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subject:"Effizienzmarkthypothese"
~isPartOf:"Economic modelling"
~subject:"Asymmetry"
~subject:"Cointegration"
~subject:"Indexberechnung"
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Effizienzmarkthypothese
Asymmetry
Cointegration
Indexberechnung
Aktienindex
30
Stock index
30
Aktienmarkt
16
Stock market
16
Börsenkurs
15
Share price
15
Volatility
13
Volatilität
13
Estimation
9
Schätzung
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ARCH model
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ARCH-Modell
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Welt
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World
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Capital income
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Kapitaleinkommen
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Theorie
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Theory
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Kointegration
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Portfolio selection
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Portfolio-Management
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Großbritannien
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Index futures
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Index-Futures
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Time series analysis
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Zeitreihenanalyse
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Multivariate Verteilung
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Multivariate distribution
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Risiko
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Risk
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Risk measure
3
Spillover effect
3
Spillover-Effekt
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9
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Aboura, Sofiane
1
Baruník, Jozef
1
Bekhet, Hussain Ali
1
Chevallier, Julien
1
Chun, Sun Eae
1
Dvořáková, Sylvie
1
Fenech, Jean-Pierre
1
Gil-Alaña, Luis A.
1
Kim, Bonghan
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Lin, Wensheng
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Liu, Hsiang-hsi
1
Matar, Ali
1
Min, Hong-ghi
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Phouphet Kyophilavong
1
Tiwari, Aviral Kumar
1
Vosgha, Hamed
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Yaya, OlaOluwa S.
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Economic modelling
International review of financial analysis
17
Applied financial economics
13
Applied economics
10
International Journal of Energy Economics and Policy : IJEEP
8
Journal of international financial markets, institutions & money
8
The journal of futures markets
8
Applied economics letters
7
International journal of economics and finance
7
Investment management and financial innovations
7
The empirical economics letters : a monthly international journal of economics
7
Finance research letters
6
Managerial finance
6
Research bulletin / The Institute of Cost Accountants of India
6
Research in international business and finance
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Finance India : the quarterly journal of Indian Institute of Finance
5
International review of economics & finance : IREF
5
Journal of banking & finance
5
Review of quantitative finance and accounting
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Cogent economics & finance
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International journal of business
4
International journal of finance & economics : IJFE
4
Review of financial economics : RFE
4
The international journal of business and finance research : IJBFR
4
The journal of applied business research
4
Discussion paper
3
Financial markets and portfolio management
3
Future Business Journal
3
Global finance journal
3
International journal of economics and financial issues : IJEFI
3
Iranian economic review : journal of University of Tehran
3
Journal of empirical finance
3
NBER working paper series
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Review of Pacific Basin financial markets and policies
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Risks : open access journal
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The European journal of finance
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Theoretical and applied economics : GAER review
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ECONIS (ZBW)
9
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1
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
2
Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program
Lin, Wensheng
- In:
Economic modelling
67
(
2017
),
pp. 346-354
Persistent link: https://www.econbiz.de/10011813838
Saved in:
3
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Saved in:
4
The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 463-469
Persistent link: https://www.econbiz.de/10010419012
Saved in:
5
Cross-market index with Factor-DCC
Aboura, Sofiane
;
Chevallier, Julien
- In:
Economic modelling
40
(
2014
),
pp. 158-166
Persistent link: https://www.econbiz.de/10010425706
Saved in:
6
New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar
;
Phouphet Kyophilavong
- In:
Economic modelling
43
(
2014
),
pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
Saved in:
7
Co-integration and causality analysis between stock market prices and their determinates in Jordan
Bekhet, Hussain Ali
;
Matar, Ali
- In:
Economic modelling
35
(
2013
),
pp. 508-514
Persistent link: https://www.econbiz.de/10010336760
Saved in:
8
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
Saved in:
9
Nonlinear dynamics in arbitrage of the S&P 500 index and futures : a threshold error-correction model
Kim, Bonghan
;
Chun, Sun Eae
;
Min, Hong-ghi
- In:
Economic modelling
27
(
2010
)
2
,
pp. 566-573
Persistent link: https://www.econbiz.de/10003952857
Saved in:
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