and stock index futures markets during a crash period : new evidence from China
Hou, Yang
;
Li, Steven
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 166-188
Persistent link: https://www.econbiz.de/10012390715
Saved in:
5
Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
Hou, Yang
;
Li, Steven
;
Wen, Fenghua
- In:
Energy economics
83
(
2019
),
pp. 119-143
Persistent link: https://www.econbiz.de/10012175247
Saved in:
6
Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang
;
Li, Steven
- In:
Economic modelling
52
(
2016
),
pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
Saved in:
7
Volatility behaviour of stock index futures in China : a bivariate GARCH approach
Hou, Yang
;
Li, Steven
- In:
Studies in economics and finance
32
(
2015
)
1
,
pp. 128-154
Persistent link: https://www.econbiz.de/10011380764
Saved in:
8
The impact of the CSI 300 stock index futures : positive feedback trading and autocorrelation of stock returns
Hou, Yang
;
Li, Steven
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 319-337
Persistent link: https://www.econbiz.de/10010532719
Saved in:
9
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:
10
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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