//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Qiao, Gaoxiu"
~person:"Santillán Salgado, Roberto Joaquín"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Index-Futures"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Index futures
6
Index-Futures
6
Volatility
6
Volatilität
6
Aktienindex
5
Stock index
5
ARCH model
4
ARCH-Modell
4
China
3
Derivat
3
Derivative
3
Aktienmarkt
2
Estimation
2
Schätzung
2
Stock market
2
Börsenkurs
1
CSI 300 index and futures
1
CSI 300 stock index futures
1
Capital income
1
Cointegration
1
Coronavirus
1
Covid-19 epidemic
1
Dynamics lead-lag relationship
1
Epidemic
1
Epidemie
1
Forecasting model
1
Futures contracts
1
GARCH modelling
1
Hedging
1
Implied theoretical index price
1
Index
1
Index number
1
Intraday price discovery
1
Jumps
1
Kapitaleinkommen
1
Kointegration
1
Liquidity
1
Liquidität
1
Market liquidity
1
Marktliquidität
1
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Qiao, Gaoxiu
Santillán Salgado, Roberto Joaquín
Tse, Yiuman
21
Ryu, Doojin
20
Röder, Klaus
17
Kempf, Alexander
16
Bamberg, Günter
15
Engle, Robert F.
13
Fung, Joseph K. W.
13
Jackwerth, Jens Carsten
13
Perrakis, Stylianos
13
Frino, Alex
12
Gannon, Gerard L.
11
Todorov, Viktor
11
Wang, George H. K.
11
Whaley, Robert E.
11
Cheng, Louis T. W.
10
Dorfleitner, Gregor
10
Kurov, Alexander
10
Lee, Cheng F.
10
Mittnik, Stefan
10
Noh, Jaesun
10
Wang, Janchung
10
Ackert, Lucy F.
9
Antoniou, Antonios
9
Bohl, Martin T.
9
Chung, Huimin
9
Han, Qian
9
Kane, Alex
9
Koutmos, Gregory
9
McMillan, David G.
9
Shaikh, Imlak
9
Ap Gwilym, Owain
8
Booth, G. Geoffrey
8
Guidolin, Massimo
8
Hou, Yang
8
Lam, Kin
8
Lien, Da-hsiang Donald
8
Puttonen, Vesa
8
Subrahmanyam, Avanidhar
8
Tian, Yisong Sam
8
Constantinides, George M.
7
more ...
less ...
Published in...
All
Applied economics
1
Economía teoría y práctica
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of bonds and derivatives
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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 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:
4
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:
5
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:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->