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~isPartOf:"Applied financial economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"CORE discussion papers : DP"
~subject:"ARMA-Modell"
~subject:"Share price"
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ARMA-Modell
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ARCH model
159
ARCH-Modell
159
Volatility
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88
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37
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Breitung, Jörg
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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
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1
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Applied financial economics
Asia-Pacific financial markets
CORE discussion papers : DP
Finance research letters
55
International review of economics & finance : IREF
50
Energy economics
48
Applied economics
47
International review of financial analysis
43
Research in international business and finance
43
The North American journal of economics and finance : a journal of financial economics studies
40
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37
Journal of risk and financial management : JRFM
36
Journal of international financial markets, institutions & money
35
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34
Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
23
Discussion paper / Tinbergen Institute
21
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21
International journal of forecasting
20
Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
International journal of economics and financial issues : IJEFI
17
Journal of forecasting
17
Cogent economics & finance
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Global business review
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International Journal of Financial Studies : open access journal
13
International journal of finance & economics : IJFE
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The empirical economics letters : a monthly international journal of economics
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Department of Economics working paper series
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Emerging markets, finance and trade : EMFT
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International journal of economics and finance
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Econometric Institute research papers
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The journal of applied business research
11
Finance India : the quarterly journal of Indian Institute of Finance
10
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
2
Stylized facts of the Indian stock market
Sen, Rituparna
;
Subramaniam, Manavathi
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 479-493
Persistent link: https://www.econbiz.de/10012309816
Saved in:
3
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
4
China, Japan and the US stock markets and the global financial crisis
Zhang, Yan
- In:
Asia-Pacific financial markets
25
(
2018
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012032981
Saved in:
5
Weather effects on stock returns and volatility in South Asian markets
Sheikh, Muhammad Fayyaz
;
Ali Shah, Syed Zulfiqar
; …
- In:
Asia-Pacific financial markets
24
(
2017
)
2
,
pp. 75-107
Persistent link: https://www.econbiz.de/10011797611
Saved in:
6
VIX forecast under different volatility specifications
Wang, Ying
;
Wong, Hoi Ying
- In:
Asia-Pacific financial markets
24
(
2017
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10011797619
Saved in:
7
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Saved in:
8
A component GARCH model with time varying weights
Bauwens, Luc
(
contributor
);
Storti, G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003432749
Saved in:
9
Temporal aggregation of univariate linear time series models
Silvestrini, Andrea
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003292886
Saved in:
10
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Saved in:
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