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subject:"ARCH-Modell"
~person:"Qiao, Gaoxiu"
~person:"Santillán Salgado, Roberto Joaquín"
~person:"Wang, Janchung"
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ARCH-Modell
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Qiao, Gaoxiu
Santillán Salgado, Roberto Joaquín
Wang, Janchung
Hou, Yang
7
Li, Steven
6
Mittnik, Stefan
5
Bologna, Pierluigi
4
Choudhry, Taufiq
3
Claessen, Holger
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Lau, Chi Keung
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Loc Dong Truong
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The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
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Asia-Pacific journal of financial studies
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Economía teoría y práctica
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of bonds and derivatives
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1
Optimal hedge ratios for the Mexican stock market index futures contract : a multivariate GARCH approach
Santillán Salgado, Roberto Joaquín
;
Escobar, Luis Jacob
; …
- In:
Economía teoría y práctica
28
(
2020
)
53
,
pp. 201-238
Persistent link: https://www.econbiz.de/10012617905
Saved in:
2
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
3
The effect of short-sale restrictions on the information transmission of extended index futures trading
Wang, Janchung
;
Yeh, Shih-kuo
;
Wang, Bo-Ting
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012654869
Saved in:
4
Improving volatility forecasting based on Chinese volatility index information : evidence from CSI 300 index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Li, Weiping
;
Liu, Wenwen
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 133-151
Persistent link: https://www.econbiz.de/10012269160
Saved in:
5
Pricing a bivariate option with copulas
Bucio-Pacheco, Christian
;
López Herrera, Francisco
; …
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
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6
Price behavior of stock index futures : evidence from FTSE Xinhua China A50 and H-share index furtures markets
Wang, Janchung
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
),
pp. 61-77
Persistent link: https://www.econbiz.de/10009299029
Saved in:
7
Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis
Wang, Janchung
;
Hsu, Hsinan
- In:
Asia-Pacific journal of financial studies
39
(
2010
)
5
,
pp. 659-686
Persistent link: https://www.econbiz.de/10009231510
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