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subject:"ARCH-Modell"
~person:"Santillán Salgado, Roberto Joaquín"
~person:"Qiao, Gaoxiu"
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ARCH-Modell
Index futures
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Santillán Salgado, Roberto Joaquín
Qiao, Gaoxiu
Hou, Yang
7
Li, Steven
6
Mittnik, Stefan
5
Bologna, Pierluigi
4
Choudhry, Taufiq
3
Claessen, Holger
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Fantazzini, Dean
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Lau, Chi Keung
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McMillan, David G.
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Rossi, Eduardo
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Speight, Alan E. H.
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Antoniou, Antonios
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Aragó, Vicent
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Bhatt, Rajesh
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Caporin, Massimiliano
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Cavallo, Laura
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Corsi, Fulvio
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Gannon, Gerard L.
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Hasan, Mohammad S.
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Herzberg, Markus
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Jian, Zhihong
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Koutmos, Gregory
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Lee, Hsiang-Tai
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Loc Dong Truong
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Ma, Feng
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Maniar, Hiren M.
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Maniyar, Dharmesh M.
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Maré, E.
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Nguyen Thi Kim Anh
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Pigorsch, Christian
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Applied economics
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Economía teoría y práctica
1
International journal of bonds and derivatives
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The North American journal of economics and finance : a journal of financial economics studies
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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
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:
4
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
Saved in:
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