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Search: subject:"CSI 300 index"
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China
12
Volatility
11
Volatilität
11
CSI 300 index
10
Index futures
10
Index-Futures
10
Aktienindex
7
Forecasting model
7
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Risk measure
3
Schätzung
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Time series analysis
3
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3
CCC BGARCH
2
CSI 300 Index
2
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2
Econophysics
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Hou, Yang
3
Li, Steven
3
Qiao, Gaoxiu
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2
Gong, Yuting
2
Li, Weiping
2
Suo, Yuan-Yuan
2
Wang, Dong-Hua
2
Wang, Yudong
2
Cao, Yangli
1
Chen, Wei-Kuang
1
Cheng, Xi
1
Diao, Xundi
1
Gehricke, Sebastian A.
1
Geng, Qianjie
1
Gu, Rongbao
1
Guo, Shuxin
1
Haman, Janto
1
Huang, Dengshi
1
Huang, Xiaozhou
1
Huang, Zhendong
1
Lei, Man
1
Li, Hongliang
1
Li, Jianhui
1
Li, Jinzhi
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Li, Sai-Ping
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Lin, Ching-Ting
1
Liu, Shengnan
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Liu, Wenwen
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Ma, Feng
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Manh Huu Nguyen
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Murgulov, Zoltan
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Pan, Zhiyuan
1
Ping, Yuan
1
Qu, Yang
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Thi Huong Giang Vuong
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Annals of financial economics
2
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2
Economic modelling
2
International review of economics & finance : IREF
2
Physica A: Statistical Mechanics and its Applications
2
Asia-Pacific Financial Markets
1
Computational economics
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Economic research
1
Emerging markets review
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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1
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Studies in Economics and Finance
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ECONIS (ZBW)
21
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11
Forecasting realized volatility dynamically based on adjusted dynamic model averaging (AMDA) approach : evidence from China's stock market
Ping, Yuan
- In:
Annals of financial economics
14
(
2019
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012226658
Saved in:
12
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:
13
Hedging strategy using copula and nonparametric methods : evidence from China securities index futures
Pan, Zhiyuan
;
Sun, Xianchao
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 107-121
Persistent link: https://www.econbiz.de/10010519719
Saved in:
14
Optimal hedge ratios based on Markov-switching dynamic copula models
Li, Jinzhi
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011962417
Saved in:
15
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Gong, Yuting
;
Chen, Qiang
;
Liang, Jufang
- In:
Economic modelling
68
(
2018
),
pp. 586-598
Persistent link: https://www.econbiz.de/10011936141
Saved in:
16
Asymmetric responses to stock index reconstitutions : evidence from the
CSI
300
index
additions and deletions
Chen, Wei-Kuang
;
Lin, Ching-Ting
- In:
Pacific-Basin finance journal
40
(
2016
),
pp. 36-48
Persistent link: https://www.econbiz.de/10011712043
Saved in:
17
Forecasting intraday volatility and VaR using multiplicative component GARCH model
Diao, Xundi
;
Tong, Bin
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
Saved in:
18
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
Saved in:
19
Predictive analytics on
CSI
300
index
based on ARIMA and RBF-ANN combined model
Yang, Lyuxun
;
Cheng, Xi
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10011439144
Saved in:
20
Risk estimation of
CSI
300
index
spot and futures in China from a new perspective
Suo, Yuan-Yuan
;
Wang, Dong-Hua
;
Li, Sai-Ping
- In:
Economic modelling
49
(
2015
),
pp. 344-353
Persistent link: https://www.econbiz.de/10011439587
Saved in:
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