Works matching DE "STOCK market index options"

Results: 66

Forecasting the Volatility of Stock Market Index Using the Hybrid Models with Google Domestic Trends.

Published in:

Fluctuation & Noise Letters, 2019, v. 18, n. 1, p. N.PAG, doi. 10.1142/S0219477519500068

By:

Seo, Monghwan;
Lee, Sungchul;
Kim, Geonwoo

Publication type:

Article

FORECASTING THE CRITICAL POINTS OF STOCK MARKETS' INDICES USING LOG-PERIODIC POWER LAW.

Published in:

Econometrics / Ekonometria, 2013, n. 38, p. 100

By:

Korzeniowski, Piotr;
Kuropka, Ireneusz

Publication type:

Article

Pattern formation in time series systems due to viscoelastic behavior: Case studies in uniform distribution, normal distribution, stock market index, and music.

Published in:

International Journal of Modern Physics C: Computational Physics & Physical Computation, 2018, v. 29, n. 9, p. N.PAG, doi. 10.1142/S0129183118500857

By:

Gündüz, Güngör

Publication type:

Article

Investors' and Central Bank's Uncertainty Embedded in Index Options.

Published in:

Review of Financial Studies, 2014, v. 27, n. 6, p. 1661, doi. 10.1093/rfs/hhu024

By:

David, Alexander;
Veronesi, Pietro

Publication type:

Article

Index Option Returns: Still Puzzling.

Published in:

Review of Financial Studies, 2014, v. 27, n. 6, p. 1915, doi. 10.1093/rfs/hhu020

By:

Chambers, Donald R.;
Foy, Matthew;
Liebner, Jeffrey;
Lu, Qin

Publication type:

Article

¿Se puede comprar la inclusión en el S&P 500?

Published in:

Debates IESA, 2021, v. 26, n. 4, p. 19

By:

Jaramillo, Carlos

Publication type:

Article

Is it possible to forecast KOSPI direction using deep learning methods?

Published in:

Communications for Statistical Applications & Methods, 2021, v. 28, n. 4, p. 329, doi. 10.29220/CSAM.2021.28.4.329

By:

Songa Choi;
Jongwoo Song

Publication type:

Article

Sparse index tracking using sequential Monte Carlo.

Published in:

Quantitative Finance, 2022, v. 22, n. 9, p. 1579, doi. 10.1080/14697688.2022.2057353

By:

Satpathy, Tanmay;
Shah, Rushabh

Publication type:

Article

Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails.

Published in:

Quantitative Finance, 2014, v. 14, n. 10, p. 1857, doi. 10.1080/14697688.2012.742202

By:

Lee, SeungHwan

Publication type:

Article

Dynamic option hedging via stochastic model predictive control based on scenario simulation.

Published in:

Quantitative Finance, 2014, v. 14, n. 10, p. 1739, doi. 10.1080/14697688.2011.649780

By:

Bemporad, Alberto;
Bellucci, Leonardo;
Gabbriellini, Tommaso

Publication type:

Article

Volatility-of-Volatility Risk.

Published in:

Journal of Financial & Quantitative Analysis, 2019, v. 54, n. 6, p. 2423, doi. 10.1017/S0022109018001436

By:

Huang, Darien;
Schlag, Christian;
Shaliastovich, Ivan;
Thimme, Julian

Publication type:

Article

Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options.

Published in:

Journal of Financial & Quantitative Analysis, 2013, v. 48, n. 3, p. 947, doi. 10.1017/S002210901300032X

By:

Neumann, Michael;
Skiadopoulos, George

Publication type:

Article

EFFICIENCY OF CROBEX AND CROBEX10 STOCK MARKET INDICES.

Published in:

UTMS Journal of Economics, 2017, v. 8, n. 3, p. 271

By:

Habibovic, Armin;
Zoricic, Davor;
Golubic, Zrinka Lovretin

Publication type:

Article

FORECASTING CROATIAN STOCK MARKET INDEX: CROBEX.

Published in:

UTMS Journal of Economics, 2013, v. 4, n. 2, p. 79

By:

Ivanovic, Zoran;
Bogdan, Sinisa;
Baresa, Suzana

Publication type:

Article

Ex-Ante Equity Risk Premia: Expectational Estimates Using Stock Market Returns Forecasts in the Emerging Equity Market.

Published in:

Panoeconomicus, 2018, v. 65, n. 4, p. 479, doi. 10.2298/PAN130925004N

By:

Naumoski, Aleksandar;
Nestorovski, Metodija

Publication type:

Article

The limits of institutional isomorphism in the design of e-recruitment websites: a comparative analysis of the USA and Spain.

Published in:

International Journal of Human Resource Management, 2016, v. 27, n. 1, p. 23, doi. 10.1080/09585192.2015.1004186

By:

Simón, Cristina;
Esteves, José

Publication type:

Article

Option-Writing Strategies in a Low-Volatility Framework.

Published in:

Journal of Investing, 2015, v. 24, n. 3, p. 116, doi. 10.3905/joi.2015.24.3.116

By:

He, Donald X.;
Hsu, Jason C.;
Rue, Neil

Publication type:

Article

GLOBAL RISK FACTORS AND SOUTH AFRICAN EQUITY INDICES.

Published in:

South African Journal of Economics, 2015, v. 83, n. 4, p. 598, doi. 10.1111/saje.12065

By:

POLAKOW, DANIEL ADAM;
FLINT, EMLYN JAMES

Publication type:

Article

Financial Stability and the Role of the Financial Policy Committee.

Published in:

Manchester School (1463-6786), 2014, v. 82, p. 35, doi. 10.1111/manc.12070

By:

Farmer, Roger E. A.

Publication type:

Article

Examining the Equilibrium Relationship Between the Shanghai 50 Stock Index Futures and the Shanghai 50 ETF Options Markets.

Published in:

Emerging Markets Finance & Trade, 2018, v. 54, n. 11, p. 2557, doi. 10.1080/1540496X.2018.1483824

By:

Wang, Jinzhong;
Kang, Hao;
Xia, Fei;
Li, Guowei

Publication type:

Article

The Effect of Credit Crunches and Equity Financing Restrictions on the Capital Structure Adjustments of Chinese Listed Real Estate Companies.

Published in:

Emerging Markets Finance & Trade, 2015, v. 51, p. S21, doi. 10.1080/1540496X.2015.1062306

By:

Zhang, Hong;
Gao, Shuai;
Seiler, Michael J.;
Zhang, Yang

Publication type:

Article

Regime-Dependent Relationships Between the Implied Volatility Index and Stock Market Index.

Published in:

Emerging Markets Finance & Trade, 2014, v. 50, n. 5, p. 5, doi. 10.2753/REE1540-496X500501

By:

Lee, Jaeram;
Ryu, Doojin

Publication type:

Article

Exchange Rate Fluctuations and Stock Market Performance in Nairobi Securities Exchange, Kenya.

Published in:

Journal of Emerging Issues in Economics, Finance & Banking, 2018, v. 7, n. 1, p. 2434

By:

Ouma, Duncan O.;
Kihiu, Evelyn

Publication type:

Article

Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach.

Published in:

Lecturas de Economia, 2016, n. 85, p. 155, doi. 10.17533/udea.le.n85a05

By:

Mosquera, Stephanía;
Restrepo, Natalia;
Uribe, Jorge

Publication type:

Article

Una propuesta para hacer más eficiente el IPC de la BMV Un modelo con reversión a la media para la flotación relativa.

Published in:

Economia Mexicana, 2013, p. 465

By:

Aké, Salvador Cruz;
Ruiz, Reyna Susana García;
Venegas-Martínez, Francisco

Publication type:

Article

Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR.

Published in:

Eurasian Economic Review, 2014, v. 4, n. 2, p. 113, doi. 10.1007/s40822-015-0013-x

By:

Chen, Yanhui;
Lai, Kin;
Du, Jiangze

Publication type:

Article

Twitter carbon information and cost of equity: the moderating role of environmental performance.

Published in:

Eurasian Business Review, 2023, v. 13, n. 3, p. 693, doi. 10.1007/s40821-022-00225-0

By:

Albarrak, Mohammed S.;
Cao, Ngan Duong;
Salama, Aly;
Aljughaiman, Abdullah A.

Publication type:

Article

Estimating the portion of technical analysts in a market.

Published in:

Applied Economics, 2017, v. 49, n. 41, p. 4127, doi. 10.1080/00036846.2016.1276274

By:

Cook, Jonathan

Publication type:

Article

A nonparametric kernel regression approach for pricing options on stock market index.

Published in:

Applied Economics, 2016, v. 48, n. 10, p. 902, doi. 10.1080/00036846.2015.1090549

By:

Kung, James J.

Publication type:

Article

Impacts of derivative markets on spot market volatility and their persistence.

Published in:

Applied Economics, 2015, v. 47, n. 22, p. 2250, doi. 10.1080/00036846.2015.1005813

By:

Fong, Lik;
Han, Chulwoo

Publication type:

Article

Scale-free tails in colombian financial indexes: a primer.

Published in:

ODEON - Observatorio de Economía y Operaciones Numéricas, 2015, n. 9, p. 233, doi. 10.18601/17941113.n9.06

By:

León, Carlos

Publication type:

Article

FORECASTING STOCK INDEX MOVEMENT WITH ARTIFICIAL NEURAL NETWORKS: THE CASE OF ISTANBUL STOCK EXCHANGE.

Published in:

Trakya University Journal of Social Science, 2012, v. 14, n. 2, p. 231

By:

KARYMSHAKOV, Kamalbek;
ABDYKAPAROV, Yzat

Publication type:

Article

Return scaling cross-correlation forecasting by stochastic time strength neural network in financial market dynamics.

Published in:

Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2018, v. 22, n. 9, p. 3097, doi. 10.1007/s00500-017-2564-0

By:

Mo, Haiyan;
Wang, Jun

Publication type:

Article

Financial time series forecasting using LPP and SVM optimized by PSO.

Published in:

Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2013, v. 17, n. 5, p. 805, doi. 10.1007/s00500-012-0953-y

By:

Zhiqiang, Guo;
Huaiqing, Wang;
Quan, Liu

Publication type:

Article

Modeling Financial Time Series Based on a Market Microstructure Model with Leverage Effect.

Published in:

Discrete Dynamics in Nature & Society, 2016, p. 1, doi. 10.1155/2016/1580941

By:

Xi, Yanhui;
Peng, Hui;
Qin, Yemei

Publication type:

Article

Fractal Dimensional Analysis in Financial Time Series.

Published in:

International Journal of Financial Management, 2015, v. 5, n. 3, p. 46, doi. 10.21863/ijfm/2015.5.3.016

By:

Bhatt, S. J.;
Dedania, H. V.;
Shah, Vipul R.

Publication type:

Article

Forté Capital's Selected Statistics.

Published in:: CPA Journal, 2023, v. 93, n. 1/2, p. 80
Publication type:: Article

Forté Capital's Selected Statistics.

Published in:: CPA Journal, 2022, v. 92, n. 7/8, p. 80
Publication type:: Article

Forté Capital's Selected Statistics.

Published in:: CPA Journal, 2021, v. 91, n. 10/11, p. 80
Publication type:: Article

Analyzing the Dynamic Equicorrelation Between Shanghai Composite (SSEC) and Austral African Stock Market Indices.

Published in:

Chinese Economy, 2019, v. 52, n. 1, p. 83, doi. 10.1080/10971475.2018.1523862

By:

Derbali, Abdelkader;
Jouini, Fathi

Publication type:

Article

The impacts of investor sentiment on returns and conditional volatility of international stock markets.

Published in:

Quality & Quantity, 2014, v. 48, n. 3, p. 1165, doi. 10.1007/s11135-013-9827-3

By:

Uygur, Utku;
Taş, Oktay

Publication type:

Article

PROTECT PUT CERTIFICATES - A CASE OF BEARISH STRUCTURED PRODUCTS.

Published in:

American Journal of Business Research, 2014, v. 7, n. 1, p. 61

By:

Hernández, Rodrigo;
Jones, Jeffrey S.;
Gu, Jenny

Publication type:

Article

An Analysis of Risk-Adjusted Return on Tax-Saving Mutual Fund Schemes in India.

Published in:

IUP Journal of Financial Risk Management, 2012, v. 9, n. 3, p. 54

By:

Santhi, N. S.;
Balanaga Gurunathan, K.

Publication type:

Article

Métodos para predecir índices bursátiles.

Published in:

Ecos de Economía, 2013, v. 17, n. 37, p. 51, doi. 10.17230/ecos.2013.37.3

By:

García, Martha Cecilia;
Jalal, Aura María;
Garzón, Luis Alfonso;
López, Jorge Mario

Publication type:

Article

Empirical Asset Pricing with Nonlinear Risk Premia.

Published in:

Journal of Financial Econometrics, 2014, v. 12, n. 3, p. 479

By:

Mijatović, Aleksandar;
Schneider, Paul

Publication type:

Article

MODELIRANJE VOLATILNOSTI TRŽIŠNIH INDEKSA AKCIJA BEOGRADSKE BERZE: BELEX15 I BELEXLINE.

Published in:

Economy & Market Communication Review / Casopis za Ekonomiju i Trzisne Komunikacije, 2012, v. 2, n. 2, p. 336, doi. 10.7251/EMC1202336M

By:

Mirjanić, Borjana B.;
Branković, Nenad B.

Publication type:

Article

Daily momentum profits with firm characteristics and investors' optimism in the Taiwan market.

Published in:

Journal of Economics & Finance, 2013, v. 37, n. 2, p. 253, doi. 10.1007/s12197-011-9182-y

By:

Chang, Chiao-Yi

Publication type:

Article

INVESTORS SENTIMENT AND EQUITY MARKETS DURING COVID-19 PERIOD: A QUANTILE REGRESSION APPROACH AND WAVELET ANALYSIS.

Published in:

Journal of Business Economics & Management, 2023, v. 24, n. 3, p. 551, doi. 10.3846/jbem.2023.19814

By:

GHERGHINA, Ștefan Cristian;
MEHDIAN, Seyed;
STOICA, Ovidiu

Publication type:

Article

Approximation of data using non-integer harmonics series.

Published in:

Nonlinear Dynamics, 2017, v. 89, n. 4, p. 2845, doi. 10.1007/s11071-017-3629-4

By:

Tenreiro Machado, J.;
Lopes, António

Publication type:

Article

THE CO-MOVEMENT CONNECTION BETWEEN THE GDP AND THE MAIN STOCK MARKET INDEX. THE CASES OF USA AND ROMANIA.

Published in:

Annals of 'Constantin Brancusi' University of Targu-Jiu. Economy Series / Analele Universităţii 'Constantin Brâncuşi' din Târgu-Jiu Seria Economie, 2015, n. 6, p. 186

By:

Roxana, Ioan

Publication type:

Article