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isPartOf:"Managerial finance"
~subject:"ARCH model"
~subject:"Asymmetrische Information"
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ARCH model
Asymmetrische Information
Aktienindex
20
Stock index
20
USA
10
United States
10
Börsenkurs
9
Share price
9
Index futures
5
Index-Futures
5
Volatility
5
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Aktienmarkt
4
Capital income
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Kapitaleinkommen
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Efficient market hypothesis
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Effizienzmarkthypothese
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ARCH-Modell
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Asymmetric information
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Handelsvolumen der Börse
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Index construction
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Balasubramanian, Senthil Arasu
1
Hung, Jui-cheng
1
Kamal, Rashiqa
1
Kittiakarasakun, Jullavut
1
Lawrence, Edward R.
1
Liu, Hung-Chun
1
McCabe, George M.
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Prakash, Arun J.
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Sundararajan, Sivakumar
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Managerial finance
Applied financial economics
15
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
13
Journal of risk and financial management : JRFM
10
Applied economics
9
Research in international business and finance
9
Economic modelling
8
Finance research letters
8
Journal of international financial markets, institutions & money
8
Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and financial issues : IJEFI
7
Journal of empirical finance
7
The journal of futures markets
7
International review of economics & finance : IREF
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Journal of risk
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Applied economics letters
5
Discussion paper / Tinbergen Institute
5
Energy economics
5
Journal of econometrics
5
Asia-Pacific journal of financial studies
4
IES working paper
4
International Journal of Energy Economics and Policy : IJEEP
4
International Journal of Financial Studies : open access journal
4
International journal of economics and finance
4
International journal of financial research
4
International journal of forecasting
4
Journal of banking & finance
4
Pacific-Basin finance journal
4
Research bulletin / The Institute of Cost Accountants of India
4
Review of financial economics : RFE
4
Umeå economic studies
4
CBN journal of applied statistics
3
CESifo working papers
3
Cogent economics & finance
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
International linkages of emerging market index futures, under the closure of underlying spot market : evidence from Indian Nifty futures
Sundararajan, Sivakumar
;
Balasubramanian, Senthil Arasu
- In:
Managerial finance
49
(
2023
)
3
,
pp. 577-593
Persistent link: https://www.econbiz.de/10014227233
Saved in:
2
Additions to S&P 500 Index : not so informative any more
Kamal, Rashiqa
;
Lawrence, Edward R.
;
McCabe, George M.
; …
- In:
Managerial finance
38
(
2012
)
4
,
pp. 380-402
Persistent link: https://www.econbiz.de/10009530935
Saved in:
3
The impact of trades by traders on asymmetric volatility for Nasdaq-100 index futures
Kittiakarasakun, Jullavut
;
Tse, Yiuman
;
Wang, George H. K.
- In:
Managerial finance
38
(
2012
)
8
,
pp. 752-767
Persistent link: https://www.econbiz.de/10009568698
Saved in:
4
Forecasting volatility and capturing downside risk of the Taiwanese futures markets under the financial tsunami
Liu, Hung-Chun
;
Hung, Jui-cheng
- In:
Managerial finance
36
(
2010
)
10
,
pp. 860-875
Persistent link: https://www.econbiz.de/10008662545
Saved in:
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