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~subject:"Aktienindex"
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Aktienindex
ARCH model
2,905
ARCH-Modell
2,901
Volatilität
2,223
Volatility
2,221
Estimation
1,080
Schätzung
1,080
Börsenkurs
890
Share price
890
Capital income
870
Kapitaleinkommen
870
Stock market
827
Aktienmarkt
826
Forecasting model
716
Prognoseverfahren
716
Theorie
631
Theory
631
Time series analysis
571
Zeitreihenanalyse
571
Spillover effect
479
Spillover-Effekt
479
GARCH
453
Risikomaß
373
Risk measure
373
Welt
369
World
369
Oil price
356
Ölpreis
356
Correlation
315
Korrelation
314
Estimation theory
290
Schätztheorie
290
Portfolio selection
265
Portfolio-Management
265
Risk
229
China
225
Risiko
222
Exchange rate
219
Wechselkurs
219
Commodity derivative
199
Rohstoffderivat
199
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180
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183
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1
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Article in journal
178
Aufsatz in Zeitschrift
178
Aufsatz im Buch
5
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5
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All
English
183
German
1
Author
All
Sharma, Prateek
4
Chang, Bisharat Hussain
3
Jeribi, Ahmed
3
Lau, Chi Keung
3
Wu, Xinyu
3
Albulescu, Claudiu Tiberiu
2
Barai, Parama
2
Blazsek, Szabolcs
2
Fakhfekh, Mohamed
2
Ghorbel, Achraf
2
Ghorbel, Ahmed
2
Goyeau, Daniel
2
Jawadi, Fredj
2
Li, Steven
2
Li, Yan
2
Liang, Chao
2
Licht, Adrian
2
Liu, Fang
2
Lu, Xinjie
2
Lux, Thomas
2
Ma, Feng
2
Mora-Valencia, Andrés
2
Nishimura, Yusaku
2
Pati, Pratap Chandra
2
Paul, Samit
2
Qiao, Gaoxiu
2
Rajib, Prabina
2
Salman, Asma
2
Sharma, Gagan Deep
2
Sun, Bianxia
2
Teng, Yuxin
2
Tiwari, Aviral Kumar
2
Trabelsi, Nader
2
Vipul
2
Xia, Michelle
2
Yarovaya, Larisa
2
Zeng, Qing
2
Zhang, Yaojie
2
Abdul Razzaq, Muthanna G.
1
Abdullahi, Shafiu Ibrahim
1
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The North American journal of economics and finance : a journal of financial economics studies
14
Research in international business and finance
9
Finance research letters
8
International review of financial analysis
8
Applied economics
6
International review of economics & finance : IREF
6
Economic modelling
5
Energy economics
5
Journal of risk
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
Applied economics letters
3
International journal of financial research
3
Journal of international financial markets, institutions & money
3
Pacific-Basin finance journal
3
Annals of financial economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
Financial markets and portfolio management
2
International journal of Indian culture and business management : IJICBM
2
International journal of economics and finance
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
Investment management and financial innovations
2
Journal of emerging market finance
2
Journal of financial econometrics
2
Journal of risk : JOR
2
Review of Pacific Basin financial markets and policies
2
Review of financial economics : RFE
2
Studies in economics and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of risk finance : JRF
2
Advances in Management Research : Emerging Challenges and Trends
1
African review of economics and finance : AREF : the journal of the African Centre for Economics and Finance
1
Annals of economics and statistics
1
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Asia-Pacific journal of financial studies
1
Bulletin of applied economics
1
Business and Economic Research : BER
1
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ECONIS (ZBW)
184
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
Saved in:
7
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
8
Can the introduction of stock index futures stabilize the volatility of the stock market? : evidence from the Chinese stock market
Liu, Shengnan
;
Yang, Linshan
;
Gu, Rongbao
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 44-58
Persistent link: https://www.econbiz.de/10014424017
Saved in:
9
Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
Saved in:
10
Is there a cost for sustainable investments : evidence from dynamic conditional correlation
Sharma, Gagan Deep
;
Talan, Gaurav
;
Bansal, Sanchita
; …
- In:
Journal of sustainable finance & investment
13
(
2023
)
2
,
pp. 1009-1029
Persistent link: https://www.econbiz.de/10014373536
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