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subject:"Aktienmarkt"
~accessRights:"restricted"
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
~subject:"Wechselkurs"
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Search: subject_exact:"Market circuit breakers"
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Aktienmarkt
ARCH-Modell
Prognoseverfahren
Wechselkurs
Volatility
10,215
Volatilität
10,215
Börsenkurs
2,920
Share price
2,920
Estimation
2,751
Schätzung
2,747
Capital income
2,348
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2,348
ARCH model
2,312
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2,044
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2,044
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2,024
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1,600
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1,600
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1,433
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1,122
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1,114
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1,114
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1,103
Option pricing theory
1,092
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1,092
Spillover effect
1,043
Spillover-Effekt
1,043
Oil price
1,041
Ölpreis
1,041
Zeitreihenanalyse
1,019
Time series analysis
1,018
Exchange rate
958
Portfolio selection
821
Portfolio-Management
821
USA
705
United States
705
China
686
Financial market
640
Finanzmarkt
640
Financial crisis
568
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Gupta, Rangan
104
Ma, Feng
84
Bouri, Elie
49
Zhang, Yaojie
39
Liang, Chao
34
Wang, Yudong
33
Bahmani-Oskooee, Mohsen
32
Pierdzioch, Christian
31
Tiwari, Aviral Kumar
30
Wei, Yu
30
Mensi, Walid
26
Xuan Vinh Vo
26
Demirer, Rıza
25
Hammoudeh, Shawkat
25
Kang, Sang Hoon
23
Salisu, Afees A.
23
Wohar, Mark E.
23
Ji, Qiang
22
Lucey, Brian M.
22
Wu, Xinyu
22
Balcilar, Mehmet
21
Wang, Jiqian
21
Yin, Libo
21
Lu, Xinjie
19
Wen, Fenghua
18
Degiannakis, Stavros
17
Kumar, Dilip
17
McAleer, Michael
17
Shahzad, Syed Jawad Hussain
17
Jawadi, Fredj
16
Li, Yan
16
Nonejad, Nima
16
Wang, Lu
16
Corbet, Shaen
15
Gillas, Konstantinos Gkillas
15
Lau, Chi Keung
15
Liu, Jing
15
Lyócsa, Štefan
15
Molnár, Peter
15
Roubaud, David
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Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
1
World Bank
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Finance research letters
305
Energy economics
258
The North American journal of economics and finance : a journal of financial economics studies
187
International review of financial analysis
165
International review of economics & finance : IREF
158
Applied economics
145
Economic modelling
129
Research in international business and finance
126
International journal of forecasting
94
Journal of international financial markets, institutions & money
88
Journal of empirical finance
78
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Applied economics letters
67
Pacific-Basin finance journal
64
Journal of banking & finance
63
Emerging markets, finance and trade : EMFT
59
Journal of econometrics
59
International journal of finance & economics : IJFE
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Journal of forecasting
56
Journal of international money and finance
55
Economics letters
54
Discussion paper / Centre for Economic Policy Research
52
Quantitative finance
47
Journal of financial econometrics
42
Computational economics
37
Global finance journal
37
The journal of futures markets
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
The European journal of finance
34
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Theoretical economics letters
29
Journal of financial economics
27
Global business review
26
International journal of emerging markets
26
Investment management and financial innovations
26
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
25
International journal of economics and finance
25
Journal of financial markets
25
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ECONIS (ZBW)
4,892
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
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2
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
3
Market reactions to COVID-19 : does systemic risk vary across industries? a Markov-Switching CAPM approach
Bulut, Emre
;
Marangoz, Cumali
;
Daştan, Muhammet
- In:
Eastern European economics : EEE
62
(
2024
)
1
,
pp. 69-88
Persistent link: https://www.econbiz.de/10014450713
Saved in:
4
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
5
Investigation of the time pattern of BIT GREEN Crypto : an ARMA modeling approach to unrave volatility
Kumar, Pawan
;
Bhatnagar, Mukul
;
Taneja, Sanjay
- In:
Algorithmic approaches to financial technology : …
,
(pp. 1-26)
.
2024
Persistent link: https://www.econbiz.de/10014470620
Saved in:
6
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Ciaschini, Clio
;
Recchioni, Maria Cristina
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 17-38
Persistent link: https://www.econbiz.de/10014471744
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7
The impact of unproved reserve news on the energy stock volatility : an empirical investigation on Turkey
Arzova, Sabri Burak
;
Koy, Ayben
;
Şahin, Bertaç Şakir
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 112-129
Persistent link: https://www.econbiz.de/10014471774
Saved in:
8
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
9
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
10
Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns
Subburayan, Baranidharan
- In:
The journal of corporate accounting & finance
35
(
2024
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014472167
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