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ARCH model
Volatility
40,904
Volatilität
39,815
Taiwan
14,160
Theorie
11,239
Theory
11,209
Börsenkurs
10,349
Share price
10,315
Schätzung
9,062
Estimation
9,020
Kapitaleinkommen
7,391
Capital income
7,390
ARCH-Modell
6,429
Aktienmarkt
6,415
Stock market
6,388
Welt
4,932
USA
4,926
World
4,914
United States
4,879
Wechselkurs
4,810
Exchange rate
4,804
Prognoseverfahren
3,892
Forecasting model
3,882
Optionspreistheorie
3,876
Option pricing theory
3,864
Stochastischer Prozess
3,859
Stochastic process
3,852
Zeitreihenanalyse
3,271
Time series analysis
3,255
Market microstructure
3,228
China
3,061
Marktmikrostruktur
3,040
Risk
2,700
volatility
2,645
Risiko
2,631
Finanzmarkt
2,490
Financial market
2,485
Spillover-Effekt
2,381
Spillover effect
2,377
Oil price
2,367
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1,935
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McAleer, Michael
130
Chang, Chia-Lin
69
Gupta, Rangan
68
Ma, Feng
65
Bouri, Elie
42
Caporale, Guglielmo Maria
33
Zhang, Yaojie
33
Bauwens, Luc
32
Kumar, Dilip
32
Engle, Robert F.
29
Hansen, Peter Reinhard
25
McMillan, David G.
25
Teräsvirta, Timo
25
Wang, Yudong
24
Hafner, Christian M.
23
Liang, Chao
23
Bollerslev, Tim
22
Caporin, Massimiliano
22
Herwartz, Helmut
22
Kang, Sang Hoon
22
Wei, Yu
22
Hammoudeh, Shawkat
21
Wu, Xinyu
21
Conrad, Christian
20
Salisu, Afees A.
20
Serletis, Apostolos
20
Silvennoinen, Annastiina
20
Tiwari, Aviral Kumar
20
Yoon, Seong-min
20
Laurent, Sébastien
19
Molnár, Peter
19
Spagnolo, Nicola
19
Degiannakis, Stavros
18
Diebold, Francis X.
18
Floros, Christos
18
Huang, Zhuo
18
Ji, Qiang
18
Koopman, Siem Jan
18
Andersen, Torben
17
Hamori, Shigeyuki
17
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National Bureau of Economic Research
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
4
University of Canterbury / Dept. of Economics and Finance
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Instituto Valenciano de Investigaciones Económicas
3
Brown University / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
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
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutschland / Bundesministerium für Wirtschaft
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
Svenska Handelshögskolan <Helsinki>
1
The Wharton Financial Institutions Center
1
University of Strathclyde / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
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Energy economics
226
Finance research letters
155
International review of financial analysis
111
Economic modelling
109
Applied economics
107
The North American journal of economics and finance : a journal of financial economics studies
101
International review of economics & finance : IREF
97
Research in international business and finance
95
Journal of empirical finance
93
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
70
Journal of econometrics
66
International journal of forecasting
64
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
54
Applied economics letters
53
Economics letters
52
International Journal of Energy Economics and Policy : IJEEP
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
International journal of finance & economics : IJFE
43
Econometric Institute research papers
42
The European journal of finance
42
The journal of futures markets
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Working paper
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
International journal of economics and financial issues : IJEFI
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
International journal of economics and finance
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Pacific-Basin finance journal
28
Review of quantitative finance and accounting
28
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Journal of financial econometrics
25
Quantitative finance
25
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Source
All
ECONIS (ZBW)
6,413
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,419
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date (newest first)
date (oldest first)
1
Regulatory change and micro structure effects in SPI futures
Gannon, Gerard L.
(
contributor
);
Chang, Chi-ying
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003794159
Saved in:
2
Pricing Nikkei 225 options using realized
volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009311822
Saved in:
3
Pricing Nikkei 225 options using realized
volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2013
Persistent link: https://www.econbiz.de/10009689980
Saved in:
4
Quantifying
volatility
clustering in financial time series
Tseng, Jie-jun
;
Li, Sai-ping
- In:
International review of financial analysis
23
(
2012
),
pp. 11-19
Persistent link: https://www.econbiz.de/10009690145
Saved in:
5
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
6
Pricing Nikkei 225 options using realized
volatility
Ubukata, Masato
;
Watanabe, Toshiaki
- In:
The Japanese economic review : the journal of the …
65
(
2014
)
4
,
pp. 431-467
Persistent link: https://www.econbiz.de/10010499672
Saved in:
7
Predicting future price
volatility
: empirical evidence from an emerging limit order market
Jain, Pawan
;
Jiang, Christine X.
- In:
Pacific-Basin finance journal
27
(
2014
),
pp. 72-93
Persistent link: https://www.econbiz.de/10010499715
Saved in:
8
Asymptotics of realized
volatility
with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
9
Empirical evidence on the importance of aggregation, asymmetry, and jumps for
volatility
prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
10
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
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