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~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Book section"
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ARCH-Modell
Estimation
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Aktienmarkt
945
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299
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299
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228
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170
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39
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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
Sayn-Wittgenstein, Isabelle zu
2
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2
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2
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Achsani, Noer Azam
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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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1
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Stock market volatility
13
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
4
Empirical research on the German capital market : with 60 tables
4
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
4
International finance for infrastructure development
3
The global structure of financial markets : an overview
3
Aktie im Fokus : von der Analyse zum going public
2
Asia-Pacific financial markets : integration, innovation and challenges
2
Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
2
Capital markets
2
China's rise and internationalization : regional and global challenges and impacts
2
Decision making and risk/return optimization in financial economics
2
Evoluation of money, banking and financial crisis : history, theory and policy
2
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
Financial and macroeconomic dynamics in Central and Eastern Europe : a Bayesian approach
2
Fractal approaches for modeling financial assets and predicting crises
2
German financial markets and institutions: selected studies
2
Global stock exchanges : stability, interrelationships, and roles
2
Handbook of the equity risk premium
2
Islamic capital markets : volatility, performance and stability
2
Latin American financial markets : developments in financial innovations
2
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
2
The new capital markets in Central and Eastern Europe : with 131 tables
2
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 ...]
2
6th International Finance Conference on Financial Crisis and Governance
1
Advances in Management Research : Emerging Challenges and Trends
1
Advances in applied business research : the L.A.B.S. initiative
1
Advances in financial risk management : corporates, intermediaries and portfolios
1
Applying Kernel and nonparametric estimation to economic topics
1
Artificial intelligence and big data for financial risk management : intelligent applications
1
Asian capital market development and integration : challenges and opportunities
1
Asset Management : Festschrift für Prof. Dr. rer. nat. Dr. h.c. rer. pol. Klaus Spremann zur Emeritierung
1
Asset price bubbles : the implications for monetary, regulatory, and international policies
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Bank funding, financial instruments and decision-making in the banking industry
1
Banking and capital markets : new international perspectives
1
Big Data in Finance : Opportunities and Challenges of Financial Digitalization
1
Bounded rationality in economics and finance
1
Business Development and Economic Governance in Southeastern Europe : 13th International Conference on the Economies of the Balkan and Eastern European Countries (EBEEC), Pafos, Cyprus, 2021
1
Business excellence and competitiveness in the Middle East and North Africa
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ECONIS (ZBW)
228
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Volatility linkage between the stock exchange of Thailand and major stock markets
Budsabawan Maharakkhaka
;
Boonyachote Suteerawattananon
; …
- In:
Corporate Practices: Policies, Methodologies, and …
,
(pp. 569-585)
.
2024
Persistent link: https://www.econbiz.de/10014564326
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2
International comparison of Islamic and conventional indices in equity markets : analysis of weak form of efficiency and volatility
Ouchrif, Fatimazahra
- In:
Internationalization and organizations : challenges and …
,
(pp. 193-225)
.
2024
Persistent link: https://www.econbiz.de/10014576093
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3
Influence of individual investor sentiment on stock price volatility : based on simulated stocked trading system
Wang, Ying
;
Cheng, Ximing
- In:
Internet finance and digital economy : advances in …
,
(pp. 75-85)
.
2024
Persistent link: https://www.econbiz.de/10014533696
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4
Uncovering interdependencies between crude palm oil commodity and ASEAN-5 equity markets : a time-frequency connectedness analysis
Yeap, Xiu Wei
;
Tan, Sook-Rei
;
Hooi Hooi Lean
- In:
Economic growth and development in the tropics
,
(pp. 223-249)
.
2024
Persistent link: https://www.econbiz.de/10014536301
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5
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
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6
A note on stock market seasonality : the impact of stock price volatility on the application of dummy variable regression model
Chien, Chin-chen
;
Lee, Cheng F.
;
Wang, Andrew M. L.
-
2024
Persistent link: https://www.econbiz.de/10015046798
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7
A correlation-based portfolio choice algorithm
Ross, Jonathan
;
Madsen, Joshua
;
Alexander, Gordon J.
-
2024
Persistent link: https://www.econbiz.de/10015046858
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8
Stock returns and volatility on China's stock markets
Lee, Cheng F.
;
Rui, Oliver Meng
-
2024
Persistent link: https://www.econbiz.de/10015046859
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9
Style investing, momentum, and co-movement
Wu, Chunchi
;
Tao, Xinyuan
-
2024
Persistent link: https://www.econbiz.de/10015046864
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10
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
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