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Search: subject:"egarch"
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EGARCH
490
Volatility
320
Volatilität
296
ARCH-Modell
269
ARCH model
264
Börsenkurs
191
Share price
188
Schätzung
175
Estimation
171
Stock market
135
Aktienmarkt
133
GARCH
125
Capital income
124
Kapitaleinkommen
124
volatility
78
Theorie
61
Spillover-Effekt
60
Exchange rate
58
Spillover effect
58
Theory
58
Wechselkurs
53
EGARCH model
52
Forecasting model
49
Prognoseverfahren
49
Time series analysis
49
Zeitreihenanalyse
49
India
41
Indien
37
Aktienindex
36
Coronavirus
35
Impact assessment
35
Wirkungsanalyse
35
Financial crisis
34
Stock index
33
Finanzkrise
32
TGARCH
32
CAPM
31
Estimation theory
30
Financial market
30
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30
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Free
356
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294
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Article
627
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183
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1
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404
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404
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47
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44
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22
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22
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21
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15
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6
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English
559
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239
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9
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1
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1
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1
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McAleer, Michael
21
Weber, Enzo
15
Blazsek, Szabolcs
13
Chang, Chia-Lin
11
Hsing, Yu
7
Wu, Xinyu
7
Corbet, Shaen
6
Jebran, Khalil
6
Afonso, António
5
Brandner, Peter
5
Francq, Christian
5
Gomes, Pedro
5
Grech, Harald
5
Hafner, Christian M.
5
Mallik, Girijasankar
5
Narayan, Paresh Kumar
5
Narayan, Seema
5
Qayyum, Abdul
5
Ruiz, Esther
5
Stix, Helmut
5
Taamouti, Abderrahim
5
Ahmed, Sheraz
4
Asai, Manabu
4
Baldi, Lucia
4
Carnero, M. Angeles
4
Chen, Shihua
4
Chevallier, Julien
4
Chia, Ricky Chee-Jiun
4
Koutmos, Gregory
4
Liu, Kerry
4
McAleer, M.J.
4
Mendoza-Velázquez, Alfonso
4
Miyakoshi, Tatsuyoshi
4
Murcia, Andrés
4
Olbrys, Joanna
4
Peri, Massimo
4
Pérez, Ana
4
Rojas, Diego
4
Théoret, Raymond
4
Tzavalis, Elias
4
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
31
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
5
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
5
Erasmus University Rotterdam, Econometric Institute
4
Departamento de Estadistica, Universidad Carlos III de Madrid
3
Department of Economics and Finance, College of Business and Economics
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
Faculty of Economics, University of Cambridge
3
Institute of Economic Research, Kyoto University
3
Society for Computational Economics - SCE
3
BANCO DE LA REPÚBLICA
2
Banco de la Republica de Colombia
2
Business School, University of Sydney
2
Department of Economics and Related Studies, University of York
2
East Asian Bureau of Economic Research (EABER)
2
Graduate School of Economics, Osaka University
2
HAL
2
Institut für Weltwirtschaft (IfW)
2
Oesterreichische Nationalbank
2
Pakistan Institute of Development Economics
2
Université Paris-Dauphine (Paris IX)
2
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
2
Banca d'Italia
1
Bank for International Settlements (BIS)
1
Business School, University of Nottingham
1
C.E.P.R. Discussion Papers
1
Center for Economic Institutions, Institute of Economic Research
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
1
Department of Economics, Democritus University of Thrace
1
Department of Economics, European University Institute
1
Department of Economics, Faculty of Economic and Management Sciences
1
Department of Economics, Oxford University
1
Department of Economics, University of Crete
1
Development and Policies Research Center (Depocen)
1
Dipartimento di Scienze Economiche e Sociali, Facoltà di Economia "Giorgio Fuà"
1
Départment des sciences administratives, Université du Québec en Outaouais (UQO)
1
Economics Group, Nuffield College, University of Oxford
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Economics Section, Cardiff Business School
1
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MPRA Paper
31
Applied economics
18
Energy economics
12
Cogent economics & finance
10
Finance research letters
9
Journal of Risk and Financial Management
9
Journal of risk and financial management : JRFM
9
Iktisat Isletme ve Finans
7
Applied financial economics
6
Review of quantitative finance and accounting
6
Applied economics letters
5
CBN Journal of Applied Statistics
5
CBN journal of applied statistics
5
Cogent Economics & Finance
5
Econometric Institute Research Papers
5
Financial innovation : FIN
5
Journal of Economics and Finance
5
Research in international business and finance
5
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
5
SFB 649 Discussion Paper
5
SFB 649 Discussion Papers
5
The empirical economics letters : a monthly international journal of economics
5
Theoretical economics letters
5
Business and Economic Research : BER
4
Econometric Institute Report
4
Economics Bulletin
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Energy Economics
4
Future Business Journal
4
Global Business and Economics Review
4
Global business & economics review
4
International Journal of Economics and Financial Issues
4
International Journal of Islamic and Middle Eastern Finance and Management
4
International Journal of Monetary Economics and Finance
4
International journal of economics and finance
4
International journal of economics and financial issues : IJEFI
4
International journal of financial research
4
Journal of banking & finance
4
Review of economics & finance
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
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Source
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ECONIS (ZBW)
432
RePEc
288
EconStor
70
Other ZBW resources
16
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5
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51
Biến động giá và rủi ro giữa các thị trường trái phiếu, cổ phiếu, dầu và vàng tại Việt Nam trước và trong giai đoạn COVID-19
Ngo Thai Hung
;
Huỳnh Dương Phương Quyên
;
Võ Lê …
- In:
VNU journal of economics and business
2
(
2022
)
5
,
pp. 103-114
Persistent link: https://www.econbiz.de/10013499673
Saved in:
52
Natural language processing and financial markets : semi-supervised modelling of coronavirus and economic news
Moreno, Carlos
;
Minozzo, Marco
-
2022
Persistent link: https://www.econbiz.de/10014276811
Saved in:
53
Modeling and forecasting volatility of stock market using family of GARCH models : evidence from CPEC linked countries
Fraz, Tayyab Raza
;
Fatima, Samreen
- In:
Global economy journal : GEJ
22
(
2022
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013556985
Saved in:
54
Exchange rate volatility and India-U.S. export at commodity level : evidence from an autoregressive distributed lag approach
Gupta, Mohini
;
Varshney, Sakshi
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
4
,
pp. 853-875
Persistent link: https://www.econbiz.de/10013531083
Saved in:
55
Volatility analysis in international indices
Altin, Hakan
- In:
International journal of sustainable economies …
11
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014290701
Saved in:
56
The effect of COVID-19 pandemic on the risks of investments in Indonesia : evidence from the
EGARCH
model
Rahmi, Meinisa Fadillah
;
Nasrudin
- In:
Bulletin of monetary economics and banking
25
(
2022
)
4
,
pp. 673-688
Persistent link: https://www.econbiz.de/10014266001
Saved in:
57
Does soft shareholder activism hold hard consequences?
Kallis, Linda
;
Corbet, Shaen
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 152-159
Persistent link: https://www.econbiz.de/10014631492
Saved in:
58
Modelling stock market volatility using asymmetric GARCH models : evidence from BRICS stock markets
Siddiqui, Ayesha
;
Shamim, Mohd
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 107-127
Persistent link: https://www.econbiz.de/10014491085
Saved in:
59
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized
EGARCH
-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
60
Score function scaling for QAR plus Beta-t-
EGARCH
: an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
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