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subject:"ARCH-Modell"
~accessRights:"restricted"
~subject:"Schätzung"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Index-Futures"
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ARCH-Modell
Schätzung
Index futures
328
Index-Futures
328
Volatility
169
Volatilität
169
Aktienindex
110
Stock index
110
Börsenkurs
94
Share price
94
Option pricing theory
78
Optionspreistheorie
78
Derivat
75
Derivative
75
Option trading
71
Optionsgeschäft
71
ARCH model
60
Estimation
57
Capital income
49
Kapitaleinkommen
49
China
46
Hedging
40
Forecasting model
39
Prognoseverfahren
39
Aktienmarkt
37
Stock market
37
Theorie
37
Theory
37
Anlageverhalten
36
Behavioural finance
36
Index
35
Index number
34
Spillover effect
29
Spillover-Effekt
29
Commodity derivative
23
Rohstoffderivat
23
Portfolio selection
18
Portfolio-Management
18
Arbitrage
17
India
17
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Free
21
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Article
97
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Aufsatz im Buch
Aufsatz in Zeitschrift
Article in journal
95
Arbeitspapier
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
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2
Hochschulschrift
1
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English
97
Author
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Hou, Yang
4
Lau, Chi Keung
3
Li, Steven
3
Yarovaya, Larisa
3
Agrawal, Puja
2
Banerjee, Ameet Kumar
2
Brzeszczyński, Janusz
2
Jian, Zhihong
2
Lee, Hsiu-chuan
2
Maré, E.
2
Nandan, Tanuj
2
Pradhan, H. K.
2
Qiao, Gaoxiu
2
Ryu, Doojin
2
Teng, Yuxin
2
Wang, Tianyang
2
Wen, Conghua
2
Zhu, Zhican
2
Ahmed, Abdullahi Dahir
1
Akkus, Hilmi Tunahan
1
Albulescu, Claudiu Tiberiu
1
Alemany, Nuria
1
Aloui, Chaker
1
Andersen, Torben
1
Aragó, Vicent
1
Badshah, Ihsan Ullah
1
Bai, Yujuan
1
Balasubramanian, Senthil Arasu
1
Bondarenko, Oleg
1
Bonga-Bonga, Lumengo
1
Bouri, Elie
1
Bucio-Pacheco, Christian
1
Bugge, Sebastian A.
1
Caporin, Massimiliano
1
Chan, Chia-Ying
1
Chang, Chia-Lin
1
Chang, Chien-Hung
1
Chang, Chun Ping
1
Chang, Shu-Lien
1
Chen, Hong-Min
1
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Finance research letters
9
International review of economics & finance : IREF
9
Applied economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics letters
3
International review of financial analysis
3
Pacific-Basin finance journal
3
Asia-Pacific journal of financial studies
2
Economic modelling
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance and trade : EMFT
2
Energy economics
2
Journal of empirical finance
2
Managerial finance
2
Research in international business and finance
2
The journal of futures markets
2
Applied mathematical finance
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Australian journal of management
1
Bulletin of applied economics
1
China finance review international
1
Contemporary economics
1
Contemporary issues in business economics and finance
1
Economic inquiry : journal of the Western Economic Association International
1
Economics letters
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global business & economics review
1
International journal of banking, accounting and finance : IJBAAF
1
International journal of bonds and derivatives
1
International journal of economics and finance
1
International journal of forecasting
1
International journal of intelligent enterprise
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal for studies in economics and econometrics : SEE
1
Journal of Asian economics
1
Journal of advances in management research : JAMR
1
Journal of agricultural economics
1
Journal of banking & finance
1
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ECONIS (ZBW)
97
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
3
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
4
Can the introduction of stock index futures stabilize the volatility of the stock market? : evidence from the Chinese stock market
Liu, Shengnan
;
Yang, Linshan
;
Gu, Rongbao
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 44-58
Persistent link: https://www.econbiz.de/10014424017
Saved in:
5
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:
6
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
7
Does VPIN provide predictive information for realized volatility forecasting : evidence from Chinese stock index futures market
Wen, Conghua
;
Jia, Fei
;
Hao, Jianli
- In:
China finance review international
13
(
2023
)
2
,
pp. 285-303
Persistent link: https://www.econbiz.de/10014312403
Saved in:
8
Price discovery in the volatility index option market : a univariate GARCH approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
Saved in:
9
Price discovery and volatility transmission in the spot and futures market of pepper : an empirical analysis
Nadig, Asha
;
Viswanathan, T.
- In:
International journal of intelligent enterprise
9
(
2022
)
1
,
pp. 78-99
Persistent link: https://www.econbiz.de/10012799917
Saved in:
10
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
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