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subject:"United States"
~subject:"ARCH model"
~subject:"Securities trading"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
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United States
ARCH model
Securities trading
Börsenkurs
6,126
Share price
6,126
Theorie
1,888
Theory
1,888
Estimation
1,401
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1,401
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1,336
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1,336
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1,316
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1,313
USA
1,296
Aktienmarkt
1,180
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1,156
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473
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467
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467
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467
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457
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457
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437
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435
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430
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428
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371
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366
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347
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333
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333
Wertpapierhandel
328
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326
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326
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324
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324
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6,992
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6,992
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1,738
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Stulz, René M.
30
Caporale, Guglielmo Maria
27
Hautsch, Nikolaus
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Gupta, Rangan
22
McAleer, Michael
21
Gil-Alaña, Luis A.
18
Hess, Dieter
14
Lettau, Martin
14
Ludvigson, Sydney C.
13
Pástor, Ľuboš
13
Theissen, Erik
13
Veronesi, Pietro
13
Foucault, Thierry
12
Härdle, Wolfgang
12
Massa, Massimo
12
Engle, Robert F.
11
Hong, Harrison G.
11
Wagner, Alexander F.
11
Bohl, Martin T.
10
Campbell, John Y.
10
Pierdzioch, Christian
10
Stein, Jeremy C.
10
Grammig, Joachim
9
Shleifer, Andrei
9
Weber, Enzo
9
Ziegler, Alexandre
9
Allen, David E.
8
Koopman, Siem Jan
8
Lamont, Owen A.
8
Pelizzon, Loriana
8
Polk, Christopher
8
Sack, Brian
8
Timmermann, Allan
8
Zeckhauser, Richard
8
Bartram, Söhnke M.
7
Bellia, Mario
7
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7
Brown, Gregory W.
7
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7
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National Bureau of Economic Research
21
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7
Federal Reserve Bank of St. Louis
5
Center for Economic Research <Tilburg>
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Federal Reserve System / Division of Research and Statistics
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School of Finance and Business Economics <Perth, Western Australia>
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Federal Reserve Bank of New York
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Institute of Finance and Accounting <London>
3
Rodney L. White Center for Financial Research
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
The Wharton Financial Institutions Center
3
Barnard College / Economics Department
2
Birkbeck College / Department of Economics
2
Brown University / Department of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
2
Erasmus Research Institute of Management
2
Harvard Institute of Economic Research
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
Internationaler Währungsfonds / Research Department
2
Krannert Graduate School of Management
2
University of British Columbia / Finance Division
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University of Canterbury / Dept. of Economics and Finance
2
University of Exeter / Department of Economics
2
Bonn Graduate School of Economics
1
Centre for Economic Policy Research
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Centre for Growth and Business Cycle Research <Manchester>
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European University Institute / Department of Law
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Federal Reserve Bank of Boston
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Federal Reserve Bank of Chicago
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1
Federal Reserve Bank of San Francisco
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Federal Reserve System / Board of Governors
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INSEAD
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1
Institut für Weltwirtschaft
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1
Johns Hopkins University / Department of Economics
1
Macquarie University / Department of Economics
1
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285
Discussion paper / Centre for Economic Policy Research
102
CESifo working papers
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Finance and economics discussion series
38
Research paper series / Swiss Finance Institute
37
Working paper
35
CFS working paper series
32
Discussion paper / Tinbergen Institute
29
Fisher College of Business working paper series
27
SFB 649 discussion paper
25
Discussion paper
22
NBER working paper series
21
Swiss Finance Institute Research Paper
20
Staff reports / Federal Reserve Bank of New York
17
Department of Economics working paper series
16
International finance discussion papers
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Working papers
16
Working papers / Rodney L. White Center for Financial Research
14
SAFE working paper
13
Econometric Institute research papers
12
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
11
Discussion papers / CEPR
11
Working papers on finance
11
ZEW discussion papers
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Kiel working paper
10
Working paper series / European Central Bank
10
CORE discussion paper : DP
9
CREATES research paper
9
IMF working paper
9
Working paper / Centre for Financial Research
9
Working paper series
9
CAMA working paper series
8
Discussion paper / Center for Economic Research, Tilburg University
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
Economics and finance working paper series
8
Economics working paper
8
Working paper series / Center for Research in Security Prices
8
Economics / Discussion papers : the open-access, open-assessment e-journal
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
7
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ECONIS (ZBW)
1,755
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1
Equity price dynamics under shocks : in distress or short squeeze
Hui, Cho H.
;
Lo, Chi-Fai
;
Liu, Chi-Hei
-
2024
Persistent link: https://www.econbiz.de/10014500997
Saved in:
2
Essays on extreme returns and investor behavior
Bi, Jia
-
2024
Persistent link: https://www.econbiz.de/10014448120
Saved in:
3
Forecasting realized US stock market volatility : is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
4
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
5
Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie
;
Gupta, Rangan
;
Liphadzi, Asingamaanda
; …
-
2024
Persistent link: https://www.econbiz.de/10014553267
Saved in:
6
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
7
Forecasting gold returns volatility over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
8
Which corporate ESG news does the market react to?
Serafeim, George
;
Yoon, Aaron
-
2021
Persistent link: https://www.econbiz.de/10012586363
Saved in:
9
A solution to the Chinese trading halt puzzle
Liu, Crocker H.
;
Trzcinka, Charles
;
Zhao, Ziwei
-
2023
Persistent link: https://www.econbiz.de/10014470806
Saved in:
10
How prevalent are short squeezes? : evidence from the US and Europe
Allen, Franklin
;
Haas, Marlene
;
Pirovano, Matteo
; …
-
2023
Persistent link: https://www.econbiz.de/10014470811
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