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~isPartOf:"Economic modelling"
~isPartOf:"Modern economy"
~subject:"Index futures"
~subject:"Spillover-Effekt"
~subject:"Theorie"
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Search: subject_exact:"Aktienindex"
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Index futures
Spillover-Effekt
Theorie
Aktienindex
37
Stock index
37
Aktienmarkt
17
Stock market
17
Börsenkurs
16
Share price
16
Volatility
15
Volatilität
15
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Welt
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Großbritannien
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Spillover effect
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Forecasting model
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Bao, Liang
1
Chen, Chia-Chen
1
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Chun, Sun Eae
1
Feng, Yuanhua
1
Floros, Christos
1
Fung, Joseph K. W.
1
Gallizo Larraz, José L.
1
Gong, Yuting
1
Goo, Yeong-Jia
1
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1
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1
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1
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1
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1
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1
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1
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1
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Lin, Shih-kuei
1
Lin, Wensheng
1
Liu, Hsiang-hsi
1
Louzis, Dimitrios P.
1
McNeil, Alexander J.
1
Min, Hong-ghi
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Mohamad-Zadeh, Ali H.
1
Patanè, Michele
1
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Wang, Haoyu
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Wang, Yudong
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Wang, Yuhan
1
Wong, Wing Keung
1
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Economic modelling
Modern economy
The journal of futures markets
40
International review of financial analysis
25
Applied financial economics
21
The North American journal of economics and finance : a journal of financial economics studies
20
International review of economics & finance : IREF
18
Journal of banking & finance
18
Applied economics
13
Applied economics letters
13
Journal of risk and financial management : JRFM
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of empirical finance
11
The European journal of finance
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Journal of forecasting
9
Pacific-Basin finance journal
9
Research in international business and finance
9
Finance research letters
8
International journal of forecasting
8
International journal of theoretical and applied finance
8
The empirical economics letters : a monthly international journal of economics
8
The review of financial studies
8
Discussion paper / Tinbergen Institute
7
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
7
Investment management and financial innovations
7
NBER working paper series
7
SFB 649 Discussion Paper
7
SFB 649 discussion paper
7
The journal of finance : the journal of the American Finance Association
7
Economics letters
6
Finanzmarkt und Portfolio-Management
6
International Journal of Energy Economics and Policy : IJEEP
6
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Journal of econometrics
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ECONIS (ZBW)
18
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1
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
2
The forecasting efficiency of monthly stock indices between macroeconomic factors and technical indicators by using augmented genetic algorithm and artificial neural network model
Goo, Yeong-Jia
;
Chen, Chia-Chen
- In:
Modern economy
11
(
2020
)
7
,
pp. 1329-1341
Persistent link: https://www.econbiz.de/10012506741
Saved in:
3
Stock future implementation : CSI 300 index rebalance
Wang, Haoyu
;
Guo, Peng
;
Wang, Yuhan
- In:
Modern economy
10
(
2019
)
8
,
pp. 1914-1945
Persistent link: https://www.econbiz.de/10012194184
Saved in:
4
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Gong, Yuting
;
Chen, Qiang
;
Liang, Jufang
- In:
Economic modelling
68
(
2018
),
pp. 586-598
Persistent link: https://www.econbiz.de/10011936141
Saved in:
5
The "surprise effect" of macro indicators on the options implied volatilities dynamics : a test on the United States-Germany relationship
Patanè, Michele
;
Tedesco, Mattia
;
Zedda, Stefano
- In:
Modern economy
8
(
2017
)
4
,
pp. 590-603
Persistent link: https://www.econbiz.de/10011694653
Saved in:
6
Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program
Lin, Wensheng
- In:
Economic modelling
67
(
2017
),
pp. 346-354
Persistent link: https://www.econbiz.de/10011813838
Saved in:
7
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
8
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
9
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
10
An empirical application of the trade-off model for companies in the Dow Jones industrial average
Gallizo Larraz, José L.
;
Vendrell Vilanova, Ana
; …
- In:
Modern economy
5
(
2014
)
13
,
pp. 1229-1239
Persistent link: https://www.econbiz.de/10011285546
Saved in:
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