The global latent factor and international index futures returns predictability

2021 ◽  
Author(s):  
Shu‐Lien Chang ◽  
Hsiu‐Chuan Lee ◽  
Donald Lien
Keyword(s):  
Latent Factor ◽  
Index Futures ◽  
Returns Predictability

Stock Index Futures Trading and Volatility in International Equity Markets

CFA Digest ◽  
2001 ◽  
Vol 31 (1) ◽  
pp. 71-72
Author(s):  
William H. Sackley
Keyword(s):  
Equity Markets ◽  
Stock Index ◽  
Stock Index Futures ◽  
Futures Trading ◽  
Index Futures ◽  
International Equity Markets ◽  
International Equity

Volatility and Trading Demands in Stock Index Futures

CFA Digest ◽  
2003 ◽  
Vol 33 (3) ◽  
pp. 101-102
Author(s):  
Frank T. Magiera
Keyword(s):  
Stock Index ◽  
Stock Index Futures ◽  
Index Futures

How the Stock Market Can Learn to Live with Index Futures and Options

1987 ◽  
Vol 43 (5) ◽  
pp. 33-39 ◽  
Author(s):  
Arnold Kling
Keyword(s):  
Stock Market ◽  
Index Futures ◽  
Futures And Options

CVaR value research on portfolios of stock that contain index futures based on time-varying-copula-GARCH model

2014 ◽  
Author(s):  
Yue Ding ◽  
Xiaoxi Li ◽  
Chuanglian Chen
Keyword(s):  
Garch Model ◽  
Time Varying ◽  
Index Futures

Long Memory and Periodicity in Intraday Volatility of Stock Index Futures

2009 ◽  
Author(s):  
Eduardo Rossi ◽  
Dean Fantazzini
Keyword(s):  
Long Memory ◽  
Stock Index ◽  
Stock Index Futures ◽  
Index Futures ◽  
Intraday Volatility

The Liquidity and Volatility Impacts of Day Trading by Individuals in the Taiwan Index Futures Market

2012 ◽  
Author(s):  
Robin K. Chou ◽  
George H. K. Wang ◽  
Yun-Yi Wang
Keyword(s):  
Futures Market ◽  
Index Futures ◽  
Day Trading
Sign in / Sign up

Export Citation Format

Share Document