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subject:"Aktienmarkt"
~accessRights:"restricted"
~isPartOf:"Investment management and financial innovations"
~isPartOf:"Journal of financial econometrics"
~subject:"ARCH-Modell"
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Search: subject_exact:"Market circuit breakers"
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Aktienmarkt
ARCH-Modell
Volatility
98
Volatilität
98
Capital income
44
Kapitaleinkommen
44
Estimation
37
Schätzung
37
Börsenkurs
35
Share price
35
ARCH model
33
Time series analysis
30
Zeitreihenanalyse
30
Theorie
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Theory
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Forecasting model
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Prognoseverfahren
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Stock market
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volatility
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Schätztheorie
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12
Portfolio selection
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Portfolio-Management
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Option pricing theory
11
Optionspreistheorie
11
realized volatility
11
high-frequency data
10
CAPM
9
Analysis of variance
7
Risikoprämie
7
Risk premium
7
Varianzanalyse
7
Aktienindex
6
Risikomaß
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Ghosh, Bikramaditya
3
Joshipura, Mayank
3
Bakhshi, Priti
2
Chaudhary, Rashmi
2
Hansen, Peter Reinhard
2
Kozarević, Emira
2
Peswani, Shilpa
2
Al Zobi, Mo'taz Kamel
1
Al-Dhaimesh, Othman Hel
1
Aumeboonsuke, Vesarach
1
Baur, Dirk G.
1
Bee, Marco
1
Bekierman, Jeremias
1
Bu, Ruijun
1
Bucci, Andrea
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Cenesizoglu, Tolga
1
Chakraborty, Suman
1
Chaouachi, Olfa
1
Chen, Qiang
1
Chiang, Chang-Chou
1
Chifurira, Retius
1
Chorro, Christophe
1
Christensen, Kim
1
Dahmardeh, Nazar
1
Dempsey, Michael
1
Dimpfl, Thomas
1
Dupuis, Debbie J.
1
Dwarika, Nitesha
1
Erdemlioglu, Deniz
1
Esfandiari, Marziyeh
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Fabozzi, Francesco A.
1
Francq, Christian
1
Giannopoulos, Kostas
1
Gong, Yuting
1
Gorgi, P.
1
Gribisch, Bastian
1
Grønneberg, Steffen
1
Gupta, Hemendra
1
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Investment management and financial innovations
Journal of financial econometrics
Finance research letters
258
Energy economics
212
The North American journal of economics and finance : a journal of financial economics studies
147
International review of financial analysis
133
International review of economics & finance : IREF
119
Applied economics
112
Research in international business and finance
108
Economic modelling
91
Journal of international financial markets, institutions & money
66
Journal of empirical finance
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Pacific-Basin finance journal
55
International journal of forecasting
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Applied economics letters
49
Emerging markets, finance and trade : EMFT
46
International journal of finance & economics : IJFE
43
Journal of banking & finance
41
Economics letters
40
Journal of econometrics
40
Journal of forecasting
33
Global finance journal
30
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Quantitative finance
29
Theoretical economics letters
25
Computational economics
24
Discussion paper / Centre for Economic Policy Research
24
International journal of emerging markets
24
Journal of international money and finance
24
The European journal of finance
24
The journal of futures markets
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Review of quantitative finance and accounting
21
Journal of risk
20
Economic research
19
International journal of economics and finance
19
Journal of emerging market finance
19
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ECONIS (ZBW)
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1
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
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2
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
3
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
4
News arrival, time-varying jump intensity, and realized volatility : conditional testing approach
Erdemlioglu, Deniz
;
Yang, Xiye
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1519-1556
Persistent link: https://www.econbiz.de/10014444697
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5
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
6
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1680-1727
Persistent link: https://www.econbiz.de/10014444717
Saved in:
7
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
Saved in:
8
Modeling and forecasting volatilities of financial assets with an asymmetric zero-drift GARCH model
Shi, Yanlin
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1308-1345
Persistent link: https://www.econbiz.de/10014391461
Saved in:
9
Volatility bursts : a discrete-time option model with multiple volatility components
Lilla, Francesca
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 678-713
Persistent link: https://www.econbiz.de/10014314782
Saved in:
10
Forecasting equity index volatility by measuring the linkage among component stocks
Qiu, Yue
;
Xie, Tian
;
Yu, Jun
;
Zhou, Qiankun
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 160-186
Persistent link: https://www.econbiz.de/10012878191
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