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~subject:"ARCH-Modell"
~subject:"Schätzung"
~subject:"Volatility"
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Search: subject:"Börsenkurs"
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ARCH-Modell
Schätzung
Volatility
Börsenkurs
51,591
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50,053
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13,449
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13,430
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2,177
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2,042
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2,035
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Gupta, Rangan
126
Caporale, Guglielmo Maria
106
McAleer, Michael
67
Pierdzioch, Christian
65
Hautsch, Nikolaus
61
McMillan, David G.
50
Narayan, Paresh Kumar
50
Gil-Alaña, Luis A.
49
Zaremba, Adam
49
Bollerslev, Tim
48
Lux, Thomas
48
Bohl, Martin T.
47
Ma, Feng
42
Wohar, Mark E.
42
Bouri, Elie
37
Allen, David E.
36
Bloom, Nicholas
36
Tiwari, Aviral Kumar
36
Lettau, Martin
35
Ryu, Doojin
34
Spagnolo, Nicola
33
Engle, Robert F.
32
Ang, Andrew
31
Bansal, Ravi
31
Salisu, Afees A.
31
Stulz, René M.
31
Todorov, Viktor
30
Bali, Turan G.
29
Bekaert, Geert
29
Theissen, Erik
29
Demirer, Rıza
28
Ludvigson, Sydney C.
28
Entorf, Horst
27
Balcilar, Mehmet
26
Campbell, John Y.
26
Härdle, Wolfgang
26
Chiang, Thomas C.
25
Jiang, George J.
24
Pesaran, M. Hashem
24
Timmermann, Allan
24
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National Bureau of Economic Research
209
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Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve System / Division of Research and Statistics
7
Birkbeck College / Department of Economics
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Institut für Weltwirtschaft
5
Zentrum für Europäische Wirtschaftsforschung
5
Gottfried Wilhelm Leibniz Universität Hannover
4
Center for Economic Research <Tilburg>
3
Centre for Economic Policy Research
3
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Kansantaloustieteen Laitos <Tampere>
3
Shaker Verlag
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Canterbury / Dept. of Economics and Finance
3
University of Exeter / Department of Economics
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Universität Mannheim
3
Verlag Dr. Kovač
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Erasmus Research Institute of Management
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Federal Reserve Bank of New York
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Internationaler Währungsfonds / Research Department
2
Karlsruher Institut für Technologie
2
Pensions Institute
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
School of Finance and Business Economics <Perth, Western Australia>
2
Social Service Committee
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Finance research letters
264
NBER working paper series
208
International review of financial analysis
194
Working paper / National Bureau of Economic Research, Inc.
194
International review of economics & finance : IREF
176
Journal of banking & finance
174
Applied economics letters
170
The North American journal of economics and finance : a journal of financial economics studies
163
Applied economics
160
NBER Working Paper
155
Economic modelling
143
Energy economics
141
Journal of empirical finance
138
Research in international business and finance
129
Journal of financial economics
122
Journal of international financial markets, institutions & money
122
Applied financial economics
121
Pacific-Basin finance journal
107
Journal of risk and financial management : JRFM
102
The journal of futures markets
92
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
91
Discussion paper / Centre for Economic Policy Research
86
Journal of econometrics
85
Review of quantitative finance and accounting
77
The European journal of finance
77
CESifo working papers
72
Cogent economics & finance
72
The journal of finance : the journal of the American Finance Association
68
International Journal of Energy Economics and Policy : IJEEP
67
Economics letters
66
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
66
Working paper
66
International journal of economics and finance
62
International journal of economics and financial issues : IJEFI
62
International journal of finance & economics : IJFE
62
Journal of financial markets
61
Journal of financial and quantitative analysis : JFQA
59
Finance India : the quarterly journal of Indian Institute of Finance
57
The review of financial studies
56
Journal of international money and finance
52
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ECONIS (ZBW)
15,058
EconStor
198
USB Cologne (EcoSocSci)
1
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1
Herding states and stock market returns
Costa, Filipe
;
Fortuna, Natércia
;
Lobão, Júlio
- In:
Research in international business and finance
68
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451812
Saved in:
2
Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?
Bongiovanni, Alessio
;
Fiandrino, Simona
- In:
Research in international business and finance
68
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451852
Saved in:
3
ESG news, stock volatility and tactical disclosure
De Vincentiis, Paola
- In:
Research in international business and finance
68
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014451859
Saved in:
4
The value of growth : changes in profitability and future stock returns
Lim, Bryan
;
Sotes-Paladino, Juan
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking and finance
158
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451974
Saved in:
5
Corporate acquisitions and firm-level uncertainty : domestic versus cross-border deals
Bai, Ye
;
Girma, Sourafel
;
Riaño, Alejandro
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451397
Saved in:
6
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
7
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
8
China's national team : a game changer in stock market stabilization?
Li, Hui
;
Liu, Kerry
- In:
Finance research letters
61
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490648
Saved in:
9
The lead-lag relation between VIX futures and SPX futures
Bangsgaard, Christine
;
Kokholm, Thomas
- In:
Journal of financial markets
67
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491067
Saved in:
10
Extreme risk contagion from the United States to BRICS stock markets : a multivariate quantile analysis
Zhang, Yi
;
Zhou, Long
;
Wu, Baoxiu
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
70
(
2024
)
Persistent link: https://www.econbiz.de/10014492033
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