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~subject:"Aktienindex"
~subject:"Stock index"
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Search: subject:"ARCH model"
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Aktienindex
Stock index
ARCH model
10,359
ARCH-Modell
10,338
Volatilität
6,335
Volatility
6,334
Estimation
2,929
Schätzung
2,929
Theorie
2,609
Theory
2,609
Capital income
2,275
Kapitaleinkommen
2,275
Börsenkurs
2,230
Share price
2,230
Aktienmarkt
2,008
Stock market
2,008
Zeitreihenanalyse
1,792
Time series analysis
1,787
Prognoseverfahren
1,778
Forecasting model
1,777
Spillover effect
1,064
Spillover-Effekt
1,064
Estimation theory
1,052
Schätztheorie
1,052
Risikomaß
1,022
Risk measure
1,022
GARCH
944
USA
929
Exchange rate
927
Wechselkurs
927
United States
923
Welt
869
World
869
Correlation
809
Korrelation
808
Oil price
730
Ölpreis
730
Portfolio selection
682
Portfolio-Management
682
Financial market
567
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Undetermined
194
Free
182
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Article
473
Book / Working Paper
149
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Article in journal
456
Aufsatz in Zeitschrift
456
Arbeitspapier
78
Working Paper
78
Graue Literatur
76
Non-commercial literature
76
Aufsatz im Buch
17
Book section
17
Hochschulschrift
7
Thesis
6
Collection of articles written by one author
2
Sammlung
2
Aufsatzsammlung
1
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
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English
612
German
6
Spanish
2
Czech
1
French
1
Portuguese
1
Author
All
Gupta, Rangan
8
Jondeau, Eric
7
Rockinger, Michael
7
Wu, Jianbin
6
Ajmi, Ahdi Noomen
5
Allen, David E.
5
Lux, Thomas
5
McAleer, Michael
5
Politis, Dimitris N.
5
Caporale, Guglielmo Maria
4
Christensen, Bent Jesper
4
Giot, Pierre
4
Hsing, Yu
4
Jeribi, Ahmed
4
Linton, Oliver
4
Liu, Hung-Chun
4
Lönnbark, Carl
4
Nasr, Adnen Ben
4
Nielsen, Morten Ørregaard
4
Qiao, Gaoxiu
4
Raaij, Gabriela de
4
Raunig, Burkhard
4
Sharma, Prateek
4
Weber, Enzo
4
Zhu, Jie
4
Aragó, Vicent
3
Blazsek, Szabolcs
3
Bouri, Elie
3
Chang, Bisharat Hussain
3
Chang, Chia-Lin
3
Degiannakis, Stavros
3
Degiannakis, Stavros Antonios
3
Dellaportas, Petros
3
Dijk, Dick van
3
Fakhfekh, Mohamed
3
Feng, Yuanhua
3
Fiszeder, Piotr
3
Franses, Philip Hans
3
Ghorbel, Ahmed
3
Hol Uspensky, Eugenie
3
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Instituto Valenciano de Investigaciones Económicas
1
National Bureau of Economic Research
1
Zentrum für Europäische Wirtschaftsforschung
1
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The North American journal of economics and finance : a journal of financial economics studies
15
Applied financial economics
13
International review of financial analysis
13
Finance research letters
11
Applied economics
9
Journal of risk and financial management : JRFM
9
Research in international business and finance
9
Economic modelling
8
Journal of international financial markets, institutions & money
8
Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and financial issues : IJEFI
7
International review of economics & finance : IREF
7
Journal of empirical finance
7
The journal of futures markets
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Journal of risk
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Applied economics letters
5
Discussion paper / Tinbergen Institute
5
Energy economics
5
Journal of econometrics
5
IES working paper
4
International Journal of Energy Economics and Policy : IJEEP
4
International Journal of Financial Studies : open access journal
4
International journal of financial research
4
International journal of forecasting
4
Journal of banking & finance
4
Research bulletin / The Institute of Cost Accountants of India
4
Review of financial economics : RFE
4
Umeå economic studies
4
Asia-Pacific journal of financial studies
3
CBN journal of applied statistics
3
CESifo working papers
3
Cogent economics & finance
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance a úvěr
3
Financial innovation : FIN
3
Future Business Journal
3
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ECONIS (ZBW)
622
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71
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622
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71
Conditional and unconditional intraday value-at-risk models : an application to high-frequency tick-by-tick exchange-traded fund data
Nunkoo, Houmera Bibi Sabera
;
Sookia, Noor Ul Hacq
; …
- In:
Journal of risk : JOR
26
(
2023
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014487297
Saved in:
72
Realized quantity extended conditional autoregressive value-at-risk models
Götz, Pit
- In:
Journal of risk : JOR
26
(
2023
)
2
,
pp. 33-63
Persistent link: https://www.econbiz.de/10014487299
Saved in:
73
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
74
Forecasting volatility of Saudi stock market (TASI) and sectoral indices
Kumaran, Sunitha
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
6
,
pp. 819-842
Persistent link: https://www.econbiz.de/10014434354
Saved in:
75
A study on risk return relationship of Indian equity markets
Thappa, Sankar
- In:
Advances in Management Research : Emerging Challenges …
,
(pp. 237-242)
.
2022
Persistent link: https://www.econbiz.de/10014434886
Saved in:
76
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
77
Does US infectious disease equity market volatility index predict G7 stock returns? : evidence beyond symmetry
Gohar, Raheel
;
Salman, Asma
;
Uche, Emmanuel
;
Derindag, …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442587
Saved in:
78
Can the introduction of stock index futures stabilize the volatility of the stock market? : evidence from the Chinese stock market
Liu, Shengnan
;
Yang, Linshan
;
Gu, Rongbao
- In:
International review of economics & finance : IREF
85
(
2023
),
pp. 44-58
Persistent link: https://www.econbiz.de/10014424017
Saved in:
79
Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
Saved in:
80
Forecasting the Sensex and Nifty indices using ARIMA and GARCH models
Tejesh H. R.
;
Jeelan Basha V.
- In:
Mudra : journal of finance and accounting
10
(
2023
)
1
,
pp. 57-75
Persistent link: https://www.econbiz.de/10014372845
Saved in:
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