Index Future; Spot Market; Volatility; GARCH Model - Articles

The Empirical Study about Introduction of Stock Index Futures on the Volatility of Spot Market (Articles)

Guiliang Tian, Huixiangzi Zheng

iBusiness Vol.5 No.3B，November 8, 2013

DOI: 10.4236/ib.2013.53B024 5,373 Downloads 7,510 Views Citations
Accounting and Stock Market Performance in the US: Evidence from Joiners and Leavers (Articles)

Christos Floros, Efthalia Tabouratzi, Dimitris Charamis, Stella Zounta

Theoretical Economics Letters Vol.7 No.4，May 17, 2017

DOI: 10.4236/tel.2017.74050 1,735 Downloads 3,740 Views Citations
Research on the Dynamic Volatility Relationship between Chinese and U.S. Stock Markets Based on the DCC-GARCH Model under the Background of the COVID-19 Pandemic (Articles)

Simin Wu, Yan Liang, Weixun Li

Journal of Applied Mathematics and Physics Vol.12 No.9，September 11, 2024

DOI: 10.4236/jamp.2024.129184 63 Downloads 287 Views Citations
Influence of Open-End Funds on Stock Market Volatility-Analysis Based on Shanghai Composite (Articles)

Na Zhu

American Journal of Industrial and Business Management Vol.6 No.4，April 22, 2016

DOI: 10.4236/ajibm.2016.64045 2,695 Downloads 3,665 Views Citations
An Empirical Analysis of the Correlation of Agricultural Sectors in the Chinese Stock Market Based on the DCC-GARCH Model (Articles)

Simin Wu, Zahayu Md. Yusof, Masnita Misiran

Journal of Mathematical Finance Vol.14 No.1，December 19, 2023

DOI: 10.4236/jmf.2024.141001 159 Downloads 546 Views Citations
Which Model Performs Better While Forecasting Stock Market Volatility? Answer for Dhaka Stock Exchange (DSE) (Articles)

S. M. Abdullah, Mohammod Akbar Kabir, Kawsar Jahan, Salina Siddiqua

Theoretical Economics Letters Vol.8 No.14，October 26, 2018

DOI: 10.4236/tel.2018.814199 1,041 Downloads 2,591 Views Citations
Stock Exchanges Comparison between Mainland China and H.K. Based on the SVL Model (Articles)

Jiahui Lin

Open Journal of Statistics Vol.7 No.3，May 11, 2017

DOI: 10.4236/ojs.2017.73027 1,754 Downloads 5,134 Views Citations
Testing the Long-Memory Features in Return and Volatility of NSE Index (Articles)

Naseem Ahamed, Mamoni Kalita, Aviral Kumar Tiwari

Theoretical Economics Letters Vol.5 No.3，June 29, 2015

DOI: 10.4236/tel.2015.53050 3,009 Downloads 4,027 Views Citations
Volatility Analysis of Web News and Public Attitude by GARCH Model (Articles)

Pinrui Yu, Tianzhen Liu, Qian Ding

Psychology Vol.3 No.8，August 23, 2012

DOI: 10.4236/psych.2012.38092 4,232 Downloads 6,797 Views Citations
Volatility Prediction: A Study with Structural Breaks (Articles)

Dilip Kumar

Theoretical Economics Letters Vol.8 No.6，April 23, 2018

DOI: 10.4236/tel.2018.86080 1,030 Downloads 2,247 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Impact of Macroeconomic Volatility on Stock Market Volatility in Bangladesh (Articles)

Md. Rafiqul Matin

Journal of Financial Risk Management Vol.12 No.3，September 20, 2023

DOI: 10.4236/jfrm.2023.123013 269 Downloads 1,230 Views Citations
A Study of Changes in Risk Appetite in the Stock Market and the Housing Market before and after the Global Financial Crisis in 2008 Using the vKOSPI (Articles)

Jin Yong Yang, Sang-Heon Lee

Modern Economy Vol.4 No.11，November 4, 2013

DOI: 10.4236/me.2013.411077 4,251 Downloads 6,456 Views Citations
Quantification of GARCH (1, 1) Model Misspecification with Three Known Assumed Error Term Distributions (Articles)

Zonia Chandre Stiglingh, Modisane Bennett Seitshiro

Journal of Financial Risk Management Vol.11 No.3，August 11, 2022

DOI: 10.4236/jfrm.2022.113026 259 Downloads 2,035 Views Citations
Modeling Exchange Rate Dynamics in Egypt: Observed and Unobserved Volatility (Articles)

Dina Rofael, Rana Hosni

Modern Economy Vol.6 No.1，January 14, 2015

DOI: 10.4236/me.2015.61006 4,454 Downloads 6,098 Views Citations
Study on Stock Index Futures’ Mean Reversion Effect and Arbitrage in China Based on High-Frequency Data (Articles)

Wei Zhuo, Xiujuan Zhao, Zhou Zhou, Shouyang Wang

iBusiness Vol.4 No.1，March 31, 2012

DOI: 10.4236/ib.2012.41009 7,183 Downloads 12,701 Views Citations
Selection of Heteroscedastic Models: A Time Series Forecasting Approach (Articles)

Imoh Udo Moffat, Emmanuel Alphonsus Akpan

Applied Mathematics Vol.10 No.5，May 23, 2019

DOI: 10.4236/am.2019.105024 806 Downloads 2,283 Views Citations
Empirical Research on Spillover Effect among Stock, Money and Foreign Exchange Market of China (Articles)

Yunlong Yu, Dong Liao

Modern Economy Vol.8 No.5，May 12, 2017

DOI: 10.4236/me.2017.85047 1,987 Downloads 3,732 Views Citations
Relationship between Spot and Future Prices of Crude Oil: A Cointegration Analysis (Articles)

M. C. Minimol

Theoretical Economics Letters Vol.8 No.3，February 11, 2018

DOI: 10.4236/tel.2018.83023 1,108 Downloads 3,467 Views Citations
Measuring and Comparing the Value-at-Risk Using GARCH and CARR Models for CSI 300 Index (Articles)

Chunchou Wu

Theoretical Economics Letters Vol.8 No.6，April 23, 2018

DOI: 10.4236/tel.2018.86078 1,061 Downloads 5,032 Views Citations
This article belongs to the Special Issue on Computational Economics and Econometrics
Growth and Volatility: An Analysis for the Brazilian Economy (Articles)

Elano Ferreira Arruda, Felipe de Sousa Bastos, Pablo Urano de Carvalho Castelar, Fernando Marques Mansilla, Antônio Clécio de Brito

Theoretical Economics Letters Vol.9 No.7，October 24, 2019

DOI: 10.4236/tel.2019.97165 725 Downloads 1,901 Views Citations

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