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subject:"Schätzung"
~isPartOf:"Asia-Pacific journal of financial studies"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~subject:"Indexberechnung"
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Schätzung
Indexberechnung
Index futures
12
Index-Futures
12
Volatility
7
Volatilität
7
Estimation
6
Option pricing theory
6
Optionspreistheorie
6
Börsenkurs
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ARCH model
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Deutschland
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Asia
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Asian financial crisis
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Asien
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Asym-metric information
1
Average price futures
1
Behavioural finance
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Bivariate GARCH-BEKK
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Bivariate GARCH-DCC
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Bivariate error correction generalized autoregressive conditional heteroskedastic
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Chan, Chia-Ying
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Eom, Young Ho
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Hlávka, Zdeněk
1
Hsu, Hsinan
1
Huynh, Kim
1
Jang, Woon Wook
1
Kervella, Pierre
1
Kim, Don H.
1
Peretti, Christian de
1
Wang, Janchung
1
Wang, Ming-Chun
1
Wang, Qihua
1
Zheng, Jun
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Asia-Pacific journal of financial studies
Discussion papers of interdisciplinary research project 373
The journal of futures markets
33
Applied economics letters
8
Applied financial economics
8
Finance research letters
8
International review of economics & finance : IREF
7
Applied economics
6
International review of financial analysis
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The journal of finance : the journal of the American Finance Association
6
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5
Pacific-Basin finance journal
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The European journal of finance
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The empirical economics letters : a monthly international journal of economics
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Bonn Econ Discussion Papers / BGSE
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International journal of bonds and derivatives
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
6
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1
The volatility spillover effect between index options and their underlying markets : evidence from the US, the UK, and Taiwan
Chan, Chia-Ying
;
Peretti, Christian de
;
Wang, Ming-Chun
; …
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
5
,
pp. 700-733
Persistent link: https://www.econbiz.de/10011779396
Saved in:
2
Empirical performance of alternative option pricing models with stochastic volatility and leverage effects
Jang, Woon Wook
;
Eom, Young Ho
;
Kim, Don H.
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
3
,
pp. 432-464
Persistent link: https://www.econbiz.de/10010408040
Saved in:
3
Confidence intervals for state price densities
Hlávka, Zdeněk
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916784
Saved in:
4
Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R.
(
contributor
);
Wang, Qihua
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426
Saved in:
5
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervella, Pierre
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10009624851
Saved in:
6
Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis
Wang, Janchung
;
Hsu, Hsinan
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
5
,
pp. 659-686
Persistent link: https://www.econbiz.de/10009231510
Saved in:
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