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subject:"ARCH-Modell"
~person:"Maniyar, Dharmesh M."
~person:"Hou, Yang"
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Search: subject_exact:"Index-Futures"
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ARCH-Modell
Index futures
11
Index-Futures
11
ARCH model
9
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7
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7
Börsenkurs
6
China
6
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Maniyar, Dharmesh M.
Hou, Yang
Li, Steven
6
Mittnik, Stefan
5
Bologna, Pierluigi
4
Choudhry, Taufiq
3
Claessen, Holger
3
Fantazzini, Dean
3
Lau, Chi Keung
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McMillan, David G.
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Rossi, Eduardo
3
Speight, Alan E. H.
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Wang, Janchung
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Aragó, Vicent
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Bhatt, Rajesh
2
Brzeszczyński, Janusz
2
Caporin, Massimiliano
2
Cavallo, Laura
2
Corsi, Fulvio
2
Gannon, Gerard L.
2
Hasan, Mohammad S.
2
Herzberg, Markus
2
Jian, Zhihong
2
Koutmos, Gregory
2
Lee, Hsiang-Tai
2
Lehnert, Thorsten
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Liu, Hung-Chun
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Loc Dong Truong
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López Herrera, Francisco
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Ma, Feng
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Maniar, Hiren M.
2
Maré, E.
2
Nguyen Thi Kim Anh
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Pigorsch, Christian
2
Qiao, Gaoxiu
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Salvador, Enrique
2
Santillán Salgado, Roberto Joaquín
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International review of economics & finance : IREF
3
Australian journal of management
1
Economic modelling
1
Energy economics
1
Finance India : the quarterly journal of Indian Institute of Finance
1
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Do higher order moments of return distribution provide better decisions in minimum-variance hedging? : evidence from US stock index futures
Hou, Yang
;
Holmes, Mark J.
- In:
Australian journal of management
45
(
2020
)
2
,
pp. 240-265
Persistent link: https://www.econbiz.de/10012216958
Saved in:
2
Volatility and skewness spillover between stock index and stock index futures markets during a crash period : new evidence from China
Hou, Yang
;
Li, Steven
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 166-188
Persistent link: https://www.econbiz.de/10012390715
Saved in:
3
Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach
Hou, Yang
;
Li, Steven
;
Wen, Fenghua
- In:
Energy economics
83
(
2019
),
pp. 119-143
Persistent link: https://www.econbiz.de/10012175247
Saved in:
4
Information transmission between U.S. and China index futures markets : an asymmetric DCC GARCH approach
Hou, Yang
;
Li, Steven
- In:
Economic modelling
52
(
2016
),
pp. 884-897
Persistent link: https://www.econbiz.de/10011643072
Saved in:
5
Volatility behaviour of stock index futures in China : a bivariate GARCH approach
Hou, Yang
;
Li, Steven
- In:
Studies in economics and finance
32
(
2015
)
1
,
pp. 128-154
Persistent link: https://www.econbiz.de/10011380764
Saved in:
6
The impact of the CSI 300 stock index futures : positive feedback trading and autocorrelation of stock returns
Hou, Yang
;
Li, Steven
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 319-337
Persistent link: https://www.econbiz.de/10010532719
Saved in:
7
Hedging performance of Chinese stock index futures : an empirical analysis using wavelet analysis and flexible bivariate GARCH approaches
Hou, Yang
;
Li, Steven
- In:
Pacific-Basin finance journal
24
(
2013
),
pp. 109-131
Persistent link: https://www.econbiz.de/10010346788
Saved in:
8
Expiration hour effect of futures and options markets on stock market : a case study on NSE
Bhatt, Rajesh
;
Maniar, Hiren M.
;
Maniyar, Dharmesh M.
- In:
Finance India : the quarterly journal of Indian …
25
(
2011
)
3
,
pp. 863-882
Persistent link: https://www.econbiz.de/10009502638
Saved in:
9
"Expiration hour effect of futures and options markets on stock market" : a case study on NSE (National Stock Exchange of India)
Maniar, Hiren M.
;
Bhatt, Rajesh
;
Maniyar, Dharmesh M.
- In:
International review of economics & finance : IREF
18
(
2009
)
3
,
pp. 381-391
Persistent link: https://www.econbiz.de/10003881617
Saved in:
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