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subject:"Japan"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Financial markets and portfolio management"
~subject:"Portfolio-Management"
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Platen, Eckhard
2
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Hsueh, L. Paul
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Markov, Iliya
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Asia-Pacific financial markets
Financial markets and portfolio management
The journal of asset management
16
International review of financial analysis
12
Journal of international financial markets, institutions & money
11
Applied financial economics
10
Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
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Advances in Pacific Basin financial markets
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The journal of futures markets
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Finanzmarkt und Portfolio-Management
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International journal of economics and finance
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International journal of theoretical and applied finance
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1
State-dependent stock selection in index tracking : a machine learning approach
Bradrania, Reza
;
Pirayesh Neghab, Davood
;
Shafizadeh, …
- In:
Financial markets and portfolio management
36
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013175191
Saved in:
2
Extreme spillovers of VIX fear index to international equity markets
Massaporn Cheuathonghua
;
Chaiyuth Padungsaksawasdi
; …
- In:
Financial markets and portfolio management
33
(
2019
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012018353
Saved in:
3
China, Japan and the US stock markets and the global financial crisis
Zhang, Yan
- In:
Asia-Pacific financial markets
25
(
2018
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012032981
Saved in:
4
Non-fully invested derivative-free bond index replication
Markov, Iliya
;
Oeuvray, Rodrigue
;
Tuchschmid, Nils S.
- In:
Financial markets and portfolio management
27
(
2013
)
1
,
pp. 101-124
Persistent link: https://www.econbiz.de/10009720944
Saved in:
5
Intraday empirical analysis and modeling of diversified world stock indices
Breymann, Wolfgang
;
Kelly, Leah
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
12
(
2005
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003370696
Saved in:
6
Understanding the implied volatility surface for options on a diversified index
Heath, David C.
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
11
(
2004
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10003084162
Saved in:
7
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Asia-Pacific financial markets
5
(
1998
)
2
,
pp. 99-128
Persistent link: https://www.econbiz.de/10001372063
Saved in:
8
Transmission of stock returns and volatility between the US and Japan : evidence from the stock index futures markets
Pan, Ming-shiun
;
Hsueh, L. Paul
- In:
Asia-Pacific financial markets
5
(
1998
)
3
,
pp. 211-225
Persistent link: https://www.econbiz.de/10001372067
Saved in:
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