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subject:"Aktienmarkt"
~accessRights:"restricted"
~subject:"ARCH-Modell"
~subject:"Wechselkurs"
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Search: subject_exact:"Market circuit breakers"
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Aktienmarkt
ARCH-Modell
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Volatility
10,215
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10,215
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2,920
Share price
2,920
Estimation
2,751
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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
Stock market
2,024
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1,600
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1,600
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1,433
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1,433
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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
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1,043
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1,043
Oil price
1,041
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Portfolio selection
821
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821
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705
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705
China
686
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640
Finanzmarkt
640
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Gupta, Rangan
77
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71
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40
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Bahmani-Oskooee, Mohsen
32
Liang, Chao
30
Tiwari, Aviral Kumar
28
Mensi, Walid
26
Xuan Vinh Vo
26
Hammoudeh, Shawkat
23
Kang, Sang Hoon
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Wang, Yudong
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Wei, Yu
22
Lucey, Brian M.
21
Demirer, Rıza
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Wu, Xinyu
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Ji, Qiang
19
Pierdzioch, Christian
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Salisu, Afees A.
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Wohar, Mark E.
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Yin, Libo
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Lu, Xinjie
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Wen, Fenghua
18
Balcilar, Mehmet
17
Kumar, Dilip
17
Wang, Jiqian
16
Wang, Lu
16
Corbet, Shaen
15
Jawadi, Fredj
15
Li, Yan
15
Molnár, Peter
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Serletis, Apostolos
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Shahzad, Syed Jawad Hussain
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Shi, Yanlin
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Lau, Chi Keung
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Lee, Chien-chiang
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Liu, Jing
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Lyócsa, Štefan
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McAleer, Michael
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Finance research letters
276
Energy economics
228
The North American journal of economics and finance : a journal of financial economics studies
173
International review of financial analysis
144
International review of economics & finance : IREF
141
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133
Research in international business and finance
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Journal of international financial markets, institutions & money
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Journal of empirical finance
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Applied economics letters
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Pacific-Basin finance journal
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of finance & economics : IJFE
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Economics letters
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Journal of banking & finance
48
Discussion paper / Centre for Economic Policy Research
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Journal of econometrics
41
Global finance journal
36
Journal of forecasting
34
Computational economics
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Quantitative finance
32
The European journal of finance
31
Journal of financial econometrics
28
Theoretical economics letters
28
The journal of futures markets
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
Global business review
26
International journal of emerging markets
26
Investment management and financial innovations
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of economics and finance
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Studies in economics and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
4,304
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41
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Zhu, Huiming
;
Huang, Xi
;
Ye, Fangyu
;
Li, Shuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014491952
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42
International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models
Wang, Jia
;
Wang, Xinyi
;
Wang, Xu
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014492014
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43
Dynamic volatility spillover and market emergency : matching and forecasting
Zhou, Wei
;
Chen, Yan
;
Chen, Jin
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014492092
Saved in:
44
Forecasting volatility of stock indices : improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators
Zhi De Khoo
;
Kok Haur Ng
;
You Beng Koh
;
Kooi Huat Ng
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492106
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45
Connectedness between (un)conventional monetary policy and Islamic and advanced equity markets : a returns and volatility spillover analysis
Choi, Sun-Yong
;
Phiri, Andrew
;
Teplova, Tamara V.
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 348-363
Persistent link: https://www.econbiz.de/10014492157
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46
Volatility prediction for the energy sector with economic determinants : evidence from a hybrid model
Wang, Yuejing
;
Ye, Wuyi
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
International review of financial analysis
92
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014492381
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47
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
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48
Quantile time-frequency connectedness among G7 stock markets and clean energy markets
El Khoury, Rim
;
Alshater, Muneer Maher
;
Li, Yanshuang
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 71-90
Persistent link: https://www.econbiz.de/10014494636
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49
Economic policy uncertainty as an indicator of abrupt movements in the US stock market
Tzika, Paraskevi
;
Pantelidis, Theologos
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 93-103
Persistent link: https://www.econbiz.de/10014494658
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50
Managing portfolio risk during crisis times : a dynamic conditional correlation perspective
Zhang, Hanyu
;
Dufour, Alfonso
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
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