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subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"Index construction"
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Search: subject_exact:"Stock index"
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ARCH-Modell
Index construction
Aktienindex
63
Stock index
63
Volatility
28
Volatilität
28
Börsenkurs
22
Share price
22
Aktienmarkt
19
Stock market
19
Estimation
18
Schätzung
18
Oil price
16
Ölpreis
16
ARCH model
13
Capital income
11
Kapitaleinkommen
11
USA
11
United States
11
Index futures
10
Index-Futures
10
Cointegration
9
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9
Prognoseverfahren
9
Kointegration
8
Welt
8
World
8
Coronavirus
7
Index
7
Index number
7
Theorie
7
Theory
7
Commodity derivative
5
Impact assessment
5
Indexberechnung
5
Portfolio selection
5
Portfolio-Management
5
Rohstoffderivat
5
Spillover effect
5
Spillover-Effekt
5
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4
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Article
18
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English
18
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Ahmad Monir Abdullah
1
Aini Aman
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Anandhabalaji, Veeramani
1
Aragó, Vicent
1
Aubin, Christian
1
Babu, Manivannan
1
Barai, Parama
1
Billias, Ioannis
1
Bilson, John F.
1
Browne, Frank
1
Cabrera, Gustavo
1
Chen, Chung-Hsuan
1
Chen, Xiuwen
1
Clements, Kenneth W.
1
Coronado, Semei
1
Degiannakis, Stavros
1
Doran, David
1
Elyasiani, Elyas
1
Fernández Poncet, Adrián
1
Gambarelli, Luca
1
Giannarakis, Grigoris
1
Goyeau, Daniel
1
Hariharan, C.
1
Huang, Ya-Ling
1
Indhumathi, G.
1
Izan, H. Y.
1
Jayapal, Gayathri
1
Kathiravan, Chinnadurai
1
Lan, Yihui
1
Lee, Yen-Hsien
1
Li, Xindan
1
Livada, Alexandra
1
Muzzioli, Silvia
1
Panas, Epameinōndas E.
1
Pati, Pratap Chandra
1
Powell, Robert
1
Qiao, Gaoxiu
1
Rajendran, Brintha
1
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Applied economics
International Journal of Energy Economics and Policy : IJEEP
International review of financial analysis
18
Applied financial economics
15
The North American journal of economics and finance : a journal of financial economics studies
15
Finance research letters
11
Research in international business and finance
11
Journal of international financial markets, institutions & money
10
Economic modelling
9
Journal of risk and financial management : JRFM
9
Journal of empirical finance
8
Afro-Asian Journal of Finance and Accounting : AAJFA
7
Applied economics letters
7
Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and financial issues : IJEFI
7
International review of economics & finance : IREF
7
The journal of futures markets
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Energy economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Journal of risk
6
Review of financial economics : RFE
6
Discussion paper / Tinbergen Institute
5
International journal of economics and finance
5
Journal of banking & finance
5
Journal of econometrics
5
Research bulletin / The Institute of Cost Accountants of India
5
Asia-Pacific journal of financial studies
4
IES working paper
4
International Journal of Financial Studies : open access journal
4
International journal of financial research
4
International journal of forecasting
4
Managerial finance
4
The European journal of finance
4
The international journal of business and finance research : IJBFR
4
Theoretical and applied economics : GAER review
4
Umeå economic studies
4
CBN journal of applied statistics
3
CESifo working papers
3
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ECONIS (ZBW)
18
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1
Return and volatility spillovers of Asian Pacific stock markets' energy indices
Babu, Manivannan
;
Hariharan, C.
;
Srinivasan, S.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10014235194
Saved in:
2
Energy prices and their impact on US stock indices : a wavelet- based quantile-on-quantile regression approach
Ahmad Monir Abdullah
;
Aini Aman
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
3
,
pp. 216-234
Persistent link: https://www.econbiz.de/10014533190
Saved in:
3
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
4
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
5
The skewness index : uncovering the relationship with volatility and market returns
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
53
(
2021
)
31
,
pp. 3619-3635
Persistent link: https://www.econbiz.de/10012589497
Saved in:
6
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
7
The effect of crude oil price moments on socially responsible firms in Eurozone
Sariannidis, Nikolaos
;
Giannarakis, Grigoris
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
2
,
pp. 356-363
Persistent link: https://www.econbiz.de/10011549907
Saved in:
8
Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien
;
Huang, Ya-Ling
;
Wu, Chun-Yu
- In:
International Journal of Energy Economics and Policy : IJEEP
4
(
2014
)
3
,
pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
Saved in:
9
Does WTI oil price returns volatility spillover to the exchange rate and stock index in the US?
Wei, Ching Chun
;
Chen, Chung-Hsuan
- In:
International Journal of Energy Economics and Policy : IJEEP
4
(
2014
)
2
,
pp. 189-197
Persistent link: https://www.econbiz.de/10011286260
Saved in:
10
A Bayesian approach to model changes in volatility in the Mexican stock exchange index
Cabrera, Gustavo
;
Coronado, Semei
;
Rojas, Omar
;
Romero, …
- In:
Applied economics
50
(
2018
)
15
,
pp. 1716-1724
Persistent link: https://www.econbiz.de/10011848848
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