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ARCH model
Index-Futures
2,238
Index futures
2,224
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715
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707
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592
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587
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562
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553
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Hou, Yang
7
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6
Mittnik, Stefan
5
Bologna, Pierluigi
4
Choudhry, Taufiq
3
Claessen, Holger
3
Lau, Chi Keung
3
McMillan, David G.
3
Speight, Alan E. H.
3
Wang, Janchung
3
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3
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2
Aragó, Vicent
2
Bhatt, Rajesh
2
Brzeszczyński, Janusz
2
Caporin, Massimiliano
2
Cavallo, Laura
2
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2
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2
Gannon, Gerard L.
2
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2
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2
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2
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2
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2
Loc Dong Truong
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López Herrera, Francisco
2
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2
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2
Maniyar, Dharmesh M.
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Maré, E.
2
Nguyen Thi Kim Anh
2
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2
Qiao, Gaoxiu
2
Rossi, Eduardo
2
Salvador, Enrique
2
Santillán Salgado, Roberto Joaquín
2
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2
Srinivasan, P.
2
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International review of economics & finance : IREF
9
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8
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6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics letters
5
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5
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5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of financial analysis
4
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3
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2
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1
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ECONIS (ZBW)
162
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81
Sequential information arrival hypothesis : more evidence from the indian derivatives market
Jena, Sangram Keshari
- In:
Vision : the journal of business perspective
20
(
2016
)
2
,
pp. 101-110
Persistent link: https://www.econbiz.de/10011582162
Saved in:
82
Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang
;
Li, Steven
- In:
Economic modelling
52
(
2016
),
pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
Saved in:
83
The evolving dynamics of the Australian SPI 200 implied volatility surface
Tanha, Hassan
;
Dempsey, Michael
- In:
Journal of international financial markets, …
43
(
2016
),
pp. 44-57
Persistent link: https://www.econbiz.de/10011673487
Saved in:
84
Volatility spillovers across stock index futures in Asian markets : evidence from range volatility estimators
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
Finance research letters
17
(
2016
),
pp. 158-166
Persistent link: https://www.econbiz.de/10011596275
Saved in:
85
The effectiveness of index futures hedging in emerging markets during the crisis period of 2008-2010 : evidence from South Africa
Bonga-Bonga, Lumengo
;
Umoetok, Ekerete
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3999-4018
Persistent link: https://www.econbiz.de/10011639941
Saved in:
86
The impact of financial derivatives on financial market stability : evidence from DAX stock index futures trading using GARCH
Matanovic, Eva
-
2010
Persistent link: https://www.econbiz.de/10008936038
Saved in:
87
A dynamic hedging model based on conditional higher moments
Jun, Dai
- In:
Investment management and financial innovations
12
(
2015
)
1
,
pp. 60-69
Persistent link: https://www.econbiz.de/10010515866
Saved in:
88
On the relationship between implied volatility index and realized return volatility
Shaikh, Imlak
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 225-235
Persistent link: https://www.econbiz.de/10011420602
Saved in:
89
On the relationship of ex-ante and ex-post volatility : a sub-period analysis of S&P CNX Nifty Index options
Shaikh, Imlak
;
Padhi, Puja
- In:
Journal of emerging market finance
14
(
2015
)
2
,
pp. 140-175
Persistent link: https://www.econbiz.de/10011378502
Saved in:
90
Volatility behaviour of stock index futures in China : a bivariate GARCH approach
Hou, Yang
;
Li, Steven
- In:
Studies in economics and finance
32
(
2015
)
1
,
pp. 128-154
Persistent link: https://www.econbiz.de/10011380764
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