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subject:"ARCH-Modell"
~isPartOf:"CREATES research paper"
~isPartOf:"Computational economics"
~isPartOf:"Journal of risk finance : the convergence of financial products and insurance"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Beta-Faktor"
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ARCH-Modell
Prognoseverfahren
Beta risk
15
Betafaktor
15
CAPM
8
Börsenkurs
6
Capital income
6
Kapitaleinkommen
6
Share price
6
Volatility
6
Volatilität
6
ARCH model
4
Estimation
4
Schätzung
4
Theorie
4
Theory
4
Aktienmarkt
2
Forecasting model
2
GARCH
2
Index derivative
2
Indexderivat
2
Option pricing theory
2
Optionspreistheorie
2
Stock market
2
Time series analysis
2
Yield curve
2
Zeitreihenanalyse
2
Zinsstruktur
2
2004 - 2013
1
Aktiengesellschaft
1
Aktienoption
1
Anleihe
1
Arbitrage
1
Asset Pricing
1
Asymmetric beta puzzle
1
Asymmetric betas
1
Asymmetric effect
1
BEKK model
1
Bond
1
Bond market
1
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Graue Literatur
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Working Paper
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English
6
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Aslanidis, Nektarios
1
Bellalah, Makram
1
Ben Slimane, Ikrame
1
Chen, Cathy W. S.
1
Christiansen, Charlotte
1
Cipollini, Andrea
1
Grassi, Stefano
1
Hansen, Peter Reinhard
1
Li, Muyi
1
Lunde, Asger
1
Nguyen, Nga T. H.
1
Rjiba, Hatem
1
Songsak Sriboonchitta
1
Verma, Rahul
1
Violante, Francesco
1
Voev, Valeri
1
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CREATES research paper
Computational economics
Journal of risk finance : the convergence of financial products and insurance
Journal of financial economics
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
International review of economics & finance : IREF
3
Journal of financial econometrics
3
The European journal of finance
3
Applied economics
2
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
Economic modelling
2
IES working paper
2
Journal of econometrics
2
Journal of empirical finance
2
Managerial finance
2
Reihe: Portfoliomanagement
2
The journal of portfolio management : a publication of Institutional Investor
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
UNSW Business School Research Paper
2
23rd Australasian Finance and Banking Conference 2010 Paper
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Acta oeconomica : periodical of the Hungarian Academy of Sciences
1
Advances in risk management
1
Applied economics letters
1
Biltoki : documentos de trabajo
1
Bulletin of economic research
1
Business research : an illustrative guide to practical methodological applications in selected case studies
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CEIS Working Paper
1
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
1
Decision making and risk/return optimization in financial economics
1
Department of Economics discussion paper series / University of Oxford
1
Emerging markets : identification, new developments and investments
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
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ECONIS (ZBW)
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date (oldest first)
1
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
2
Predicting bond betas using macro-finance variables
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
-
2017
Persistent link: https://www.econbiz.de/10011587625
Saved in:
3
On asymmetric market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Li, Muyi
;
Nguyen, Nga T. H.
;
Songsak …
- In:
Computational economics
49
(
2017
)
1
,
pp. 155-174
Persistent link: https://www.econbiz.de/10011751821
Saved in:
4
Time-varying beta during the 2008 financial crisis : evidence from North America and Western Europe
Ben Slimane, Ikrame
;
Bellalah, Makram
;
Rjiba, Hatem
- In:
Journal of risk finance : the convergence of financial …
18
(
2017
)
4
,
pp. 398-431
Persistent link: https://www.econbiz.de/10011782717
Saved in:
5
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008746092
Saved in:
6
Testing forecasting power of the conditional relationship between beta and return
Verma, Rahul
- In:
Journal of risk finance : the convergence of financial …
12
(
2011
)
1
,
pp. 69-77
Persistent link: https://www.econbiz.de/10008987153
Saved in:
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