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isPartOf:"Applied financial economics"
~subject:"Aktienindex"
~subject:"Capital income"
~subject:"Derivat"
~subject:"Stock market"
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Aktienindex
Capital income
Derivat
Stock market
Volatility
265
Volatilität
265
Kapitaleinkommen
78
Estimation
75
Schätzung
75
Börsenkurs
64
Share price
64
ARCH model
60
ARCH-Modell
60
Aktienmarkt
58
USA
49
United States
49
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33
Wechselkurs
33
Theorie
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Theory
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28
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Stock index
25
Großbritannien
20
United Kingdom
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Handelsvolumen der Börse
17
Index futures
17
Index-Futures
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Trading volume
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Stochastic process
16
Stochastischer Prozess
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Financial crisis
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Finanzkrise
14
Time series analysis
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Zeitreihenanalyse
14
Interest rate
13
Japan
13
Spillover effect
13
Spillover-Effekt
13
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13
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134
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McMillan, David G.
4
Asai, Manabu
3
Chelley-Steeley, Patricia L.
3
Adrangi, Bahram
2
Ap Gwilym, Owain
2
Butler, Kirt Charles
2
Chatrath, Arjun
2
Loudon, Geoffrey F.
2
Okada, Katsushi
2
Poshakwale, Sunil S.
2
Ragunathan, Vanitha
2
Speight, Alan E. H.
2
Unite, Angelo A.
2
Vipul
2
Visaltanachoti, Nuttawat
2
Adam, Christopher M.
1
Ahmed, Walid M. A.
1
Ajmi, Ahdi Noomen
1
Aktas, Elvan
1
Alberg, Dima
1
Aliyu, Rano
1
Alkebäck, Per
1
Alles, Lakshman
1
Ammann, Manuel
1
Andersson, Magnus
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Ané, Thierry
1
Apergēs, Nikolaos
1
Arnold, Ivo J. M.
1
Arshanapalli, Bala Gangadhar
1
Arslan, Cem Kaan
1
Assaf, A.
1
Awartani, B.
1
Bai, Ye
1
Barkoulas, John T.
1
Basher, Syed Abul
1
Becchetti, Leonardo
1
Beltratti, Andrea
1
Beneda, Nancy
1
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Applied financial economics
Finance research letters
290
International review of financial analysis
227
Energy economics
207
International review of economics & finance : IREF
190
The North American journal of economics and finance : a journal of financial economics studies
179
Journal of banking & finance
176
Applied economics
145
Research in international business and finance
145
Journal of empirical finance
137
Economic modelling
131
Journal of international financial markets, institutions & money
126
Applied economics letters
112
NBER working paper series
108
The journal of futures markets
107
Journal of risk and financial management : JRFM
101
Pacific-Basin finance journal
101
Working paper / National Bureau of Economic Research, Inc.
101
Journal of econometrics
99
Journal of financial economics
98
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
93
The European journal of finance
79
NBER Working Paper
78
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
74
International journal of finance & economics : IJFE
66
International journal of forecasting
66
Global finance journal
65
International Journal of Energy Economics and Policy : IJEEP
62
Working paper
62
Journal of forecasting
58
Economics letters
57
Journal of international money and finance
56
International journal of theoretical and applied finance
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
53
Investment management and financial innovations
53
Quantitative finance
53
Cogent economics & finance
52
Finance India : the quarterly journal of Indian Institute of Finance
52
Review of quantitative finance and accounting
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ECONIS (ZBW)
134
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1
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Saved in:
2
Examining volatility spillover in Asian REIT markets
Lin, Pin-te
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1701-1705
Persistent link: https://www.econbiz.de/10010336274
Saved in:
3
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
4
Extreme returns in emerging stock markets : evidence of a MAX effect in South Korea
Nartea, Gilbert V.
;
Wu, Ji
;
Liu, Hong Tao
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 425-435
Persistent link: https://www.econbiz.de/10010401960
Saved in:
5
Momentum strategy and credit risk
Lu, Su-lien
;
Lee, Kuo-jung
;
Yu, Chia-chang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 753-762
Persistent link: https://www.econbiz.de/10010402585
Saved in:
6
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
7
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
8
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
9
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
Saved in:
10
Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Ahmed, Walid M. A.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1347-1359
Persistent link: https://www.econbiz.de/10010460154
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