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~person:"Hsu, Philip"
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Search: subject_exact:"Stock index futures"
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Aktienindex-Futures
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Taiwan
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1995-1997
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Aktienmarkt
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Aktienrendite
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Börsenkurs
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Estimation
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GARCH-Prozess
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Index futures
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Index-Futures
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Market microstructure
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Marktmikrostruktur
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Schätzung
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Share price
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Stock market
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Theorie
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Hsu, Philip
Xiong, Xiong
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Zhang, Wei
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Greppmair, Stefan
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Kistowski, Jesco von
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Li, Zhihui
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Lu, Xinsheng
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Shi, Lei
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Theissen, Erik
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Tian, Jie
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Wei, Lijian
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Wiebke, Harald
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Zhou, Ying
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Albrecht, Rainer
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Bamberg, Günter
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Bohl, Martin T.
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Booth, G. Geoffrey
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Chen, Ming-Hsien
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Cui, Yian
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Dubacher, René
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Gastineau, Gary L.
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Gießelbach, Axel
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He, Feng
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He, Shaoyi
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Jobst, Andreas
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Lechman, Ewa
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Liu, Jun
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Marszk, Adam
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Martikainen, Teppo
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Neubauer, Andreas
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Redanz, Ulf
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Rossi, Eduardo
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Röder, Klaus
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Salm, Christian A.
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Sebastião, Helder
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Sun, Bianxia
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Tilakaratne, Chandima
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Wilfling, Bernd
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Wong, Wing Keung
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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The impact of the introduction of index futures contracts on the price volatility in the underlying stock market
Hsu, Philip
-
2000
Persistent link: https://www.econbiz.de/10001552786
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The impact of the introduction of index futures contracts on the price volatility in the underlying stock market
Hsu, Philip
-
2000
Persistent link: https://www.econbiz.de/10004603986
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