//--> //--> //--> //-->
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"
~person:"Hou, Yang"
~person:"Maniyar, Dharmesh M."
~person:"Maré, E."
~subject:"Arbitrage"
~subject:"Spillover effect"
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
Arbitrage
Spillover effect
Index futures
13
Index-Futures
13
ARCH model
11
Volatility
9
Volatilität
9
Börsenkurs
7
Share price
7
China
6
Aktienmarkt
5
Estimation
5
Schätzung
5
Stock market
5
India
3
Indien
3
Option trading
3
Optionsgeschäft
3
Aktienindex
2
Capital income
2
Chinese stock index futures
2
GARCH
2
Hedging
2
Information transmission
2
Kapitaleinkommen
2
Option pricing theory
2
Optionspreistheorie
2
Spillover-Effekt
2
Stock index
2
2000-2006
1
2003-2006
1
AR-GJR-GARCH-M model
1
Aktienoption
1
Anlageverhalten
1
Asymmetric DCC GARCH
1
Autocorrelation
1
Autokorrelation
1
Behavioural finance
1
Bivariate GARCH
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Case study
1
Fallstudie
1
Language
All
English
12
Author
All
Hou, Yang
Maniyar, Dharmesh M.
Maré, E.
Gannon, Gerard L.
9
Mittnik, Stefan
7
Li, Steven
6
Tse, Yiuman
6
Au-Yeung, Siu Pang
5
Bamberg, Günter
5
Fung, Joseph K. W.
5
Röder, Klaus
5
Bologna, Pierluigi
4
Kempf, Alexander
4
Lau, Chi Keung
4
Martens, Martin
4
Merrick, John J.
4
Wang, Janchung
4
Yarovaya, Larisa
4
Bhatt, Rajesh
3
Brzeszczyński, Janusz
3
Bühler, Wolfgang
3
Choudhry, Taufiq
3
Claessen, Holger
3
Fantazzini, Dean
3
Kofman, Paul
3
Locke, Peter R.
3
Maniar, Hiren M.
3
McMillan, David G.
3
Neumann, Kai
3
Post, Thierry
3
Rossi, Eduardo
3
Speight, Alan E. H.
3
Theissen, Erik
3
Theobald, Michael
3
Yallup, Peter
3
Zhang, Wei
3
Ahn, Byung Hyun
2
Alsayed, Hamad
2
Antoniou, Antonios
2
Aragó, Vicent
2
Bhatt, Swati
2
more ...
less ...
Published in...
All
International review of economics & finance : IREF
3
Finance India : the quarterly journal of Indian Institute of Finance
2
Australian journal of management
1
Economic modelling
1
Energy economics
1
Finance research letters
1
Journal for studies in economics and econometrics : SEE
1
Pacific-Basin finance journal
1
Studies in economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->