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subject:"ARCH-Modell"
~person:"Maniyar, Dharmesh M."
~person:"Maré, E."
~subject:"Index-Futures"
~subject:"Spillover effect"
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ARCH-Modell
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5
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3
Option trading
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Optionsgeschäft
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Maniyar, Dharmesh M.
Maré, E.
Tse, Yiuman
21
Ryu, Doojin
18
Röder, Klaus
17
Bamberg, Günter
15
Kempf, Alexander
15
Engle, Robert F.
13
Fung, Joseph K. W.
13
Jackwerth, Jens Carsten
13
Perrakis, Stylianos
13
Frino, Alex
12
Gannon, Gerard L.
11
Todorov, Viktor
11
Wang, George H. K.
11
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11
Cheng, Louis T. W.
10
Dorfleitner, Gregor
10
Kurov, Alexander
10
Mittnik, Stefan
10
Noh, Jaesun
10
Wang, Janchung
10
Ackert, Lucy F.
9
Chung, Huimin
9
Han, Qian
9
Kane, Alex
9
McMillan, David G.
9
Shaikh, Imlak
9
Ap Gwilym, Owain
8
Booth, G. Geoffrey
8
Guidolin, Massimo
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Hou, Yang
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Lam, Kin
8
Lien, Da-hsiang Donald
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Puttonen, Vesa
8
Subrahmanyam, Avanidhar
8
Tian, Yisong Sam
8
Bohl, Martin T.
7
Constantinides, George M.
7
Fabozzi, Frank J.
7
Figlewski, Stephen
7
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Finance India : the quarterly journal of Indian Institute of Finance
2
Finance research letters
1
International review of economics & finance : IREF
1
Journal for studies in economics and econometrics : SEE
1
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ECONIS (ZBW)
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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
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:
4
Price discovery and arbitrage between futures and cash markets : a case study on National Stock Exchange of India ( NSE)
Maniar, Hiren M.
;
Bhatt, Rajesh
;
Maniyar, Dharmesh M.
- In:
Finance India : the quarterly journal of Indian …
24
(
2010
)
3
,
pp. 929-944
Persistent link: https://www.econbiz.de/10008841905
Saved in:
5
"Expiration hour effect of futures and options markets on stock market" : a case study on NSE (National Stock Exchange of India)
Maniar, Hiren M.
;
Bhatt, Rajesh
;
Maniyar, Dharmesh M.
- In:
International review of economics & finance : IREF
18
(
2009
)
3
,
pp. 381-391
Persistent link: https://www.econbiz.de/10003881617
Saved in:
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