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Search: subject:"Conditional volatility"
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Share price
Volatilität
135
Volatility
132
conditional volatility
128
Conditional volatility
99
ARCH-Modell
97
ARCH model
95
Schätzung
51
Estimation
49
Börsenkurs
46
Capital income
43
Kapitaleinkommen
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
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8
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Article
40
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4
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4
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4
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4
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1
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English
44
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Chang, Chia-Lin
4
McAleer, Michael
4
BenSaïda, Ahmed
2
Degiannakis, Stavros
2
Filis, George
2
Hsu, Hui-Kuang
2
Kollias, Chrēstos
2
Nonejad, Nima
2
Papadamou, Stephanos
2
Stagiannis, Apostolos
2
Abaoub, Ezzeddine
1
Acquah, Benjamin K.
1
Ahmed, Eatzaz
1
Amanjot Singh
1
Ananzeh, Izz Eddien Naif
1
Aziz, Tariq
1
Babikir, Ali
1
Baklaci, Hasan F.
1
Baumöhl, Eduard
1
Belhaj, Fethi
1
Boldanov, Rustam
1
Bouazizi, Tarek
1
Bouraoui, Omar
1
Bouri, Elie
1
Brou, Jean Marcelin Bosson
1
Catania, Leopoldo
1
Dong, Zhi
1
Dutta, Shantanu
1
Duxbury, Darren
1
Escobari, Diego
1
Essaddam, Naceur
1
Fang, Libing
1
Gabriel, Vitor
1
Galagedera, Don U. A.
1
Gupta, Rangan
1
Halari, Anwar
1
Hamid, Kashif
1
Hamida, Arafet
1
Hasan, Arshad
1
Hassan, Mohammed Elamin
1
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Finance research letters
3
Research in international business and finance
3
Discussion paper / Tinbergen Institute
2
Economic modelling
2
Economics letters
2
International journal of finance & economics : IJFE
2
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
Econometric Institute research papers
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European journal of political economy
1
Global business review
1
International Journal of Energy Economics and Policy : IJEEP
1
International journal of economics and financial issues : IJEFI
1
International journal of financial research
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economic development
1
Journal of emerging market finance
1
Journal of financial economics
1
Journal of world economic review
1
Malaysian journal of economic studies
1
Pakistan journal of commerce and social sciences
1
Research in economics and business : Central and Eastern Europe
1
Review of Pacific Basin financial markets and policies
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
The European journal of finance
1
The energy journal
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
The journal of financial market infrastructures
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)
44
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1
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:
2
Effects of conditional oil volatility on exchange rate and stock markets returns
Bouazizi, Tarek
;
Mrad, Fatma
;
Hamida, Arafet
;
Nafti, Sawsen
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 53-71
Persistent link: https://www.econbiz.de/10013190003
Saved in:
3
Stock exchange volatility forecasting under market stress with MIDAS regression
Körs, Murat
;
Karan, Mehmet Baha
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 295-306
Persistent link: https://www.econbiz.de/10014253189
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Macroeconomic uncertainty and stock market uncertainty : some further evidence from Pakistan
Aziz, Tariq
;
Marwat, Jahanzeb
;
Mustafa, Sheraz
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
2
,
pp. 2150014-1-2150014-15
Persistent link: https://www.econbiz.de/10012627829
Saved in:
9
Using the
conditional
volatility
channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
10
Do investors overreact for property and financial service sectors?
Dong, Zhi
;
Sing, Tien-foo
- In:
Journal of emerging market finance
20
(
2021
)
1
,
pp. 79-123
Persistent link: https://www.econbiz.de/10012493293
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