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subject:"Kapitaleinkommen"
~isPartOf:"Finance research letters"
~subject:"Estimation theory"
~subject:"Estimation"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
Estimation theory
Estimation
ARCH model
198
ARCH-Modell
198
Volatility
148
Volatilität
148
Forecasting model
63
Prognoseverfahren
63
Capital income
59
Aktienmarkt
58
Schätzung
58
Stock market
58
Börsenkurs
56
Share price
56
Theorie
38
Theory
38
Welt
34
World
34
Virtual currency
31
Virtuelle Währung
31
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28
Risk measure
28
Time series analysis
28
Zeitreihenanalyse
28
China
27
Oil price
27
Spillover effect
27
Spillover-Effekt
27
Ölpreis
27
Risiko
26
Risk
26
Correlation
25
Korrelation
25
Volatility forecasting
24
GARCH
20
Portfolio selection
20
Portfolio-Management
20
Commodity derivative
19
Rohstoffderivat
19
Bitcoin
18
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Undetermined
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94
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94
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English
94
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Wu, Xinyu
4
Shi, Yanlin
3
Ardia, David
2
Brzeszczyński, Janusz
2
Corbet, Shaen
2
Gil-Alaña, Luis A.
2
Gozgor, Giray
2
Kinateder, Harald
2
Klein, Tony
2
Lau, Chi Keung
2
Luo, Xingguo
2
Lyócsa, Štefan
2
Qin, Shihua
2
Tiwari, Aviral Kumar
2
Xie, Haibin
2
Yarovaya, Larisa
2
Zhang, Wei
2
Abakah, Emmanuel Joel Aikins
1
Abdel-Qader, Waleed
1
Akhtaruzzaman, Md.
1
Akyildirim, Erdinc
1
Alagidede, Imhotep Paul
1
Alanya-Beltran, Willy
1
Alshammari, Saad
1
An, Na
1
Apergēs, Nikolaos
1
Arnerić, Josip
1
Asgharian, Hossein
1
Aysan, Ahmet Faruk
1
Bai, Fan
1
Bai, Jiancheng
1
Batten, Jonathan A.
1
Beyene, Nardos
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bouri, Elie
1
Bouteska, Ahmed
1
Bufalo, Michele
1
Będowska-Sójka, Barbara
1
Cao, Guangxi
1
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Finance research letters
Energy economics
98
Applied economics
82
Journal of empirical finance
79
Journal of econometrics
78
International review of financial analysis
73
Economic modelling
71
International review of economics & finance : IREF
71
The North American journal of economics and finance : a journal of financial economics studies
70
Research in international business and finance
57
Journal of international financial markets, institutions & money
54
International journal of forecasting
49
Journal of risk and financial management : JRFM
49
Applied economics letters
47
Journal of banking & finance
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Applied financial economics
43
Journal of forecasting
42
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Discussion paper / Tinbergen Institute
41
Economics letters
40
The European journal of finance
38
Econometric theory
37
Working paper
34
International journal of economics and financial issues : IJEFI
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
International journal of finance & economics : IJFE
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
International journal of economics and finance
28
Econometric reviews
26
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
26
Review of quantitative finance and accounting
26
International Journal of Energy Economics and Policy : IJEEP
25
The journal of futures markets
25
Journal of financial econometrics
24
Journal of risk
24
Econometric Institute research papers
23
Pacific-Basin finance journal
23
Cogent economics & finance
19
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ECONIS (ZBW)
94
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1
Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin
;
Shen, Jun
;
Yoon, Seong-min
;
Dong, Xiyong
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
Saved in:
2
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
3
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
4
Copula approach to market volatility and technology stocks dependence
Rašiová, Barbara
;
Árendáš, Peter
- In:
Finance research letters
52
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014472041
Saved in:
5
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
6
Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance
Yi, Chae-Deug
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472978
Saved in:
7
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
8
The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
Saved in:
9
Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel GARCH model with cross sectional dependence
Mamman, Suleiman O.
;
Wang, Zhanqin
;
Iliyasu, Jamilu
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473256
Saved in:
10
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
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