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subject:"ARCH-Modell"
~person:"Jian, Zhihong"
~subject:"ARCH model"
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ARCH-Modell
ARCH model
Index futures
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Jian, Zhihong
Hou, Yang
7
Li, Steven
6
Mittnik, Stefan
5
Bologna, Pierluigi
4
Choudhry, Taufiq
3
Claessen, Holger
3
Fantazzini, Dean
3
Lau, Chi Keung
3
McMillan, David G.
3
Rossi, Eduardo
3
Speight, Alan E. H.
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Wang, Janchung
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Yarovaya, Larisa
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Antoniou, Antonios
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Aragó, Vicent
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Cavallo, Laura
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Corsi, Fulvio
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Gannon, Gerard L.
2
Hasan, Mohammad S.
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Herzberg, Markus
2
Koutmos, Gregory
2
Lee, Hsiang-Tai
2
Lehnert, Thorsten
2
Liu, Hung-Chun
2
Loc Dong Truong
2
López Herrera, Francisco
2
Ma, Feng
2
Maniar, Hiren M.
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Maniyar, Dharmesh M.
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Maré, E.
2
Nguyen Thi Kim Anh
2
Pigorsch, Christian
2
Qiao, Gaoxiu
2
Salvador, Enrique
2
Santillán Salgado, Roberto Joaquín
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Shaikh, Imlak
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Emerging markets review
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
2
Asymmetric extreme risk spillovers between the Chinese stock market and index futures market : an MV-CAViaR based intraday CoVaR approach
Jian, Zhihong
;
Wu, Shuai
;
Zhu, Zhican
- In:
Emerging markets review
37
(
2018
),
pp. 98-113
Persistent link: https://www.econbiz.de/10012114983
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