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subject:"ARCH-Modell"
~person:"Gannon, Gerard L."
~person:"Lau, Chi Keung"
~person:"Qiao, Gaoxiu"
~person:"Santillán Salgado, Roberto Joaquín"
~source:"econis"
~subject:"Futures contracts"
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Search: subject_exact:"Index-Futures"
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ARCH-Modell
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Gannon, Gerard L.
Lau, Chi Keung
Qiao, Gaoxiu
Santillán Salgado, Roberto Joaquín
Hou, Yang
7
Li, Steven
6
Mittnik, Stefan
5
Bologna, Pierluigi
4
Choudhry, Taufiq
3
Claessen, Holger
3
McMillan, David G.
3
Speight, Alan E. H.
3
Wang, Janchung
3
Yarovaya, Larisa
3
Antoniou, Antonios
2
Aragó, Vicent
2
Bhatt, Rajesh
2
Brzeszczyński, Janusz
2
Caporin, Massimiliano
2
Cavallo, Laura
2
Corsi, Fulvio
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Fantazzini, Dean
2
Hasan, Mohammad S.
2
Jian, Zhihong
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Koutmos, Gregory
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Lee, Hsiang-Tai
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Loc Dong Truong
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López Herrera, Francisco
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Ma, Feng
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Maniar, Hiren M.
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Maniyar, Dharmesh M.
2
Maré, E.
2
Nguyen Thi Kim Anh
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Pigorsch, Christian
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Rossi, Eduardo
2
Salvador, Enrique
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Shaikh, Imlak
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ECONIS (ZBW)
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1
Optimal hedge ratios for the Mexican stock market index futures contract : a multivariate GARCH approach
Santillán Salgado, Roberto Joaquín
;
Escobar, Luis Jacob
; …
- In:
Economía teoría y práctica
28
(
2020
)
53
,
pp. 201-238
Persistent link: https://www.econbiz.de/10012617905
Saved in:
2
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:
3
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:
4
Information transmission across stock indices and stock index futures : international evidence using wavelet framework
Aloui, Chaker
;
Hkiri, Besma
;
Lau, Chi Keung
;
Yarovaya, …
- In:
Research in international business and finance
44
(
2018
),
pp. 411-421
Persistent link: https://www.econbiz.de/10011983072
Saved in:
5
Pricing a bivariate option with copulas
Bucio-Pacheco, Christian
;
López Herrera, Francisco
; …
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
Saved in:
6
Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
International review of financial analysis
43
(
2016
),
pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
Saved in:
7
Volatility spillovers across stock index futures in Asian markets : evidence from range volatility estimators
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
Finance research letters
17
(
2016
),
pp. 158-166
Persistent link: https://www.econbiz.de/10011596275
Saved in:
8
Regulatory change and micro structure effects in SPI futures
Gannon, Gerard L.
(
contributor
);
Chang, Chi-ying
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003794159
Saved in:
9
Regulatory change, structural breaks and transmission effects in HSIF and HSI volatility
Au-Yeung, Siu Pang
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035624
Saved in:
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