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subject:"Volatilität"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied financial economics"
~subject:"ARCH-Modell"
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Volatilität
Zeitreihenanalyse
ARCH-Modell
Estimation
444
Schätzung
444
USA
99
United States
99
Theorie
95
Theory
95
Capital income
87
Kapitaleinkommen
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84
Volatility
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102
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Barkoulas, John T.
3
McMillan, David G.
3
Adrangi, Bahram
2
Baum, Christopher F.
2
Chatrath, Arjun
2
Fraser, Patricia
2
Jiang, Christine X.
2
Kanas, Angelos
2
Lee, Hsiang-tai
2
Niizeki, Mikiyo Kii
2
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2
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2
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2
Zheng, Yijuan
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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1
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1
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1
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1
Aradhyula, Satheesh V.
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1
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1
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1
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Applied financial economics
Applied economics
221
Economic modelling
198
Energy economics
175
Journal of econometrics
170
Applied economics letters
154
International review of economics & finance : IREF
141
Finance research letters
137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Economics letters
120
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
120
The North American journal of economics and finance : a journal of financial economics studies
118
International review of financial analysis
117
Working paper
117
CESifo working papers
114
Journal of banking & finance
104
International journal of forecasting
103
Journal of empirical finance
103
Discussion paper / Tinbergen Institute
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Working paper / National Bureau of Economic Research, Inc.
92
Journal of international money and finance
90
NBER working paper series
87
Journal of international financial markets, institutions & money
86
NBER Working Paper
85
Research in international business and finance
84
The journal of futures markets
74
Journal of risk and financial management : JRFM
70
Journal of forecasting
69
Discussion paper / Centre for Economic Policy Research
65
International journal of finance & economics : IJFE
64
Journal of applied econometrics
58
Econometric reviews
57
The European journal of finance
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
International journal of economics and financial issues : IJEFI
52
Journal of economic dynamics & control
49
International Journal of Energy Economics and Policy : IJEEP
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
48
International journal of economics and finance
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ECONIS (ZBW)
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41
The volatility impact of the European monetary system on member and non-member currencies
Hu, Michael Y.
;
Jiang, Christine X.
;
Tsoukalas, Christos
- In:
Applied financial economics
14
(
2004
)
5
,
pp. 313-325
Persistent link: https://www.econbiz.de/10001939388
Saved in:
42
Long run trends and volatility spillovers in daily exchange rates
Black, Angela J.
;
McMillan, David G.
- In:
Applied financial economics
14
(
2004
)
12
,
pp. 895-907
Persistent link: https://www.econbiz.de/10002150770
Saved in:
43
Components of volatility and their empirical measures : a note
Coondoo, Dipankor
;
Mukherjee, Paramita
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1313-1318
Persistent link: https://www.econbiz.de/10002438217
Saved in:
44
Trading collar, intraday periodicity and stock market volatility
Aradhyula, Satheesh V.
;
Ergün, A. Tolga
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 909-913
Persistent link: https://www.econbiz.de/10002195469
Saved in:
45
How is the market reaction to stock splits?
Reboredo, Juan Carlos
- In:
Applied financial economics
13
(
2003
)
5
,
pp. 361-368
Persistent link: https://www.econbiz.de/10001760615
Saved in:
46
An alternative conditional asymmetry specification for stock returns
Brännäs, Kurt
;
Nordman, Niklas
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 537-541
Persistent link: https://www.econbiz.de/10001770785
Saved in:
47
Futures trading activity and stock price volatility : some extensions
Chatrath, Arjun
;
Song, Frank M.
;
Adrangi, Bahram
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 655-664
Persistent link: https://www.econbiz.de/10001776851
Saved in:
48
Inflation and output as predictors of stock returns and volatility : international evidence
Davis, Nicole
;
Kutan, Ali Mustafa
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 693-700
Persistent link: https://www.econbiz.de/10001776863
Saved in:
49
A contemporary analysis of Mexican stock market volatility
González, Jorge G.
;
Spencer, Roger W.
;
Walz, Daniel T.
- In:
Applied financial economics
13
(
2003
)
10
,
pp. 741-745
Persistent link: https://www.econbiz.de/10001777215
Saved in:
50
Increasing exchange rate volatility during the recent float
Frömmel, Michael
;
Menkhoff, Lukas
- In:
Applied financial economics
13
(
2003
)
12
,
pp. 857-863
Persistent link: https://www.econbiz.de/10001817132
Saved in:
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