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~isPartOf:"Econometric Institute research papers"
~subject:"CAPM"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Volatility"
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Search: subject:"Aktienrendite"
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CAPM
Portfolio selection
Prognoseverfahren
Volatility
Capital market returns
26
Kapitalmarktrendite
26
Volatilität
18
ARCH model
9
ARCH-Modell
9
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6
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Kapitalmarkttheorie
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Portfolio-Management
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Stochastische Volatilität
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ARMA model
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McAleer, Michael
21
Chang, Chia-Lin
8
Ilomäki, Jukka
4
Laurila, Hannu
4
Asai, Manabu
3
Allen, David E.
2
Hsieh, Tai-Lin
2
Lambertides, Neophytos
2
Martinet, Guillaume Gaetan
2
Powell, Robert
2
Savva, Christos S.
2
Singh, Abhay Kumar
2
Wang, Yu-Ann
2
Zopiatis, Anastasios
2
Caporin, Massimiliano
1
Chen, Jinghui
1
Hafner, Christian M.
1
Kobayashi, Masahito
1
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Econometric Institute research papers
The review of financial studies
57
Journal of financial and quantitative analysis : JFQA
47
NBER working paper series
39
Working paper / National Bureau of Economic Research, Inc.
38
Journal of financial economics
30
NBER Working Paper
30
Finance research letters
29
Journal of banking & finance
26
The journal of finance : the journal of the American Finance Association
26
Discussion paper / Centre for Economic Policy Research
25
The journal of futures markets
24
International review of financial analysis
21
Pacific-Basin finance journal
21
SpringerLink / Bücher
20
Energy economics
18
Discussion paper / Tinbergen Institute
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Journal of empirical finance
15
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
15
Journal of international financial markets, institutions & money
14
Springer eBook Collection
14
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
12
International review of finance
12
Review of asset pricing studies
11
Finance India : the quarterly journal of Indian Institute of Finance
10
International review of economics & finance : IREF
10
Journal of risk and financial management : JRFM
10
Review of finance : journal of the European Finance Association
10
Economics letters
9
Research in international business and finance
9
CESifo working papers
8
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8
International finance discussion papers
8
Journal of econometrics
8
Quantitative finance
8
The journal of financial research
8
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
7
Springer eBook Collection / Economics and Finance
7
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Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
2
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
3
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
4
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
5
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
6
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
7
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
8
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
9
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823321
Saved in:
10
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011432792
Saved in:
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