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~isPartOf:"Asia-Pacific journal of financial studies"
~subject:"Aktienindex"
~subject:"Stock index"
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Aktienindex
Stock index
ARCH model
13
ARCH-Modell
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Volatility
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5
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Nishimura, Yusaku
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Asia-Pacific journal of financial studies
The North American journal of economics and finance : a journal of financial economics studies
15
Applied financial economics
13
International review of financial analysis
13
Applied economics
9
Finance research letters
9
Journal of risk and financial management : JRFM
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Research in international business and finance
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Economic modelling
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Journal of international financial markets, institutions & money
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Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and financial issues : IJEFI
7
International review of economics & finance : IREF
7
Journal of empirical finance
7
The journal of futures markets
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Journal of risk
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Applied economics letters
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Discussion paper / Tinbergen Institute
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Energy economics
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Journal of econometrics
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IES working paper
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International Journal of Energy Economics and Policy : IJEEP
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International Journal of Financial Studies : open access journal
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International journal of financial research
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International journal of forecasting
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Journal of banking & finance
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Research bulletin / The Institute of Cost Accountants of India
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Review of financial economics : RFE
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Umeå economic studies
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CBN journal of applied statistics
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CESifo working papers
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance a úvěr
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Financial innovation : FIN
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Future Business Journal
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Volatility spillovers among the three places across the Taiwan strait : evidence from a BEKK-CARR approach
Wu, Chun Chou
;
Xu, Wen
- In:
Asia-Pacific journal of financial studies
51
(
2022
)
6
,
pp. 896-913
Persistent link: https://www.econbiz.de/10014240210
Saved in:
2
Intraday volatility and volume in China's stock index and index futures markets
Nishimura, Yusaku
;
Sun, Bianxia
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
6
,
pp. 932-955
Persistent link: https://www.econbiz.de/10011471124
Saved in:
3
The effect of abnormal turnover on asymmetric autoregressive behavior of index returns : evidence from the Chinese a-share stock markets
Hsiao, Jung-lieh
;
Tu, Teng-tsai
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
5
,
pp. 563-589
Persistent link: https://www.econbiz.de/10009665558
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