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Market overreaction and investment strategies
Han, Chulwoo; Hwang, Soosung; Ryu, Doojin - In: Applied economics 47 (2015) 52/54, pp. 5868-5885
Persistent link: https://www.econbiz.de/10011348836
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The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.; Zhang, Jin E. - In: Applied economics 52 (2020) 8, pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
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Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar; Pradhan, H. K.; Tripathy, Trilochan - In: Applied economics 52 (2020) 3, pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
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Empirical of the Taiwan stock index option price forecasting model-applied artificial neural network
Lin, Chin-tsai; Yeh, Hsin-yi - In: Applied economics 41 (2009) 13/15, pp. 1965-1972
Persistent link: https://www.econbiz.de/10003862784
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An analysis of mean-variance portfolio selection with varying holding periods
Ulucan, Aydin - In: Applied economics 39 (2007) 10/12, pp. 1399-1407
Persistent link: https://www.econbiz.de/10003511831
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Dynamic hedge ratio for stock index futures : application of threshold VECM
Li, Ming-yuan Leon - In: Applied economics 42 (2010) 10/12, pp. 1403-1417
Persistent link: https://www.econbiz.de/10008658442
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A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J. - In: Applied economics 48 (2016) 10/12, pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
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Volatility and stock price indexes
Clements, Kenneth W.; Izan, H. Y.; Lan, Yihui - In: Applied economics 45 (2013) 22/24, pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
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Regime switching cointegration tests for the Asian stock index futures : evidence for MSCI Taiwan, Nikkei 225, Hong Kong Hang-Seng, and SGX straits times indices
Chiang, Min-Hsien; Wang, Jo-Yu - In: Applied economics 40 (2008) 1/3, pp. 285-293
Persistent link: https://www.econbiz.de/10003721960
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Forecasting volatility of futures market : the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility
Noh, Jaesun; Kim, Tae-hwan - In: Applied economics 38 (2006) 4, pp. 395-413
Persistent link: https://www.econbiz.de/10003298646