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ARCH model
Börsenkurs
52,296
Share price
50,771
Volatility
40,760
Volatilität
40,492
Theorie
22,349
Theory
21,964
Kapitaleinkommen
17,839
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17,798
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16,270
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14,798
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Derivat
13,926
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13,892
USA
11,646
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11,347
Welt
7,814
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7,675
ARCH-Modell
6,847
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6,385
Forecasting model
6,306
Optionspreistheorie
5,977
Ankündigungseffekt
5,931
Announcement effect
5,881
Option pricing theory
5,881
Anlageverhalten
5,446
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5,444
Behavioural finance
5,389
Portfolio-Management
5,361
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5,335
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5,330
CAPM
5,264
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4,784
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4,700
Stochastischer Prozess
4,495
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4,412
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4,349
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4,308
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McAleer, Michael
129
Gupta, Rangan
67
Ma, Feng
65
Chang, Chia-Lin
64
Bouri, Elie
42
Bauwens, Luc
33
Caporale, Guglielmo Maria
33
Zhang, Yaojie
33
Kumar, Dilip
32
Engle, Robert F.
30
McMillan, David G.
27
Hansen, Peter Reinhard
25
Teräsvirta, Timo
25
Herwartz, Helmut
24
Wang, Yudong
24
Hafner, Christian M.
23
Liang, Chao
23
Bollerslev, Tim
22
Caporin, Massimiliano
22
Hammoudeh, Shawkat
22
Kang, Sang Hoon
22
Tiwari, Aviral Kumar
22
Wei, Yu
22
Conrad, Christian
21
Serletis, Apostolos
21
Wu, Xinyu
21
Allen, David E.
20
Silvennoinen, Annastiina
20
Yoon, Seong-min
20
Floros, Christos
19
Hamori, Shigeyuki
19
Laurent, Sébastien
19
Molnár, Peter
19
Salisu, Afees A.
19
Spagnolo, Nicola
19
Degiannakis, Stavros
18
Diebold, Francis X.
18
Huang, Zhuo
18
Koopman, Siem Jan
18
Andersen, Torben
17
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National Bureau of Economic Research
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9
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4
University of Canterbury / Dept. of Economics and Finance
4
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3
Instituto Valenciano de Investigaciones Económicas
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
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1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Econometric Society
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
School of Accounting, Economics and Finance <Geelong>
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
The Wharton Financial Institutions Center
1
University of Strathclyde / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Université de Genève / Institut de hautes études internationales
1
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Energy economics
229
Finance research letters
161
Applied economics
118
International review of financial analysis
114
Economic modelling
113
International review of economics & finance : IREF
105
The North American journal of economics and finance : a journal of financial economics studies
105
Research in international business and finance
101
Journal of empirical finance
98
Journal of international financial markets, institutions & money
79
Journal of risk and financial management : JRFM
74
International journal of forecasting
67
Journal of econometrics
67
Applied financial economics
64
Journal of banking & finance
59
Journal of forecasting
59
Applied economics letters
58
Discussion paper / Tinbergen Institute
54
Economics letters
54
International Journal of Energy Economics and Policy : IJEEP
51
The journal of futures markets
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International journal of finance & economics : IJFE
43
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
The European journal of finance
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Working paper
42
Econometric Institute research papers
40
International journal of economics and financial issues : IJEFI
38
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
International journal of economics and finance
33
Cogent economics & finance
31
Review of quantitative finance and accounting
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
29
The empirical economics letters : a monthly international journal of economics
29
Journal of international money and finance
27
Quantitative finance
26
Computational economics
25
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Source
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ECONIS (ZBW)
6,756
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,762
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impact of individual stock derivatives introduction in India on its underlying spot market
volatility
Nandy, Suparna
;
Chattopadhyay, Arup Kumar
- In:
Asia-Pacific journal of management research and …
12
(
2016
)
2
,
pp. 109-133
Persistent link: https://www.econbiz.de/10011720262
Saved in:
2
Volatility
forecasting using financial statement information
Sridharan, Suhas A.
- In:
The accounting review : a publication of the American …
90
(
2015
)
5
,
pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
Saved in:
3
Futures expiration day effects on spot market
volatility
: evidence from the NSE
Sakthivel, P.
;
Kamaiah, Bandi
- In:
The Asian economic review : journal of the Indian …
50
(
2008
)
3
,
pp. 571-585
Persistent link: https://www.econbiz.de/10003836302
Saved in:
4
Nonparametric estimation of the leverage effect : a trade-off between robustness and efficiency
Kalnina, Ilze
;
Xiu, Dacheng
-
2015
Persistent link: https://www.econbiz.de/10011419309
Saved in:
5
Effect of return and
volatility
calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
6
Can
derivative
information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
7
The information content of option-based forecasts of
volatility
: evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
8
Carbon future price return, oil future price return and stock index future price return in the U.S.
Wei, Ching Chun
;
Lin, Ya-Ling
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
4
,
pp. 655-662
Persistent link: https://www.econbiz.de/10011550607
Saved in:
9
The impact of financial derivatives on financial market stability : evidence from DAX stock index futures trading using GARCH
Matanovic, Eva
-
2010
Persistent link: https://www.econbiz.de/10008936038
Saved in:
10
The linkages, persistence, asymmetry in the
volatility
, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas
;
Kimata, James D.
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
Saved in:
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