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subject:"ARCH-Modell"
~accessRights:"restricted"
~subject:"Prognoseverfahren"
~subject:"Stock index"
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Search: subject_exact:"GARCH-Modell"
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ARCH-Modell
Prognoseverfahren
Stock index
ARCH model
3,039
Volatilität
2,336
Volatility
2,334
Estimation
1,118
Schätzung
1,118
Börsenkurs
931
Share price
931
Capital income
908
Kapitaleinkommen
908
Stock market
866
Aktienmarkt
865
Forecasting model
775
Theorie
654
Theory
654
Time series analysis
580
Zeitreihenanalyse
580
Spillover effect
506
Spillover-Effekt
506
GARCH
464
Welt
400
World
400
Risikomaß
395
Risk measure
395
Oil price
376
Ölpreis
376
Correlation
326
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325
Estimation theory
297
Schätztheorie
297
Portfolio selection
280
Portfolio-Management
280
China
241
Risk
241
Risiko
234
Exchange rate
225
Wechselkurs
225
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214
Rohstoffderivat
214
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3,202
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2,985
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54
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2,921
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2,921
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62
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62
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29
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29
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24
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6
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3,036
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Ma, Feng
62
Gupta, Rangan
39
Zhang, Yaojie
32
Bouri, Elie
31
Liang, Chao
23
Tiwari, Aviral Kumar
23
Wang, Yudong
22
Wu, Xinyu
20
Serletis, Apostolos
19
Kumar, Dilip
17
Wei, Yu
17
Xuan Vinh Vo
16
Hammoudeh, Shawkat
15
Jawadi, Fredj
15
Kang, Sang Hoon
15
Lucey, Brian M.
15
Wang, Lu
14
Huang, Zhuo
13
McAleer, Michael
13
Lu, Xinjie
12
Mensi, Walid
12
Nonejad, Nima
12
Wang, Jiqian
12
Degiannakis, Stavros
11
Francq, Christian
11
Herwartz, Helmut
11
Ji, Qiang
11
Lau, Chi Keung
11
Lee, Chien-chiang
11
Li, Yan
11
Liu, Jing
11
Molnár, Peter
11
Shi, Yanlin
11
Yoon, Seong-min
11
Corbet, Shaen
10
Demirer, Rıza
10
Floros, Christos
10
Hafner, Christian M.
10
Hamori, Shigeyuki
10
Wen, Fenghua
10
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Finance research letters
191
Energy economics
180
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
Computational economics
37
Journal of forecasting
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Journal of banking & finance
33
Journal of financial econometrics
33
Journal of risk
31
International journal of finance & economics : IJFE
30
Quantitative finance
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
The European journal of finance
27
The journal of futures markets
25
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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
16
Global business review
16
Journal of commodity markets
15
Journal of international money and finance
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ECONIS (ZBW)
3,039
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1
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1
Can Internet concern about COVID-19 help predict stock markets : new evidence from high-concern and low-concern periods
Ren, Jiqin
;
Guo, Yuanxuan
;
Li, Jingjing
;
Li, Jingjing
- In:
Applied economics
56
(
2024
)
35
,
pp. 4155-4176
Persistent link: https://www.econbiz.de/10014559277
Saved in:
2
Macroeconomic news and intraday seasonal volatility in the cryptocurrency markets
Ben Omrane, Walid
;
Houidi, Fatma
;
Savaser, Tanseli
- In:
Applied economics
56
(
2024
)
38
,
pp. 4594-4610
Persistent link: https://www.econbiz.de/10014560361
Saved in:
3
Do Green bonds affect extreme spillover and hedging effects across stocks and commodities?
Mezghani, Taicir
;
Ben Hamadou, Fatma
;
Abbes, Mouna …
- In:
International journal of the economics of business
31
(
2024
)
2
,
pp. 103-130
Persistent link: https://www.econbiz.de/10014560546
Saved in:
4
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
5
Financial uncertainty and stock market volatility
Jiang, Ying
;
Liu, Xiaoquan
;
Lu, Zhenyu
- In:
European financial management : the journal of the …
30
(
2024
)
3
,
pp. 1618-1667
Persistent link: https://www.econbiz.de/10014574142
Saved in:
6
Does the COVID-19 pandemic strengthen the volatility spillovers across global stock markets?
Zhou, Yuqin
;
Wu, Shan
;
Liu, Zhenhua
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014574963
Saved in:
7
Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study
Panda, Amrit
;
Deb, Soumya Guha
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574970
Saved in:
8
The impact of climate change news on the US stock market
Fedorova, Elena
;
Iasakova, Polina
- In:
The journal of risk finance : JRF
25
(
2024
)
2
,
pp. 293-320
Persistent link: https://www.econbiz.de/10014504701
Saved in:
9
Time-frequency correlation and risk spillovers between Euramerican mature and Asian emerging crude oil futures markets
Hong, Shuifeng
;
Luo, Yimin
;
Li, Mengya
;
Yang, Duoping
- In:
The journal of risk finance : JRF
25
(
2024
)
2
,
pp. 321-336
Persistent link: https://www.econbiz.de/10014504706
Saved in:
10
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
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