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~language:"eng"
~language:"hun"
~language:"spa"
~subject:"ARCH-Modell"
~subject:"Arbeitsmarkt"
~subject:"Risiko"
~type_genre:"Book section"
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ARCH-Modell
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Volatility
1,099
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1,098
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565
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565
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355
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355
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209
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2
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2
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2
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2
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2
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2
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2
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Homeownership and the labour market in Europe
10
Forecasting volatility in the financial markets
7
Handbook of financial time series
4
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
4
Econometric analysis of financial and economic time series ; part B
3
Employment stability in an age of flexibility : evidence from industrialized countries
3
Handbook of research on emerging theories, models, and applications of financial econometrics
3
Risk management decisions and value under uncertainty
3
Risk management in volatile financial markets
3
Stock market volatility
3
The structure of wages : an international comparison
3
Advances in Management Research : Emerging Challenges and Trends
2
Applied quantitative finance
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
2
Contemporary issues in business economics and finance
2
Demand for labor : the neglected side of the market
2
Dynamic optics in economics : quantitative, experimental and econometric analyses
2
Essays in nonlinear time series econometrics
2
Essays on labor market dynamics
2
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
Financial modeling and risk management of energy and environmental instruments and derivates
2
Handbook of frontier markets : evidence from Mittle East North Africa and International Comparative Studies
2
Labour market adjustments in Europe ; [collection of papers and discussions presented at the workshop What helps or hinders labour market adjustments in Europe? Held at the European Central Bank (ECB) in Frankfurt am Main, Germany, on 28 and 29 June 2004."]
2
Labour markets, gender and institutional change : essays in honour of Günther Schmid
2
OPEC, oil prices and LNG
2
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
2
Revisiting Electricity Market Reforms : Lessons for ASEAN and East Asia
2
Stock returns : cyclicity, prediction and economic consequences
2
Tourism employment in Nordic countries : trends, practices, and opportunities
2
Adapting public policy to a labour market in transition
1
Advances in applied business research : the L.A.B.S. initiative
1
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
1
Advances in financial risk management : corporates, intermediaries and portfolios
1
Advances in risk management
1
Ageing populations and changing labour markets : social and economic impacts of the demographic time bomb
1
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Annals 1995/96 : welfare society in transition
1
Annals of operations research ; volume 284, numbers 1 (January 2020)
1
Annual Bank Conference on Development Economics in Europe Proceedings : 1999 - 2000 ; [Conference Governance, Equity and Global Markets ; Conference Development Thinking at the Millennium]
1
Application of operations research to financial markets
1
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ECONIS (ZBW)
271
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1
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271
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1
Volatility
is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
2
The
volatility
connectedness between oil and stocks : evidence from the G7 markets
BenMabrouk, Houda
- In:
Financial Market Dynamics after COVID 19 : The …
,
(pp. 67-99)
.
2022
Persistent link: https://www.econbiz.de/10013198542
Saved in:
3
Bi-directional causality between
volatility
in output growth and price growth : evidence from rice production in India using ARCH/GARCH and panel VECM approach
Pal, Dipyaman
;
Chakraborty, Chandrima
- In:
Risks and Resilience of Emerging Economies : Essays in …
,
(pp. 71-90)
.
2023
Persistent link: https://www.econbiz.de/10014339164
Saved in:
4
Business-specific risks and stock market
volatility
as Indonesian macroeconomic risk estimators
Purba, Ezra Valentino
;
Husodo, Zaäfri Ananto
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 1-17)
.
2024
Persistent link: https://www.econbiz.de/10014457588
Saved in:
5
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency
volatility
forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
6
Modeling
volatility
risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
Saved in:
7
Impact of the COVID-19 pandemic on
volatility
spillover across sectors in the US markets
Ahzam, Tariq Syed
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 229-236)
.
2022
Persistent link: https://www.econbiz.de/10014434885
Saved in:
8
Measuring the relationship between intraday returns,
volatility
spillovers, and market beta during financial distress
Heymans, André
;
Brewer, Wayne
- In:
Business research : an illustrative guide to practical …
,
(pp. 77-98)
.
2023
Persistent link: https://www.econbiz.de/10014317750
Saved in:
9
Climate risk and the
volatility
of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
10
Forecasting and backtesting of market risks in emerging markets
Fantazzini, Dean
- In:
Risk assessment and financial regulation in emerging …
,
(pp. 199-223)
.
2021
problematic. Online search queries and implied
volatility
may (or may not) improve the model estimates. In these situations a step …
Persistent link: https://www.econbiz.de/10012591721
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