Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied financial economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Stochastic Volatility in a Mac...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Heteroscedasticity
8
Heteroskedastizität
8
Capital income
4
Kapitaleinkommen
4
ARCH model
3
ARCH-Modell
3
Volatility
3
Volatilität
3
Aktienindex
2
Beta risk
2
Betafaktor
2
Estimation
2
Großbritannien
2
Schätzung
2
Stock index
2
Theorie
2
Theory
2
United Kingdom
2
1990-2008
1
1993-2003
1
1994-2003
1
Börsenkurs
1
CAPM
1
Correlation
1
EU countries
1
EU-Staaten
1
Einheitswurzeltest
1
Estimation theory
1
Exchange rate
1
Handelsvolumen der Börse
1
Index futures
1
Index-Futures
1
Korrelation
1
Multivariate Analyse
1
Multivariate analysis
1
Portfolio selection
1
Portfolio-Management
1
Risikoprämie
1
Risk premium
1
Saisonale Schwankungen
1
more ...
less ...
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Armitage, Seth
1
Brzeszczynski, Janusz
1
Cellini, Roberto
1
Cuccia, Tiziana
1
Diamandis, Panayotis F.
1
Drakos, Anastassios A.
1
Gil-Alaña, Luis A.
1
Mazouz, Khelifa
1
McKenzie, Eddie
1
Omran, M. F.
1
Pukthuanthong, Kuntara
1
Saadouni, Brahim
1
Silvapulle, Paramsothy
1
Sriananthakumar, Sivagowry
1
Visaltanachoti, Nuttawat
1
Volis, Argyrios
1
more ...
less ...
Published in...
All
Applied financial economics
Journal of econometrics
73
IMF Working Papers
59
Econometric theory
37
Econometric reviews
36
Economics letters
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
23
The econometrics journal
20
MPRA Paper
14
Cowles Foundation discussion paper
12
NBER Working Paper
12
Applied economics
11
CESifo Working Paper Series
11
CESifo working papers
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of applied econometrics
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Annals of the Institute of Statistical Mathematics
9
DIW Berlin Discussion Paper
9
Discussion paper / Tinbergen Institute
9
Journal of empirical finance
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Working paper
9
Applied economics letters
8
CEMMAP working papers / Centre for Microdata Methods and Practice
8
CREATES research paper
8
Cowles Foundation Discussion Paper
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of economic dynamics & control
8
NBER working paper series
8
Working paper / National Bureau of Economic Research, Inc.
8
Discussion paper series / IZA
7
Econometrics : open access journal
7
Economic modelling
7
Journal of Multivariate Analysis
7
The review of economics and statistics
7
Computational Statistics & Data Analysis
6
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion papers of interdisciplinary research project 373
6
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate conditional
heteroscedasticity
models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry
;
Silvapulle, Paramsothy
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 267-273
Persistent link: https://www.econbiz.de/10003739092
Saved in:
2
Idiosyncratic volatility and stock returns : a cross country analysis
Pukthuanthong, Kuntara
;
Visaltanachoti, Nuttawat
- In:
Applied financial economics
19
(
2009
)
16/18
,
pp. 1269-1281
eliminated through diversification. Using Exponential Generalized Autoregressive Conditional
Heteroscedasticity
(EGARCH …
Persistent link: https://www.econbiz.de/10003886161
Saved in:
3
The impact of stock incremental information on the volatility of the Athens stock exchange
Diamandis, Panayotis F.
;
Drakos, Anastassios A.
;
Volis, …
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 413-424
Persistent link: https://www.econbiz.de/10003446057
Saved in:
4
The price effects of FTSE 100 index revision : what drives the long-term abnormal return reversal?
Mazouz, Khelifa
;
Saadouni, Brahim
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 501-510
Persistent link: https://www.econbiz.de/10003446111
Saved in:
5
Heteroscedasticity
and interval effects in estimating beta : UK evidence
Armitage, Seth
;
Brzeszczynski, Janusz
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1525-1538
Persistent link: https://www.econbiz.de/10009356071
Saved in:
6
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto
;
Cuccia, Tiziana
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
Saved in:
7
Heteroscedasticity
in stock returns data revisited : volume versus GARCH effects
Omran, M. F.
;
McKenzie, Eddie
- In:
Applied financial economics
10
(
2000
)
5
,
pp. 553-560
Persistent link: https://www.econbiz.de/10001527054
Saved in:
8
Testing persistence in the context of conditional
heteroscedasticity
errors
Gil-Alaña, Luis A.
- In:
Applied financial economics
20
(
2010
)
22/24
,
pp. 1709-1723
Persistent link: https://www.econbiz.de/10009012375
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
