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isPartOf:"Bloomberg Press series"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of economics and finance"
~subject:"Volatilität"
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Search: subject_exact:"Indexderivat"
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Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
2
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
3
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
4
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
5
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
6
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
7
How are VIX and stock index ETF related?
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011447222
Saved in:
8
Index trading and portfolio risk
Kvamvold, Joakim
;
Lindset, Snorre
- In:
Journal of economics and finance
41
(
2017
)
1
,
pp. 78-99
Persistent link: https://www.econbiz.de/10011795595
Saved in:
9
Volatility, trade size, and order imbalance in China and Japan exchange traded funds
Martinez, Valeria
;
Tse, Yiuman
;
Kittiakarasakun, Jullavut
- In:
Journal of economics and finance
37
(
2013
)
2
,
pp. 293-307
Persistent link: https://www.econbiz.de/10009750350
Saved in:
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