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subject:"ARCH-Modell"
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~subject:"Stock index"
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ARCH-Modell
Stock index
ARCH model
15
Volatility
15
Volatilität
15
Börsenkurs
9
Share price
9
Aktienmarkt
7
Capital income
7
Kapitaleinkommen
7
Stock market
7
Spillover effect
6
Spillover-Effekt
6
India
5
Indien
5
Estimation
4
Exchange rate
4
Schätzung
4
Wechselkurs
4
volatility spillover
4
Asia
3
Asien
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
GARCH
3
Time series analysis
3
Zeitreihenanalyse
3
leverage effect
3
volatility
3
Correlation
2
Eastern Europe
2
Emerging economies
2
Handelsvolumen der Börse
2
Korrelation
2
Osteuropa
2
Schwellenländer
2
Stock markets
2
Theorie
2
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English
15
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Ngo Thai Hung
2
Abebe, Teshome Hailemeskel
1
Agnihotri, Shalini
1
Ayele, Amare Wubishet
1
Bal, Gnyana Ranjan
1
Choudhary, Kapil
1
Dawar, Varun
1
Deo, Malabika
1
Gabreyohannes, Emmanuel
1
Habiba, Umme
1
Hamid, Kashif
1
Kumar, Dilip
1
Legesse, Belaineh
1
Maitra, Debasish
1
Majumder, Sayantan Bandhu
1
Manglani, Amit
1
Nadarajah, Saralees
1
Nag, Ranjanendra Narayan
1
Nanda, Swagatika
1
Panda, Ajaya Kumar
1
Panda, Laxmidhar
1
Parminder Singh
1
Rajwani, Shegorika
1
Seth, Neha
1
Shahzad, Farrukh
1
Shakeel, Moonis
1
Shen, Peilong
1
Sinha, Pankaj
1
Soni, Amit
1
Srivastava, Bhavana
1
Tesfay, Yohannes Yebabe
1
Woldesenbet, Emmanuel Gabreyohannes
1
Zhang, Zili
1
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Global business review
Finance research letters
179
Energy economics
173
Applied economics
105
The North American journal of economics and finance : a journal of financial economics studies
104
Research in international business and finance
95
International review of economics & finance : IREF
94
International review of financial analysis
89
Economic modelling
82
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
75
International journal of forecasting
62
Journal of econometrics
61
Journal of empirical finance
49
Journal of international financial markets, institutions & money
49
Economics letters
44
Applied economics letters
43
Journal of forecasting
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Computational economics
33
Journal of banking & finance
33
Journal of financial econometrics
33
Journal of risk
31
International journal of finance & economics : IJFE
29
Quantitative finance
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
The European journal of finance
25
The journal of futures markets
25
Emerging markets, finance and trade : EMFT
24
Pacific-Basin finance journal
24
Econometric reviews
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Theoretical economics letters
20
International journal of economics and finance
19
Journal of time series econometrics
19
Review of quantitative finance and accounting
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of mathematical finance
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Journal of commodity markets
15
Journal of international money and finance
15
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ECONIS (ZBW)
15
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1
Relationship between FIIs' herding and returns in the Indian equity market : further empirical evidence
Choudhary, Kapil
;
Parminder Singh
;
Soni, Amit
- In:
Global business review
23
(
2022
)
1
,
pp. 137-155
Persistent link: https://www.econbiz.de/10012822101
Saved in:
2
Spillover effects between stock prices and exchange rates for the Central and Eastern European countries
Ngo Thai Hung
- In:
Global business review
23
(
2022
)
2
,
pp. 259-286
Persistent link: https://www.econbiz.de/10013256834
Saved in:
3
Statistical analysis of price volatility of agricultural commodities traded at the Ethiopian commodity exchange (ECX) using multiplicative GARCH-MIDAS two-component model
Abebe, Teshome Hailemeskel
;
Woldesenbet, Emmanuel …
- In:
Global business review
23
(
2022
)
4
,
pp. 925-945
Persistent link: https://www.econbiz.de/10013387258
Saved in:
4
A statistical analysis of the Colombo stock returns
Zhang, Zili
;
Nadarajah, Saralees
- In:
Global business review
22
(
2021
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10012483216
Saved in:
5
Stock returns and asymmetric volatility spillover dynamics between Asian emerging markets
Habiba, Umme
;
Shen, Peilong
;
Hamid, Kashif
;
Shahzad, Farrukh
- In:
Global business review
22
(
2021
)
5
,
pp. 1131-1145
Persistent link: https://www.econbiz.de/10012660316
Saved in:
6
Stylized facts of high-frequency financial time series data
Shakeel, Moonis
;
Srivastava, Bhavana
- In:
Global business review
22
(
2021
)
2
,
pp. 550-564
Persistent link: https://www.econbiz.de/10012520248
Saved in:
7
Volatility behaviour of the foreign exchange rate and transmission among Central and Eastern European countries : evidence from the EGARCH model
Ngo Thai Hung
- In:
Global business review
22
(
2021
)
1
,
pp. 36-56
Persistent link: https://www.econbiz.de/10012440250
Saved in:
8
Time-varying correlation between indian equity market and selected Asian and US stock markets
Seth, Neha
;
Panda, Laxmidhar
- In:
Global business review
21
(
2020
)
6
,
pp. 1354-1375
Persistent link: https://www.econbiz.de/10012388968
Saved in:
9
Return and volatility spillover among commodity futures, stock market and exchange rate : evidence from India
Maitra, Debasish
;
Dawar, Varun
- In:
Global business review
20
(
2019
)
1
,
pp. 214-237
Persistent link: https://www.econbiz.de/10011984156
Saved in:
10
A GARCH modelling of volatility and M-GARCH approach of stock market linkages of North America
Panda, Ajaya Kumar
;
Nanda, Swagatika
- In:
Global business review
19
(
2018
)
6
,
pp. 1538-1553
Persistent link: https://www.econbiz.de/10011982881
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