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subject:"Share price"
subject:"World"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of macroeconomics"
~person:"Herwartz, Helmut"
~person:"Kvedaras, Virmantas"
~person:"McMillan, David G."
~subject:"ARCH model"
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Share price
World
ARCH model
Estimation
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Schätzung
3
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Welt
2
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1
Capital income
1
Capital structure
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Consumption
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Herwartz, Helmut
Kvedaras, Virmantas
McMillan, David G.
Cenesizoglu, Tolga
2
Conrad, Christian
2
Dijk, Dick van
2
Hur, Jungshik
2
Karanasos, Menelaos
2
Maio, Paulo
2
Malliaropulos, Dimitris
2
Migiakis, Petros
2
Moor, Lieven de
2
Opschoor, Anne
2
Pan, Zhiyuan
2
Salvador, Enrique
2
Sercu, Piet
2
Wang, Yudong
2
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2
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2
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2
Aboulamer, Anas
1
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1
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1
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1
Aldrich, Eric M.
1
Alexeev, Vitali
1
Ali, Faek Menla
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Alt, Raimund
1
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1
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1
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1
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1
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Journal of empirical finance
Journal of macroeconomics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Economics working paper
6
Discussion papers of interdisciplinary research project 373
5
Applied quantitative finance
2
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Finance research letters
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International journal of finance & economics : IJFE
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Journal of international money and finance
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Studies in economics and finance
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Bundesbank Series 1 Discussion Paper
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Econometrics : open access journal
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Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Federal Reserve Bank of St. Louis Working Paper
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Financial markets, institutions & instruments
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German economic review
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International journal of forecasting
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International review of applied economics
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International review of economics & finance : IREF
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International review of financial analysis
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JRC working papers in economics and finance
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ECONIS (ZBW)
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1
Finance and economic growth : financing structure and non-linear impact
Benczúr, Péter
;
Karagiannis, Stelios
;
Kvedaras, Virmantas
- In:
Journal of macroeconomics
62
(
2019
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012243442
Saved in:
2
Consumption and stock prices : evidence from a small international panel
McMillan, David G.
- In:
Journal of macroeconomics
36
(
2013
),
pp. 76-88
Persistent link: https://www.econbiz.de/10009751139
Saved in:
3
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
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