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~subject:"Aktienindex"
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Aktienindex
ARCH model
10,281
ARCH-Modell
10,260
Volatilität
6,268
Volatility
6,267
Estimation
2,910
Schätzung
2,910
Theorie
2,592
Theory
2,592
Capital income
2,254
Kapitaleinkommen
2,254
Börsenkurs
2,205
Share price
2,205
Aktienmarkt
1,991
Stock market
1,991
Zeitreihenanalyse
1,786
Time series analysis
1,781
Prognoseverfahren
1,747
Forecasting model
1,746
Estimation theory
1,048
Schätztheorie
1,048
Spillover effect
1,045
Spillover-Effekt
1,045
Risikomaß
1,014
Risk measure
1,014
GARCH
935
USA
927
Exchange rate
923
Wechselkurs
923
United States
921
Welt
853
World
853
Correlation
808
Korrelation
807
Oil price
718
Ölpreis
718
Portfolio selection
673
Portfolio-Management
673
Stock index
615
Financial market
561
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Online availability
All
Undetermined
189
Free
180
Type of publication
All
Article
467
Book / Working Paper
148
Type of publication (narrower categories)
All
Article in journal
450
Aufsatz in Zeitschrift
450
Arbeitspapier
77
Working Paper
77
Graue Literatur
75
Non-commercial literature
75
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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Language
All
English
605
German
6
Spanish
2
Czech
1
French
1
Portuguese
1
Author
All
Gupta, Rangan
7
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
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
Kathiravan, Chinnadurai
3
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Institution
All
Instituto Valenciano de Investigaciones Económicas
1
National Bureau of Economic Research
1
Zentrum für Europäische Wirtschaftsforschung
1
Published in...
All
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
Applied economics
9
Finance research letters
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)
615
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601
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610
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615
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601
Distribution theory for unit root tests with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001382163
Saved in:
602
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
Saved in:
603
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
-
1999
Persistent link: https://www.econbiz.de/10001395202
Saved in:
604
Asymmetric volatility clustering, risk-return relationship and day of the week effects : evidence from nineteen stock markets
Balaban, Ercan
;
Bayar, Aslı
;
Kan, Özgür Berk
- In:
Yapı Kredı economic review : quarterly publ. of …
10
(
1999
)
2
,
pp. 3-29
Persistent link: https://www.econbiz.de/10001505110
Saved in:
605
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
606
Modelagem e previsão de volatilidade determinística e estocástica para a série do Ibovespa
Morais, Igor A. C. de
;
Portugal, Marcelo Savino
- In:
Estudos econômicos : publicação trimestral do …
29
(
1999
)
3
,
pp. 303-341
Persistent link: https://www.econbiz.de/10001512636
Saved in:
607
Modelling conditional heteroskedasticity : application to the "IBEX-35" stock-return index
León Valle, Ángel Manuel
;
Mora, Juan
- In:
Spanish economic review : SER
1
(
1999
)
3
,
pp. 215-238
Persistent link: https://www.econbiz.de/10001463551
Saved in:
608
Performance of GARCH models in forecasting stock market volatility
Chong, Choo Wei
;
Ahmad, Muhammad Idrees
;
Abdullah, Mat …
- In:
Journal of forecasting
18
(
1999
)
5
,
pp. 333-343
Persistent link: https://www.econbiz.de/10001433977
Saved in:
609
Evidence of market inefficiency in a war environment
Chappell, David
;
Eldridge, Robert M.
-
1998
Persistent link: https://www.econbiz.de/10001379373
Saved in:
610
Bayesian inference on GARCH models using the Gibbs sampler
Bauwens, Luc
;
Lubrano, Michel
- In:
The econometrics journal
1
(
1998
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10001443667
Saved in:
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