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subject:"Share price"
subject:"World"
~isPartOf:"International review of financial analysis"
~person:"Degiannakis, Stavros"
~person:"Herwartz, Helmut"
~person:"Pierdzioch, Christian"
~subject:"ARCH model"
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Share price
World
ARCH model
Estimation
5
Schätzung
5
Forecasting model
4
Prognoseverfahren
4
ARCH-Modell
3
Börsenkurs
3
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Degiannakis, Stavros
Herwartz, Helmut
Pierdzioch, Christian
Ma, Feng
5
Bouri, Elie
4
Xuan Vinh Vo
4
Liu, Jia
3
Aharon, David Y.
2
Al-Khazali, Osamah
2
Brooks, Robert
2
Chortareas, Georgios E.
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2
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2
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2
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2
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1
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1
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1
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1
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International review of financial analysis
Kiel working paper
9
Department of Economics working paper series
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Economics working paper
6
Kieler Arbeitspapiere
6
Discussion papers of interdisciplinary research project 373
5
Finance research letters
4
Discussion paper / Deutsche Bundesbank
3
Journal of forecasting
3
The European journal of finance
3
Applied economics letters
2
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Bundesbank Series 1 Discussion Paper
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2
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International economics and economic policy : IEEP
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Journal of international money and finance
2
Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 2 Discussion Paper
1
Cege discussion paper
1
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
1
DIW Berlin Discussion Paper
1
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
1
Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
European journal of political economy
1
German economic review
1
Global finance journal
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of applied economics
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ECONIS (ZBW)
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1
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
2
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
3
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
4
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
5
Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg
;
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 274-290
Persistent link: https://www.econbiz.de/10003765017
Saved in:
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