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subject:"Volatilität"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Capital income"
~subject:"Regressionsanalyse"
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Search: subject_exact:"Autoregressives Modell"
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Volatilität
Capital income
Regressionsanalyse
Autocorrelation
6
Autokorrelation
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Börsenkurs
4
Share price
4
Time series analysis
4
Zeitreihenanalyse
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Estimation theory
3
Schätztheorie
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Aktienmarkt
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Cointegration
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Exchange Rate
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Exchange rate
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Kapitaleinkommen
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Kointegration
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Stock market
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VAR-Modell
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ARCH-Modell
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Asymmetry
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Autoregressive Conditional Heteroscedasticity
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Autoregressive Conditional Heteroskedastistiy
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Autoregressive Distributed Lag
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Capital Structure Decisions
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Capital structure
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Equity Market Timing Theory
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Estimation
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Generalized Autoregressive Conditional Heteroschedasticity
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Generalized Autoregressive Conditional Heteroskedastistiy
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Inflation
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Influence
1
Interest rate
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Kapitalstruktur
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Lag-Modell
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Linearity Tests
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Elmahgop, Faiza Omer Mohammed
1
Gyamfi, Emmanuel Numapau
1
Kyei, Kwabena A.
1
Mohamed, Omer Ahmed Sayed
1
Peiro, Amado
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International journal of economics and financial issues : IJEFI
Journal of econometrics
17
Journal of empirical finance
12
Economics letters
11
International review of financial analysis
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The European journal of finance
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Discussion paper / Tinbergen Institute
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Energy economics
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Econometric theory
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Economic modelling
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Journal of banking & finance
6
Applied economics
5
Applied economics letters
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Econometric reviews
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Finance research letters
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International journal of forecasting
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International review of economics & finance : IREF
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of financial economics
5
The econometrics journal
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The review of financial studies
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of risk
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NBER working paper series
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Review of Pacific Basin financial markets and policies
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Review of quantitative finance and accounting
4
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
Computational economics
3
Cowles Foundation discussion paper
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Discussion paper / Department of Economics, University of California San Diego
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of financial econometrics
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
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Journal of quantitative economics : official journal of the Indian Econometric Society
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NBER Working Paper
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Quarterly journal of business and economics : QJBE
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Regional science & urban economics
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Is the effect of the exchange rate on stock prices symmetric or asymmetric? : evidence from Sudan
Mohamed, Omer Ahmed Sayed
;
Elmahgop, Faiza Omer Mohammed
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 209-215
Persistent link: https://www.econbiz.de/10012215152
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2
Changes in the unconditional variance and autoregressive conditional heteroscedasticity
Peiro, Amado
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1338-1343
Persistent link: https://www.econbiz.de/10011774855
Saved in:
3
Modeling stock market returns under self-exciting threshold autoregressive model : evidence from West Africa
Gyamfi, Emmanuel Numapau
;
Kyei, Kwabena A.
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1194-1199
Persistent link: https://www.econbiz.de/10011698077
Saved in:
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