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subject:"Schätzung"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Indexberechnung"
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Search: subject_exact:"SMI-Futures"
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Schätzung
Indexberechnung
Index futures
30
Index-Futures
30
Volatility
13
Volatilität
13
Estimation
8
Börsenkurs
6
Option pricing theory
6
Optionspreistheorie
6
Share price
6
Aktienindex
5
China
5
Hong Kong
5
Hongkong
5
Stock index
5
Aktienmarkt
4
Derivat
4
Derivative
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Japan
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Stock market
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Theorie
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Theory
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ARCH model
3
ARCH-Modell
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Deutschland
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Germany
3
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Optionsgeschäft
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Australien
2
Bid-ask spread
2
Capital income
2
Cointegration
2
Forecasting model
2
Geld-Brief-Spanne
2
Handelsvolumen der Börse
2
Hedging
2
Hedging effectiveness
2
Index
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Fengler, Matthias R.
1
Hlávka, Zdeněk
1
Hou, Yang
1
Huynh, Kim
1
Judge, Amrit
1
Kervella, Pierre
1
Kim, In-joon
1
Kim, Sol
1
Lee, Hsiu-chuan
1
Lee, Yun-Huan
1
Li, Steven
1
Nguyen, Cuong
1
Qu, Hui
1
Reancharoen, Tipprapa
1
Sun, Pengfei
1
Wang, Qihua
1
Wang, Tianyang
1
Zhang, Yi
1
Zheng, Jun
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
Pacific-Basin finance journal
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
6
The journal of finance : the journal of the American Finance Association
6
Journal of empirical finance
5
The European journal of finance
5
Journal of econometrics
4
The empirical economics letters : a monthly international journal of economics
4
Working paper / National Bureau of Economic Research, Inc.
4
Asia-Pacific journal of financial studies
3
Bonn Econ Discussion Papers / BGSE
3
Discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
International journal of bonds and derivatives
3
Journal of banking & finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Review of derivatives research
3
The journal of asset management
3
Applied financial economics letters
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Betriebswirtschaftliche Studien
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ECONIS (ZBW)
8
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1
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
2
Dynamic hedging using the realized minimum-variance hedge ratio approach : examination of the CSI 300 index futures
Qu, Hui
;
Wang, Tianyang
;
Zhang, Yi
;
Sun, Pengfei
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012170622
Saved in:
3
An empirical examination of the lead-lag relationship between spot and futures markets : evidence from Thailand
Judge, Amrit
;
Reancharoen, Tipprapa
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 335-358
Persistent link: https://www.econbiz.de/10010495702
Saved in:
4
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:
5
Confidence intervals for state price densities
Hlávka, Zdeněk
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916784
Saved in:
6
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:
7
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervella, Pierre
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10009624851
Saved in:
8
Empirical comparison of alternative stochastic volatility option pricing models : evidence from Korean KOSPI 200 index options market
Kim, In-joon
;
Kim, Sol
- In:
Pacific-Basin finance journal
12
(
2004
)
2
,
pp. 117-142
Persistent link: https://www.econbiz.de/10001970138
Saved in:
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