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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Global finance journal"
~isPartOf:"Handbook of field experiments"
~subject:"Indexberechnung"
~subject:"Optionsgeschäft"
~subject:"USA"
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Search: subject_exact:"Stock index"
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Econometric Institute research papers
Global finance journal
Handbook of field experiments
The journal of futures markets
32
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18
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ECONIS (ZBW)
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1
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
2
Theory and application of an economic performance measure of risk
Niu, Cuizhen
;
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
-
2017
Persistent link: https://www.econbiz.de/10011668139
Saved in:
3
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
4
How are VIX and stock index ETF related?
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011447222
Saved in:
5
Leverage-based index revisions : the case of Dow Jones Islamic Market World Index
Chen, Haiwei
;
Ngo, Thanh
- In:
Global finance journal
32
(
2017
),
pp. 16-34
Persistent link: https://www.econbiz.de/10011802815
Saved in:
6
Index
2017
Persistent link: https://www.econbiz.de/10014023401
Saved in:
7
Index
2017
Persistent link: https://www.econbiz.de/10014023402
Saved in:
8
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
9
An investor sentiment barometer : Greek Implied Volatility Index (GRIV)
Siriopoulos, Costas
;
Fassas, Athanasios
- In:
Global finance journal
23
(
2012
)
2
,
pp. 77-93
Persistent link: https://www.econbiz.de/10009688746
Saved in:
10
Dispersion trading : empirical evidence from US options markets
Marshall, Cara M.
- In:
Global finance journal
20
(
2009
)
3
,
pp. 289-301
Persistent link: https://www.econbiz.de/10003921991
Saved in:
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