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subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~subject:"Index construction"
~subject:"Schätzung"
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Search: subject_exact:"Stock index"
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ARCH-Modell
Index construction
Schätzung
Aktienindex
42
Stock index
42
Volatility
16
Volatilität
16
Aktienmarkt
15
Stock market
15
Estimation
12
Börsenkurs
11
Share price
11
ARCH model
9
Forecasting model
9
Prognoseverfahren
9
Capital income
8
Kapitaleinkommen
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Index-Futures
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USA
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United States
7
Theorie
6
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Welt
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World
6
Coronavirus
5
Index
5
Index number
5
Cointegration
4
Impact assessment
4
Indexberechnung
4
Kointegration
4
Multivariate Verteilung
4
Multivariate distribution
4
Portfolio selection
4
Portfolio-Management
4
Time series analysis
4
Wirkungsanalyse
4
Zeitreihenanalyse
4
COVID-19
3
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Article
21
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English
21
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Abutaleb, Ahmed S.
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Araar, Abdelkrim
1
Aragó, Vicent
1
Aubin, Christian
1
Barai, Parama
1
BenSaïda, Ahmed
1
Bhar, Ramaprasad
1
Bilson, John F.
1
Browne, Frank
1
Cabrera, Gustavo
1
Chelley-Steeley, Patricia L.
1
Chen, Xiuwen
1
Chiang, Min-Hsien
1
Clements, Kenneth W.
1
Coronado, Semei
1
Degiannakis, Stavros
1
Doran, David
1
Elyasiani, Elyas
1
Fenech, Jean-pierre
1
Fernández Poncet, Adrián
1
Fortin, Mario
1
Gambarelli, Luca
1
Goyeau, Daniel
1
Hernandez, Jose Arreola
1
Izan, H. Y.
1
Kung, James J.
1
Lan, Yihui
1
Li, Xindan
1
Litimi, Houda
1
Livada, Alexandra
1
Malliaris, Anastasios G.
1
Malliaris, Mary E.
1
Muzzioli, Silvia
1
Panas, Epameinōndas E.
1
Papaioannou, Michael G.
1
Pati, Pratap Chandra
1
Pentecost, Eric J.
1
Powell, Robert
1
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Applied economics
Applied financial economics
42
International review of financial analysis
32
The North American journal of economics and finance : a journal of financial economics studies
23
Finance research letters
17
Journal of international financial markets, institutions & money
17
Applied economics letters
16
Research in international business and finance
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Economic modelling
14
International review of economics & finance : IREF
14
CESifo working papers
13
Journal of empirical finance
13
The European journal of finance
13
The journal of futures markets
13
Journal of risk and financial management : JRFM
12
Finance India : the quarterly journal of Indian Institute of Finance
10
International Journal of Energy Economics and Policy : IJEEP
10
International journal of economics and financial issues : IJEFI
10
Journal of banking & finance
10
The empirical economics letters : a monthly international journal of economics
10
Cogent economics & finance
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Working paper
9
Discussion paper / Tinbergen Institute
8
International journal of economics and finance
8
Afro-Asian Journal of Finance and Accounting : AAJFA
7
International journal of finance & economics : IJFE
7
Investment management and financial innovations
7
Journal of econometrics
7
Journal of forecasting
7
Managerial finance
7
Research bulletin / The Institute of Cost Accountants of India
7
The international journal of business and finance research : IJBFR
7
Economics letters
6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Energy economics
6
International journal of forecasting
6
Journal of risk
6
NBER working paper series
6
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ECONIS (ZBW)
21
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1
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:
2
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:
3
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra
;
Barai, Parama
;
Rajib, Prabina
- In:
Applied economics
50
(
2018
)
23
,
pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
Saved in:
8
Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
Applied economics
49
(
2017
)
18
,
pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
Saved in:
9
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
10
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
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