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Showing 1 - 20 results of 90 for search '"NASDAQ-100"', query time: 1.60s Refine Results
  1. 1
    The Impact of Cubes on the Market Quality of Nasdaq 100 Index Futures
    by Seyfettin Unal, M. Mesut Kayali, Cuneyt Koyuncu
    Published 2006-09-01
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    Article
  2. 2
    Effekter av Federal Reserves kvantitativa lättnader på NASDAQ-100
    by Singh, Bavneet, Hagberg, Loke
    Published 2021
    “... Reserves (FED) balansräkning som har drivits av QE påverkat aktieindex NASDAQ-100s förändring långsiktigt...”
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  3. 3
    On Pairs Trading : A Comparison between Cointegration and Correlation as Selection-criteria
    Subjects: “...NASDAQ100...”
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  4. 4
    Market Liquidity and Depth on Floor-Traded and E-Mini Index Futures: An Analysis of the S&P 500 and Nasdaq 100
    by Yu-shan Wang, Huimin Chung, Yung-Ching Yang
    Published 2007-12-01
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    Article
  5. 5
    Kou Jump Diffusion Model: An Application to the Standard and Poor 500, Nasdaq 100 and Russell 2000 Index Options
    “... on three US indexes during 2007: large cap (SP500), Hi-Tech cap (Nasdaq100) and small cap (Russell2000...”
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    Article
  6. 6
    The Price Discovery Relationship among Spot Index, Index Futures, ETF－Taking NASDAQ 100 Derivatives for Example.
    “...碩士 === 淡江大學 === 財務金融學系 === 91 === The purpose of this paper is using NASDAQ 100 index derivatives...”
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  7. 7
    Intraday price dynamics of S&P 500, Nasdaq-100 and DJIA indexes across index futures and ETF markets
    by Erh-Yin Sun, 孫而音
    Published 2004
    “... co-integration and long-term balance relationships existed among S&P500, DJIA, and Nasdaq100 indexes...”
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  8. 8
    A inovação aberta nas empresas do Índice NASDAQ-100: um estudo das redes de cooperação formadas a partir das patentes
    Subjects: “... Índice NASDAQ-100 ...”
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  9. 9
    A inovação aberta nas empresas do Índice NASDAQ-100: um estudo das redes de cooperação formadas a partir das patentes
    Subjects: “...Índice NASDAQ-100...”
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  10. 10
    How useful are the Various Volatility Estimators for Improving GARCH-based Volatility Forecasts? Evidence from the Nasdaq-100 Stock Index
    by Jying-Nan Wang, Yuan-Teng Hsu, Hung-Chun Liu
    Published 2014-09-01
    “... out-of-sample volatility forecasts of Nasdaq-100 stock index returns at daily horizon over the period...”
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    Article
  11. 11
    Variance Risk Premiums on the S&P 500, Nasdaq 100, Euro Stoxx 50, FTSE 100, SMI, DAX and the United States Oil Fund
    by Øverås, Roar
    Published 2011
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  12. 12
    Brownian Dynamic Simulation to Predict the Stock Market Price
    Subjects: “...NASDAQ100....”
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  13. 13
    An Empirical Study of the Return Dynamics Across the China，Taiwan and U.S. Equity Markets－Asymmetric Threshold Cointegration 、Error Correction Model and Causality Tests
    by Yi-Jing Ye, 葉逸菁
    Published 2005
    “... asymmetric cointegration test is used, NASDAQ100 and Taiwan Electronic stock prices, NASDAQ100 and Hong Kong...”
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  14. 14
    The Effect of Decimalization of U.S. Stock Market on the Pricing Error of Index Futures
    by Shih-Yu Chuang, 莊仕妤
    Published 2004
    “... of stock market on January 29, 2001 on the mispricing of E-mini S&P 500 index futures and E-mini Nasdaq 100...”
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  15. 15
    Hedging Risk On The Basis Of The Lower Partial Moments（LPMs）: Index Futures V.S.Index Options
    by Tsing-Fu Chen, 陳增福
    Published 2002
    “... index）, and CNI（Nasdaq 100 index）. Within the downside risk framework, the LPM allows the use of utility...”
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  16. 16
    Analyzing Implied Volatility with Marcov Switching Model
    by Chen ,Mei Yin, 陳玫吟
    Published 2011
    “... indices: S&P 500 volatility index (VIX) and NASDAQ-100 volatility index (VXN), then we separately exploit...”
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  17. 17
    The Volatility Spillover Effect between Index Options and Their Underlying Markets: Evidence from the U.S., U.K., and Taiwan
    by Hong-Min Chen, 陳鴻旻
    Published 2009
    “... Industrial Average, Nasdaq-100, FTSE-100, TAIEX index options and their underlying markets is examined...”
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  18. 18
    Further evidence on the price transmission and the overreaction：the empirical study on the spot and futures market in the U.S. and Taiwan.
    by Hsin-I Cheng, 鄭昕宜
    Published 2004
    “... data from the spot and futures of S&P 500 index and Nasdaq 100 index, the stock returns does...”
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  19. 19
    PRICE DISCOVERY AND MARKET INTEGRATION OF ETF－AN EMPIRICAL STUDY OF QQQ AND IShare EWT LISTED IN AMEX
    by Po-Hsin Wu, 吳柏炘
    Published 2004
    “... exists between ETF and Spot indices, but not for QQQ and Nasdaq 100 index or iShare EWT and MSCI Taiwan...”
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  20. 20
    以馬可夫轉換模型檢視隱含波動度
    “...為S&P500指數的隱含波動度，而VXN為Nasdaq-100指數的隱含波動度)，馬可夫轉換模型為非線性模型，可捕捉不同區間轉換與不規則跳動，隱含波動度在特殊金融事件發生時會突然竄高，馬可夫轉換模型相...”
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