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Search: subject:"GARCH 1"
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Asia
ARCH-Modell
41
ARCH model
40
Volatility
29
Volatilität
28
Börsenkurs
23
Share price
23
1)
21
GARCH (1,1)
18
Aktienmarkt
17
Estimation
17
Stock market
17
Schätzung
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Capital income
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GARCH (1
12
GARCH(1,1)
12
Kapitaleinkommen
12
GARCH(1
10
India
10
Indien
10
Estimation theory
9
Schätztheorie
9
Time series analysis
9
Zeitreihenanalyse
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volatility
9
Aktienindex
7
Stock index
7
Causality analysis
6
Emerging economies
6
Kausalanalyse
6
Risikomaß
6
Risk measure
6
Schwellenländer
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stock returns
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GARCH (1, 1)
5
GARCH (1,1) model
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Portfolio selection
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Portfolio-Management
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English
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Abdelkefi, Samar Zlitni
1
Anandhabalaji, Veeramani
1
Aqil, Muhammad
1
Babu, Manivannan
1
Gupta, Rakesh
1
Hariharan, C.
1
Indhumathi, G.
1
Jayapal, Gayathri
1
Kathiravan, Chinnadurai
1
Kazmi, Syed Hasnain Alam
1
Khan, Badal
1
Khoufi, Walid
1
Rajendran, Brintha
1
Sathya, J.
1
Shimny, P. S. Shabi
1
Srinivasan, S.
1
Yuan, Tian
1
Zaman, Syed Imran
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International Journal of Energy Economics and Policy : IJEEP
1
International journal of economics, finance and management sciences : IJEFM
1
International journal of finance & economics : IJFE
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
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1
Return and volatility spillovers of Asian Pacific stock markets' energy indices
Babu, Manivannan
;
Hariharan, C.
;
Srinivasan, S.
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
1
,
pp. 61-66
Persistent link: https://www.econbiz.de/10014235194
Saved in:
2
Day-of-the-week effect and market liquidity : a comparative study from emerging stock markets of Asia
Khan, Badal
;
Aqil, Muhammad
;
Kazmi, Syed Hasnain Alam
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 544-561
Persistent link: https://www.econbiz.de/10014253231
Saved in:
3
Stock markets linkages before, during and after subprimes crisis : bivariate BEKK
GARCH
(
1
, 1) and DCC models
Abdelkefi, Samar Zlitni
;
Khoufi, Walid
- In:
International journal of economics, finance and …
3
(
2015
)
3
,
pp. 213-230
Persistent link: https://www.econbiz.de/10011389712
Saved in:
4
Chinese Lunar New Year effect in Asian stock markets : 1999 - 2012
Yuan, Tian
;
Gupta, Rakesh
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
4
,
pp. 529-537
Persistent link: https://www.econbiz.de/10010533391
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