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~person:"Liu, Hung-Chun"
~person:"Qiao, Gaoxiu"
~person:"Santillán Salgado, Roberto Joaquín"
~person:"Todorov, Viktor"
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Search: subject_exact:"Index-Futures"
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Liu, Hung-Chun
Qiao, Gaoxiu
Santillán Salgado, Roberto Joaquín
Todorov, Viktor
Tse, Yiuman
21
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19
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1
Optimal hedge ratios for the Mexican stock market index futures contract : a multivariate GARCH approach
Santillán Salgado, Roberto Joaquín
;
Escobar, Luis Jacob
; …
- In:
Economía teoría y práctica
28
(
2020
)
53
,
pp. 201-238
Persistent link: https://www.econbiz.de/10012617905
Saved in:
2
Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic
Liu, Wenwen
;
Gui, Yiming
;
Qiao, Gaoxiu
- In:
Research in international business and finance
61
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246856
Saved in:
3
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797609
Saved in:
4
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
5
Improving volatility forecasting based on Chinese volatility index information : evidence from CSI 300 index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Li, Weiping
;
Liu, Wenwen
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 133-151
Persistent link: https://www.econbiz.de/10012269160
Saved in:
6
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442402
Saved in:
7
Pricing a bivariate option with copulas
Bucio-Pacheco, Christian
;
López Herrera, Francisco
; …
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
Saved in:
8
On forecasting Taiwanese stock index option prices : the role of implied volatility index
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Chen, Lu-Jui
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 133-136
Persistent link: https://www.econbiz.de/10011762731
Saved in:
9
The evolving nature of intraday price discovery in the Chinese CSI 300 index futures market
Liu, Qiang
;
Qiao, Gaoxiu
- In:
Empirical economics : a journal of the Institute for …
52
(
2017
)
4
,
pp. 1569-1585
Persistent link: https://www.econbiz.de/10011945910
Saved in:
10
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
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