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subject:"ARCH-Modell"
~isPartOf:"International review of financial analysis"
~subject:"Behavioural finance"
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ARCH-Modell
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Index futures
28
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Badshah, Ihsan Ullah
1
Balatti, Mirco
1
Brooks, Chris
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Brzeszczyński, Janusz
1
Bugge, Sebastian A.
1
Frijns, Bart
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International review of financial analysis
The journal of futures markets
23
International review of economics & finance : IREF
12
Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of banking & finance
8
Applied economics letters
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Applied economics
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Applied financial economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Asia-Pacific journal of financial studies
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Pacific-Basin finance journal
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CFS working paper series
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Emerging markets, finance and trade : EMFT
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International Journal of Energy Economics and Policy : IJEEP
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Research in international business and finance
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Review of Pacific Basin financial markets and policies
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The European journal of finance
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The review of financial studies
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China finance review international
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Fisher College of Business working paper series
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Arbeitspapiere zur mathematischen Wirtschaftsforschung
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1
Fundamental indexation revisited : new evidence on alpha
Balatti, Mirco
;
Brooks, Chris
;
Kappou, Konstantina
- In:
International review of financial analysis
51
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011868655
Saved in:
2
Intra- and inter-regional return and volatility spillovers across emerging and developed markets : evidence from stock indices and stock index futures
Yarovaya, Larisa
;
Brzeszczyński, Janusz
;
Lau, Chi Keung
- In:
International review of financial analysis
43
(
2016
),
pp. 96-114
Persistent link: https://www.econbiz.de/10011623719
Saved in:
3
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
4
Asymmetries of the intraday return-volatility relation
Badshah, Ihsan Ullah
;
Frijns, Bart
;
Knif, Johan
; …
- In:
International review of financial analysis
48
(
2016
),
pp. 182-192
Persistent link: https://www.econbiz.de/10011624483
Saved in:
5
The long-term performance of index additions and deletions : evidence from the Hang Seng Index
Kot, Hung Wan
;
Leung, Harry K. M.
;
Tang, Gordon Y. N.
- In:
International review of financial analysis
42
(
2015
),
pp. 407-420
Persistent link: https://www.econbiz.de/10011573583
Saved in:
6
Asymmetries, causality and correlation between FTSE100 spot and futures : a DCC-TGARCH-M analysis
Tao, Juan
;
Green, Christopher J.
- In:
International review of financial analysis
24
(
2012
),
pp. 26-37
Persistent link: https://www.econbiz.de/10009688185
Saved in:
7
Are broad market shocks anticipated by investors? : evidence from major equity and index options markets
Spyrou, Spyros I.
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 127-133
Persistent link: https://www.econbiz.de/10009295799
Saved in:
8
Phase-transition behavior in the emerging market : evidence from the KOSPI200 futures market
Hwang, Keunho
;
Kang, Jangkoo
;
Ryu, Doojin
- In:
International review of financial analysis
19
(
2010
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10008668729
Saved in:
9
Positive feedback trading in stock index futures : international evidence
Salm, Christian
;
Schuppli, Michael
- In:
International review of financial analysis
19
(
2010
)
5
,
pp. 313-322
Persistent link: https://www.econbiz.de/10009272653
Saved in:
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