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~subject:"Kapitaleinkommen"
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Search: subject:"Conditional volatility"
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Kapitaleinkommen
Volatilität
135
Volatility
132
conditional volatility
128
Conditional volatility
99
ARCH-Modell
97
ARCH model
95
Schätzung
51
Estimation
49
Börsenkurs
46
Share price
44
Capital income
43
GARCH
33
Theorie
33
Conditional Volatility
32
Theory
31
Stock market
30
Time series analysis
29
Zeitreihenanalyse
29
Aktienmarkt
28
asymmetry
24
leverage
22
Welt
20
World
20
conditional volatility models
19
Forecasting model
17
Prognoseverfahren
17
Oil price
15
Ölpreis
15
Risk
14
Estimation theory
12
Multivariate GARCH
12
Schätztheorie
12
Conditional volatility models
11
Exchange rate
11
Multivariate Analyse
11
Risiko
11
Wechselkurs
11
Asymmetry
10
Financial market
10
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Undetermined
26
Free
8
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Article
40
Book / Working Paper
3
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Article in journal
40
Aufsatz in Zeitschrift
40
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
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3
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1
Konferenzbeitrag
1
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English
43
Author
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Nonejad, Nima
3
Chang, Chia-Lin
2
Hsu, Hui-Kuang
2
McAleer, Michael
2
Abaoub, Ezzeddine
1
Acquah, Benjamin K.
1
Ahmed, Eatzaz
1
Amanjot Singh
1
Andraz, Jorge M.
1
Apergēs, Nikolaos
1
Babikir, Ali
1
Belhachemi, Rachid
1
Belhaj, Fethi
1
Bellelah, M. A.
1
Bellelah, M. O.
1
Ben Ameur, Hachmi
1
BenSaïda, Ahmed
1
Boughrara, Adel
1
Bouri, Elie
1
Brou, Jean Marcelin Bosson
1
Cabello-Rosales, Alejandra
1
Catania, Leopoldo
1
Chen, Shuning
1
Chen, Zhanhui
1
Chirilă, Ciprian
1
Chirilă, Viorica
1
Cooper, Ilan
1
Dridi, Ichrak
1
Duxbury, Darren
1
Ehling, Paul
1
Fang, Libing
1
Fernández, Viviana
1
Gabriel, Vitor
1
Gubareva, Mariya
1
Guesmi, Khaled
1
Gupta, Rangan
1
Haas, Markus
1
Hafsia, R. Ben
1
Halari, Anwar
1
Hamori, Shigeyuki
1
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Finance research letters
3
Research in international business and finance
3
Applied economics
2
International journal of economics and financial issues : IJEFI
2
International review of financial analysis
2
The European journal of finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Acta Universitatis Danubius / Oeconomica
1
Advances in Pacific Basin business, economics and finance
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Annals of economics and statistics
1
Department of Economics working paper series
1
Discussion paper / Tinbergen Institute
1
Econometric Institute research papers
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of financial economics
1
Journal of international money and finance
1
Journal of world economic review
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Quantitative finance
1
Research in economics and business : Central and Eastern Europe
1
Review of financial economics : RFE
1
Revista de métodos cuantitativos para la economía y la empresa
1
Scientific Annals of Economics and Business
1
South Asian journal of management : SAJM
1
Studies in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of applied business research
1
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ECONIS (ZBW)
43
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1
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
2
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
3
A new channel for global volatility propagation
Chen, Shuning
;
Wang, Jian-xin
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 481-502
Persistent link: https://www.econbiz.de/10014547893
Saved in:
4
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
5
Long memory in Bitcoin and ether returns and volatility and Covid-19 pandemic
Sosa, Miriam
;
Ortiz, Edgar
;
Cabello-Rosales, Alejandra
- In:
Studies in economics and finance
40
(
2023
)
3
,
pp. 411-424
Persistent link: https://www.econbiz.de/10014252615
Saved in:
6
Impacts of macroeconomic news announcements on corporate bond market
Jiang, Ruixiang
;
Wang, Bo
;
Wu, Chunchi
;
Zhang, Yue
- In:
Advances in Pacific Basin business, economics and finance
11
(
2023
),
pp. 89-125
Persistent link: https://www.econbiz.de/10014338182
Saved in:
7
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:
8
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
Saved in:
9
COVID-19 and cryptocurrency volatility : evidence from asymmetric modelling
Apergēs, Nikolaos
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013459882
Saved in:
10
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
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