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subject:"Kapitaleinkommen"
~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
ARCH model
224
ARCH-Modell
224
Volatility
118
Volatilität
118
Theorie
71
Theory
71
Estimation
62
Schätzung
62
Time series analysis
56
Zeitreihenanalyse
56
Estimation theory
53
Schätztheorie
53
Capital income
49
Börsenkurs
44
Share price
44
Forecasting model
33
Prognoseverfahren
33
Stochastic process
31
Stochastischer Prozess
31
GARCH
24
Aktienmarkt
19
Statistical distribution
19
Statistische Verteilung
19
Stock market
19
USA
18
United States
18
Correlation
17
Korrelation
17
Portfolio selection
17
Portfolio-Management
17
Risikomaß
17
Risk measure
17
Bootstrap approach
16
Bootstrap-Verfahren
16
Exchange rate
16
Wechselkurs
16
Heteroscedasticity
15
Heteroskedastizität
15
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15
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49
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English
49
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Bollerslev, Tim
3
Kanas, Angelos
2
Paolella, Marc S.
2
Polak, Pawel
2
Al Refai, Hisham M.
1
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Bagchi, Debasis
1
Bekaert, Geert
1
Ben Salem, Marwa
1
Camiel Singh
1
Chan, Kung-sik
1
Chan, Thomas W. C.
1
Chen, Rong
1
Chen, Wang
1
Chu, Amanda M. Y.
1
Clements, Adam
1
Connor, Gregory
1
Davis, Richard A.
1
Debasish, Sathya Swaroop
1
Dhaene, Geert
1
Ding, Yashuang
1
Dobrev, Dobrislav
1
Drees, Holger
1
Duong, Diep
1
Eissa, Mohamed Abdelaziz
1
El Ghini, Ahmed
1
Engstrom, Eric
1
Ergemen, Yunus Emre
1
Ermolov, Andrey
1
Fakhfekh, Mohamed
1
Fleming, Jeff
1
Francq, Christian
1
Gamba-Santamaria, Santiago
1
Grynkiv, Iaryna
1
Guhr, Thomas
1
Gómez González, José Eduardo
1
Harvey, Andrew C.
1
He, Feng
1
Hurtado, Jorge
1
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Afro-Asian Journal of Finance and Accounting : AAJFA
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Finance research letters
59
Journal of empirical finance
50
International review of financial analysis
48
The North American journal of economics and finance : a journal of financial economics studies
46
International review of economics & finance : IREF
43
Energy economics
42
Research in international business and finance
38
Journal of international financial markets, institutions & money
35
International journal of forecasting
34
Applied economics
33
Economic modelling
33
Journal of banking & finance
30
Journal of forecasting
28
Journal of risk and financial management : JRFM
27
The European journal of finance
27
Applied economics letters
22
Applied financial economics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Review of quantitative finance and accounting
17
International journal of economics and finance
16
International journal of finance & economics : IJFE
16
Pacific-Basin finance journal
16
Working paper
15
Cogent economics & finance
14
International journal of economics and financial issues : IJEFI
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Economics letters
12
Global finance journal
12
International Journal of Financial Studies : open access journal
12
Discussion paper / Tinbergen Institute
11
Financial innovation : FIN
11
Global business review
11
Quantitative finance
11
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ECONIS (ZBW)
49
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1
Explanatory power of realised moments
Rehman, Seema
;
Sharif, Saqib
;
Ullah, Wali
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 22-42
Persistent link: https://www.econbiz.de/10014490919
Saved in:
2
The relationship between implied volatility and equity returns in South Africa
Peerbhai, Faeezah
;
Kunjal, Damien
;
Naidu, Delane D.
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 83-99
Persistent link: https://www.econbiz.de/10014490922
Saved in:
3
Structural change, information asymmetry and volatility in Indian stock market : evidence from pre-and-post-COVID-19 outbreak
Mohanasundaram, T.
;
Rizwana, M.
;
Sathyanarayana, Shyam …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
3
,
pp. 412-431
Persistent link: https://www.econbiz.de/10014546120
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
6
Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin
Ben Salem, Marwa
;
Fakhfekh, Mohamed
;
Jeribi, Ahmed
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 651-672
Persistent link: https://www.econbiz.de/10014391407
Saved in:
7
Forecasting volatility of Saudi stock market (TASI) and sectoral indices
Kumaran, Sunitha
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
6
,
pp. 819-842
Persistent link: https://www.econbiz.de/10014434354
Saved in:
8
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
9
Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets
Xuan Vinh Vo
;
Tran Thi Tuan Anh
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 479-490
Persistent link: https://www.econbiz.de/10013350691
Saved in:
10
The equity market returns and volatility spillover from the US and Japanese markets to Asian frontier markets
Thi Ngan Nguyen
;
Phan Thi Kieu Hoa
;
Parikh, Nirav
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 491-508
Persistent link: https://www.econbiz.de/10013350713
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