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subject:"ARCH-Modell"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Aktienmarkt"
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ARCH-Modell
Aktienmarkt
Index futures
8
Index-Futures
8
Börsenkurs
5
Share price
5
Estimation
4
Schätzung
4
Aktienindex
3
Capital income
3
Kapitaleinkommen
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Stock index
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Volatility
3
Volatilität
3
Causality analysis
2
Cointegration
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Derivat
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Derivative
2
Equity Index Futures
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Hedging
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Index Futures
2
Kausalanalyse
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Kointegration
2
Price Discovery
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Stock market
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Taiwan
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Theorie
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Theory
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2007-2009
1
ARCH model
1
Autocorrelation
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Autokorrelation
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Calendar effect
1
Co-integration
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Commodity derivative
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Cost of Carry model
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Cross Listing
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Chunping Fong
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Hanching Huang
1
Lai, Yu-Sheng
1
Shaikh, Imlak
1
Su, Yong-chern
1
Tripathy, Arun K.
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The empirical economics letters : a monthly international journal of economics
The journal of futures markets
16
International review of economics & finance : IREF
10
Journal of banking & finance
8
Applied economics letters
7
Applied financial economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
International review of financial analysis
6
Finance research letters
5
Pacific-Basin finance journal
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Investment management and financial innovations
4
Applied economics
3
Asia-Pacific journal of financial studies
3
CFS working paper series
3
Decision
3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of economics and finance
3
Journal of empirical finance
3
Research bulletin / The Institute of Cost Accountants of India
3
Research in international business and finance
3
Review of Pacific Basin financial markets and policies
3
Applied financial economics letters
2
Econometric reviews
2
Economic modelling
2
Emerging markets, finance and trade : EMFT
2
Finanzmärkte : Funktionsweise, Integrationseffekte und ordnungspolitische Konsequenzen
2
International Journal of Financial Studies : open access journal
2
International journal of economics and financial issues : IJEFI
2
Journal of international financial markets, institutions & money
2
Journal of multinational financial management
2
Managerial finance
2
Review of derivatives research
2
Studies in economics and finance
2
The European journal of finance
2
The international journal of finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Theoretical economics letters
2
Tydskrif vir studies in ekonomie en ekonometrie : SEE
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1
Measuring conditional hedging effectiveness : a GARCH approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
17
(
2018
)
9
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10012006781
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2
The investor fear gauge index (VIX) : a case of Asia-Pacific securities market
Shaikh, Imlak
;
Tripathy, Arun K.
- In:
The empirical economics letters : a monthly …
16
(
2017
)
6
,
pp. 567-575
Persistent link: https://www.econbiz.de/10011802176
Saved in:
3
Pricing index option of Taiwan equity market
Su, Yong-chern
;
Hanching Huang
;
Chunping Fong
- In:
The empirical economics letters : a monthly …
10
(
2011
)
8
,
pp. 731-738
Persistent link: https://www.econbiz.de/10009571869
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