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~subject:"Aktienindex"
~subject:"Portfolio-Management"
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Aktienindex
Portfolio-Management
ARCH model
2,999
ARCH-Modell
2,995
Volatilität
2,299
Volatility
2,297
Estimation
1,104
Schätzung
1,104
Börsenkurs
913
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913
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895
Kapitaleinkommen
895
Stock market
854
Aktienmarkt
853
Forecasting model
752
Prognoseverfahren
752
Theorie
646
Theory
646
Time series analysis
579
Zeitreihenanalyse
579
Spillover effect
498
Spillover-Effekt
498
GARCH
459
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390
Risk measure
390
Welt
389
World
389
Oil price
372
Ölpreis
372
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325
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324
Estimation theory
296
Schätztheorie
296
Portfolio selection
276
China
236
Risk
236
Risiko
229
Exchange rate
223
Wechselkurs
223
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210
Rohstoffderivat
210
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347
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438
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10
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425
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425
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12
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12
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6
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6
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6
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1
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447
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1
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Ledoit, Olivier
7
Mensi, Walid
7
Wolf, Michael
7
Hammoudeh, Shawkat
6
Kang, Sang Hoon
6
Tiwari, Aviral Kumar
6
De Nard, Gianluca
5
Engle, Robert F.
5
Jeribi, Ahmed
5
Fakhfekh, Mohamed
4
Ma, Feng
4
Sharma, Prateek
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Al-Yahyaee, Khamis Hamed
3
Bouri, Elie
3
Chang, Bisharat Hussain
3
Dionne, Georges
3
Ghorbel, Ahmed
3
Guesmi, Khaled
3
Gupta, Rangan
3
Hafner, Christian M.
3
Kurosaki, Tetsuo
3
Lau, Chi Keung
3
Maitra, Debasish
3
Mora-Valencia, Andrés
3
Polak, Pawel
3
Qiao, Gaoxiu
3
Simonato, Jean-Guy
3
Sun, Bianxia
3
Trabelsi, Nader
3
Wu, Xinyu
3
Yadav, Miklesh Prasad
3
Zhang, Yaojie
3
Abid, Ilyes
2
Al-Jarrah, Idries Mohammad Wanas
2
Albulescu, Claudiu Tiberiu
2
Aloui, Chaker
2
Alqahtani, Faisal
2
Barai, Parama
2
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Finance research letters
27
The North American journal of economics and finance : a journal of financial economics studies
25
International review of financial analysis
17
Applied economics
15
Research in international business and finance
15
Journal of risk
13
Energy economics
12
International review of economics & finance : IREF
12
Economic modelling
11
Journal of international financial markets, institutions & money
10
International journal of forecasting
9
Journal of banking & finance
9
Journal of econometrics
8
Journal of financial econometrics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Financial markets and portfolio management
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of empirical finance
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Computational economics
5
Insurance / Mathematics & economics
5
International journal of financial research
5
Pacific-Basin finance journal
5
Quantitative finance
5
The European journal of finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of finance & economics : IJFE
4
International journal of financial engineering
4
Journal of forecasting
4
Journal of risk : JOR
4
Review of financial economics : RFE
4
Studies in economics and finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of asset management
4
Working paper series / University of Zurich, Department of Economics
4
Annals of financial economics
3
Applied economics letters
3
Asia-Pacific journal of financial studies
3
Econometric reviews
3
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ECONIS (ZBW)
448
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1
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448
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns
Subburayan, Baranidharan
- In:
The journal of corporate accounting & finance
35
(
2024
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014472167
Saved in:
3
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
4
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
5
Climate uncertainty and green index volatility : empirical insights from Chinese financial markets
Zhao, Huirong
;
Luo, Na
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490216
Saved in:
6
The relationship between implied volatility and equity returns in South Africa
Peerbhai, Faeezah
;
Kunjal, Damien
;
Naidu, Delane D.
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 83-99
Persistent link: https://www.econbiz.de/10014490922
Saved in:
7
Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets
Gupta, Pankaj Kumar
;
Mittal, Prabhat
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 56-71
Persistent link: https://www.econbiz.de/10014490993
Saved in:
8
Managing portfolio risk during crisis times : a dynamic conditional correlation perspective
Zhang, Hanyu
;
Dufour, Alfonso
- In:
The quarterly review of economics and finance
94
(
2024
),
pp. 241-251
Persistent link: https://www.econbiz.de/10014494675
Saved in:
9
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
10
Research on the effectiveness of the volatility-tail risk-managed portfolios in China's market
Guo, Zirui
;
Li, Yihan
;
Jia, Guangyan
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
3
,
pp. 1191-1222
Persistent link: https://www.econbiz.de/10014519767
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