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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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
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GARCH (1
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GARCH(1,1)
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Kapitaleinkommen
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GARCH(1
10
India
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Indien
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Estimation theory
9
Schätztheorie
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Time series analysis
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volatility
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Aktienindex
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Stock index
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Causality analysis
6
Emerging economies
6
Kausalanalyse
6
Risikomaß
6
Risk measure
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Schwellenländer
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stock returns
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GARCH (1, 1)
5
GARCH (1,1) model
5
Portfolio selection
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Abdelkefi, Samar Zlitni
1
Ahmad, Khurshid
1
Allen, David E.
1
Boonyasana, Kwanruetai
1
Bou-Hamad, Imad
1
Charbonneau, Alain
1
Guo, Shuxin
1
Houllier, Melanie
1
Jamali, Ibrahim
1
Janani, Mohammad H.
1
Khoufi, Walid
1
Liu, Qiang
1
McAleer, Michael
1
Murphy, David
1
Paquin, Jean-Paul
1
Qiao, Gaoxiu
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RahnamaRoudposhti, Fereydoun
1
SiamiNamini, Rahele
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Tessier, David
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Zhao, Zeyan
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Applied economics
1
International journal of economic behavior and organization : IJEBO
1
International journal of economic policy in emerging economies
1
International journal of economics, finance and management sciences : IJEFM
1
International journal of financial research
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Research in international business and finance
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
9
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1
Do we need stochastic volatility and generalised autoregressive conditional heteroscedasticity? : Comparing squared end-of-day returns on ftse
Allen, David E.
;
McAleer, Michael
- In:
Risks : open access journal
8
(
2020
)
1/12
,
pp. 1-20
Heteroscedasticity (
GARCH
) (
1
,1) models fitted to ten years of daily data for FTSE. As a benchmark, we used the realized volatility (RV …
Persistent link: https://www.econbiz.de/10012203997
Saved in:
2
Forecasting financial time-series using data mining models : A simulation study
Bou-Hamad, Imad
;
Jamali, Ibrahim
- In:
Research in international business and finance
51
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012205510
Saved in:
3
Effect of petroleum product prices on Thailand's economic growth
Boonyasana, Kwanruetai
- In:
International journal of economic policy in emerging …
11
(
2018
)
1/2
,
pp. 40-48
Persistent link: https://www.econbiz.de/10011860961
Saved in:
4
A study to examine time-varying effectiveness of stock returns on Tehran stock exchange
SiamiNamini, Rahele
;
RahnamaRoudposhti, Fereydoun
; …
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 154-161
Persistent link: https://www.econbiz.de/10010205102
Saved in:
5
Initial margin model sensitivity analysis and volatility estimation
Houllier, Melanie
;
Murphy, David
- In:
The journal of financial market infrastructures
5
(
2017
)
4
,
pp. 77-103
Persistent link: https://www.econbiz.de/10011729235
Saved in:
6
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:
7
A computational account of investor behaviour in Chinese and US market
Zhao, Zeyan
;
Ahmad, Khurshid
- In:
International journal of economic behavior and …
3
(
2015
)
6
,
pp. 78-84
Persistent link: https://www.econbiz.de/10011506272
Saved in:
8
VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang
;
Guo, Shuxin
;
Qiao, Gaoxiu
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
Saved in:
9
The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances
Paquin, Jean-Paul
;
Charbonneau, Alain
;
Tessier, David
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1170-1186
Persistent link: https://www.econbiz.de/10010486263
Saved in:
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