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Search: subject:"Conditional volatility"
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Subject
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Volatilität
136
Volatility
133
conditional volatility
129
Conditional volatility
99
ARCH-Modell
98
ARCH model
96
Schätzung
50
Estimation
48
Börsenkurs
46
Share price
44
Capital income
43
Kapitaleinkommen
43
GARCH
33
Theorie
33
Conditional Volatility
32
Stock market
31
Theory
31
Aktienmarkt
29
Time series analysis
29
Zeitreihenanalyse
29
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
Financial market
11
Finanzmarkt
11
Multivariate Analyse
11
Risiko
11
Wechselkurs
11
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Online availability
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Free
169
Undetermined
123
Type of publication
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Article
190
Book / Working Paper
151
Other
2
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Article in journal
114
Aufsatz in Zeitschrift
114
Working Paper
47
Graue Literatur
23
Non-commercial literature
23
Arbeitspapier
22
Article
6
research-article
5
Conference paper
2
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2
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English
209
Undetermined
131
German
2
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1
Author
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McAleer, Michael
74
Chang, Chia-Lin
40
Haas, Markus
10
Mittnik, Stefan
9
Hsu, Hui-Kuang
8
Hammoudeh, Shawkat
6
Chuffart, Thomas
5
Harris, Richard D. F.
5
Kumar, Rakesh
5
Ling, Shiqing
5
Paolella, Marc S.
5
Papadamou, Stephanos
5
Stagiannis, Apostolos
5
Tansuchat, Roengchai
5
Tong, Howell
5
Allen, David E.
4
Asai, Manabu
4
Chen, Meng-Gu
4
Dhankar, Raj S.
4
Hoti, Suhejla
4
Huang, Biing-Wen
4
Lim, Christine
4
Malik, Farooq
4
McAleer, M.J.
4
Murphy, David
4
Nonejad, Nima
4
Signori, Ombretta
4
Singh, Abhay K.
4
Baluga, Anthony
3
Baumöhl, Eduard
3
Chan, Felix
3
Chang, C-L.
3
Chebbi, Tarek
3
Coleman, Simeon
3
Cremers, Heinz
3
Degiannakis, Stavros
3
Dime, Roselle
3
Filis, George
3
Kollias, Christos
3
Krasnosselski, Nikolai
3
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Institution
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
10
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
Department of Economics and Finance, College of Business and Economics
7
Center for Financial Studies
6
Erasmus University Rotterdam, Econometric Institute
5
Tinbergen Instituut
4
Bank of Greece
3
Institute of Economic Research, Kyoto University
3
Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales
2
HAL
2
Suomen Pankki
2
Université Paris-Dauphine (Paris IX)
2
Banca d'Italia
1
Banco de México
1
Bank of England
1
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
1
Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)
1
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
1
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE), Instituto Superior de Economia e Gestão (ISEG)
1
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
Charles H. Dyson School of Applied Economics and Management, Cornell University
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
1
Department of Economics, Leicester University
1
Department of Economics, Tufts University
1
Department of Economics, University of Pennsylvania
1
EconWPA
1
Frankfurt School of Finance and Management
1
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
1
Hanken Svenska Handelshögskolan
1
Henley Business School, University of Reading
1
Hong Kong Monetary Authority
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
International Economics Section, The Graduate Institute of International and Development Studies
1
Nottingham Trent University, Nottingham Business School, Economics Division
1
Office of Regional Economic Integration, Asian Development Bank
1
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Published in...
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Discussion paper / Tinbergen Institute
12
Tinbergen Institute Discussion Paper
12
Documentos de Trabajo del ICAE
10
Econometric Institute Research Papers
9
Finance research letters
9
MPRA Paper
9
International review of financial analysis
7
Research in international business and finance
7
Working Papers in Economics
7
CFS Working Paper Series
6
Econometrics
6
Mathematics and Computers in Simulation (MATCOM)
6
Econometric Institute Report
5
Economic modelling
4
Tinbergen Institute Discussion Papers
4
Applied economics
3
CFS Working Paper
3
Econometrics : open access journal
3
Economics Letters
3
International journal of economics and financial issues : IJEFI
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
KIER Working Papers
3
Working Papers / Bank of Greece
3
Asian Academy of Management Journal of Accounting and Finance
2
DFAEII Working Papers
2
Econometric Reviews
2
Economic Modelling
2
Economics Bulletin
2
Economics Papers from University Paris Dauphine
2
Economics letters
2
Energy economics
2
Frankfurt School - Working Paper Series
2
Global Business Review
2
International Journal of Economics and Business Research
2
International Journal of Energy Economics and Policy : IJEEP
2
International Journal of Monetary Economics and Finance
2
Istanbul Stock Exchange Review
2
Journal of International Financial Markets, Institutions and Money
2
Journal of Risk Finance
2
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Source
All
RePEc
165
ECONIS (ZBW)
138
EconStor
31
Other ZBW resources
5
BASE
4
Showing
21
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343
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21
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan
;
Pappert, Sven
;
Ziel, Florian
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
Saved in:
22
The linkage between international dairy commodity prices and volatility : a panel-GARCH analysis
Rezitis, Anthony N.
;
Tremma, Ourania A.
- In:
Journal of agribusiness in developing and emerging …
13
(
2023
)
5
,
pp. 685-705
Persistent link: https://www.econbiz.de/10014450183
Saved in:
23
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:
24
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:
25
Sustainability of basket peg choices in the post-COVID-19 era : new evidence from Morocco & Tunisia
Bouhali, Hamza
;
Dahbani, Ahmed
;
Dinar, Brahim
- In:
Macroeconomics and finance in emerging market economies
15
(
2022
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10012821102
Saved in:
26
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:
27
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:
28
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:
29
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
30
Bitcoin and integration patterns in the forex market
Virk, Nader Shahzad
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494907
Saved in:
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