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~isPartOf:"The journal of futures markets"
~subject:"ARCH-Modell"
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ARCH-Modell
Aktienindex
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The journal of futures markets
The North American journal of economics and finance : a journal of financial economics studies
15
Applied financial economics
13
International review of financial analysis
13
Applied economics
9
Journal of risk and financial management : JRFM
9
Research in international business and finance
9
Economic modelling
8
Finance research letters
8
Journal of international financial markets, institutions & money
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Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and financial issues : IJEFI
7
Journal of empirical finance
7
International review of economics & finance : IREF
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
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Journal of risk
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Afro-Asian Journal of Finance and Accounting : AAJFA
5
Applied economics letters
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Discussion paper / Tinbergen Institute
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Energy economics
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Journal of econometrics
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IES working paper
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International Journal of Energy Economics and Policy : IJEEP
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International Journal of Financial Studies : open access journal
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International journal of financial research
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International journal of forecasting
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Journal of banking & finance
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Research bulletin / The Institute of Cost Accountants of India
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Review of financial economics : RFE
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Umeå economic studies
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Asia-Pacific journal of financial studies
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CBN journal of applied statistics
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CESifo working papers
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Cogent economics & finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance a úvěr
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ECONIS (ZBW)
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1
An international comparison of implied, realized, and GARCH volatility forecasts
Kourtis, Apostolos
;
Markellos, Raphaēl N.
;
Symeonidis, …
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1164-1193
Persistent link: https://www.econbiz.de/10011665609
Saved in:
2
Liquidity and hedging effectiveness under futures mispricing : international evidence
Andani, A.
;
Lafuente, J. A.
;
Novales, Alfonso
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1050-1066
Persistent link: https://www.econbiz.de/10003900969
Saved in:
3
Value at risk and conditional extreme value theory via Markov regime switching models
Samuel, Yau Man Ze-To
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10003647707
Saved in:
4
Intradaily periodicity and volatility spillovers between international stock index futures markets
Wu, Chunchi
;
Li, Jinliang
;
Zhang, Wei
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 553-585
Persistent link: https://www.econbiz.de/10002846393
Saved in:
5
Price discovery in the Hang Seng Index markets : index, futures, and the tracker fund
So, Raymond W.
;
Tse, Yiuman
- In:
The journal of futures markets
24
(
2004
)
9
,
pp. 887-907
Persistent link: https://www.econbiz.de/10002145997
Saved in:
6
Asymmetric covariance in spot-futures markets
Meneu Ferrer, Vicente
;
Torró, Hipòlit
- In:
The journal of futures markets
23
(
2003
)
11
,
pp. 1019-1046
Persistent link: https://www.econbiz.de/10001795034
Saved in:
7
Intertemporal volatility and price interactions between Australian and Japanese spot and future stock index markets
Sim, Ah-boon
;
Zurbreugg, Ralf
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 523-540
Persistent link: https://www.econbiz.de/10001410418
Saved in:
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