//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Stochastik"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
USA
Statistical distribution
50
Statistische Verteilung
50
Theorie
31
Theory
31
Estimation
24
Schätzung
24
Capital income
15
Kapitaleinkommen
15
Risikomaß
15
Risk measure
15
Factor analysis
11
Faktorenanalyse
11
Forecasting model
11
Multivariate Verteilung
11
Multivariate distribution
11
Prognoseverfahren
11
ARCH model
10
ARCH-Modell
10
Ausreißer
10
Outliers
10
Portfolio selection
10
Portfolio-Management
10
Börsenkurs
8
Estimation theory
7
Probability theory
7
Risiko
7
Risk
7
Schätztheorie
7
Volatility
7
Volatilität
7
Wahrscheinlichkeitsrechnung
7
Risikomanagement
6
Risk management
6
extreme value theory
6
tail dependence
6
Cointegration
5
Financial crisis
5
Finanzkrise
5
Kointegration
5
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Conference paper
Article in journal
12
Language
All
English
12
Author
All
Xu, Dinghai
2
Allen, David E.
1
Blazsek, Szabolcs
1
Chang, Dongfeng
1
Chang, Kuang-Liang
1
Chu, Guoqing
1
Della Giusta, Marina
1
Di Tommaso, Maria Laura
1
Ding, Jin
1
Fall, Malick
1
Goczek, Łukasz
1
Jiang, Yuexiang
1
Kim, Sang Bong
1
Long, Huaigang
1
Louhichi, Waël
1
Mendoza, Vicente
1
Nam, Chu-ha
1
Powell, Robert
1
Rewat Khanthaporn
1
Shima, Isilda
1
Singh, Abhay Kumar
1
Skliarov, Ivan
1
Strøm, Steinar
1
Tang, Biyan
1
Viviani, Jean-Laurent
1
Wang, Donghua
1
Wichitaksorn, Nuttanan
1
Wirjanto, Tony S.
1
Yemba, Boniface
1
Yuhn, Ky-hyang
1
Zaremba, Adam
1
more ...
less ...
Published in...
All
Applied economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Journal of econometrics
22
The journal of futures markets
16
The review of financial studies
16
The North American journal of economics and finance : a journal of financial economics studies
14
The review of economics and statistics
14
Applied financial economics
12
Economics letters
12
International journal of forecasting
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
11
Economic modelling
10
Journal of applied econometrics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Finance research letters
9
Journal of empirical finance
9
Journal of financial and quantitative analysis : JFQA
8
Journal of forecasting
8
Journal of political economy
8
The European journal of finance
8
Applied economics letters
7
Journal of banking & finance
7
The journal of finance : the journal of the American Finance Association
7
American journal of agricultural economics
6
International review of economics & finance : IREF
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of risk and financial management : JRFM
6
International journal of theoretical and applied finance
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
The journal of real estate finance and economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Energy economics
4
International Journal of Financial Studies : open access journal
4
International journal of hospitality management
4
International review of financial analysis
4
Journal of business research : JBR
4
Journal of economic dynamics & control
4
Journal of legal economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
2
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
3
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
4
Forecasting the intra-day effective bid ask spread by combining density forecasts
Fall, Malick
;
Louhichi, Waël
;
Viviani, Jean-Laurent
- In:
Applied economics
53
(
2021
)
50
,
pp. 5772-5792
Persistent link: https://www.econbiz.de/10012627098
Saved in:
5
Modelling asset returns under price limits with mixture of truncated Gaussian distribution
Xu, Dinghai
- In:
Applied economics
52
(
2020
)
52
,
pp. 5706-5725
Persistent link: https://www.econbiz.de/10012307930
Saved in:
6
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
7
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
8
Divisia monetary aggregates and US GDP nowcasting
Tang, Biyan
;
Yemba, Boniface
;
Chang, Dongfeng
- In:
Applied economics
52
(
2020
)
32
,
pp. 3538-3554
Persistent link: https://www.econbiz.de/10012258954
Saved in:
9
QARMA-Beta-t-EGARCH versus ARMA-GARCH : an application to S & P 500
Blazsek, Szabolcs
;
Mendoza, Vicente
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 1119-1129
Persistent link: https://www.econbiz.de/10011432926
Saved in:
10
Bubbles and the Weibull distribution : was there an explosive bubble in US stock prices before the global economic crisis?
Yuhn, Ky-hyang
;
Kim, Sang Bong
;
Nam, Chu-ha
- In:
Applied economics
47
(
2015
)
1/3
,
pp. 255-271
Persistent link: https://www.econbiz.de/10010463934
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->