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ARCH model
Börsenkurs
52,487
Share price
50,961
Volatility
40,903
Volatilität
40,635
Theorie
20,696
Theory
20,294
Kapitaleinkommen
18,194
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18,152
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16,778
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16,588
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14,972
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14,645
USA
11,270
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10,976
Welt
7,330
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7,189
ARCH-Modell
7,000
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6,506
Forecasting model
6,424
Optionspreistheorie
6,195
Option pricing theory
6,115
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5,995
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5,946
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5,587
Behavioural finance
5,525
Wechselkurs
5,449
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5,340
Optionsgeschäft
5,121
Portfolio-Management
5,081
Portfolio selection
5,053
Aktienindex
5,011
CAPM
4,939
Option trading
4,912
Stock index
4,883
Finanzmarkt
4,536
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4,453
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4,436
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4,389
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McAleer, Michael
129
Gupta, Rangan
71
Ma, Feng
65
Chang, Chia-Lin
64
Bouri, Elie
43
Bauwens, Luc
34
Caporale, Guglielmo Maria
33
Zhang, Yaojie
33
Kumar, Dilip
32
Engle, Robert F.
30
McMillan, David G.
27
Hansen, Peter Reinhard
26
Teräsvirta, Timo
25
Herwartz, Helmut
24
Wang, Yudong
24
Conrad, Christian
23
Hafner, Christian M.
23
Kang, Sang Hoon
23
Liang, Chao
23
Bollerslev, Tim
22
Caporin, Massimiliano
22
Hammoudeh, Shawkat
22
Laurent, Sébastien
22
Tiwari, Aviral Kumar
22
Wei, Yu
22
Salisu, Afees A.
21
Serletis, Apostolos
21
Wu, Xinyu
21
Yoon, Seong-min
21
Allen, David E.
20
Degiannakis, Stavros
20
Huang, Zhuo
20
Silvennoinen, Annastiina
20
Hamori, Shigeyuki
19
Molnár, Peter
19
Spagnolo, Nicola
19
Diebold, Francis X.
18
Floros, Christos
18
Jawadi, Fredj
18
Ji, Qiang
18
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National Bureau of Economic Research
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
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
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
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
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
228
Finance research letters
163
Applied economics
120
International review of financial analysis
116
Economic modelling
115
The North American journal of economics and finance : a journal of financial economics studies
107
International review of economics & finance : IREF
106
Research in international business and finance
106
Journal of empirical finance
101
Journal of international financial markets, institutions & money
81
Journal of risk and financial management : JRFM
74
Journal of econometrics
70
Applied financial economics
67
International journal of forecasting
67
Journal of banking & finance
60
Journal of forecasting
60
Applied economics letters
58
Discussion paper / Tinbergen Institute
55
Economics letters
55
International Journal of Energy Economics and Policy : IJEEP
52
The journal of futures markets
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
International journal of finance & economics : IJFE
44
The European journal of finance
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
Working paper
41
Econometric Institute research papers
40
International journal of economics and financial issues : IJEFI
40
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Cogent economics & finance
32
International journal of economics and finance
32
Review of quantitative finance and accounting
31
Pacific-Basin finance journal
29
The empirical economics letters : a monthly international journal of economics
29
Journal of international money and finance
28
Computational economics
26
Quantitative finance
26
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Source
All
ECONIS (ZBW)
6,907
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,913
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implied
volatility
index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
2
Asymmetries of the intraday return-
volatility
relation
Badshah, Ihsan Ullah
;
Frijns, Bart
;
Knif, Johan
; …
- In:
International review of financial analysis
48
(
2016
),
pp. 182-192
Persistent link: https://www.econbiz.de/10011624483
Saved in:
3
Forecasting
volatility
and market returns using the CBOE
Volatility
Index and its options
Stanley, Spencer T.
;
Trainor, William J.
- In:
The journal of investment strategies
10
(
2021
)
3
,
pp. 65-77
Persistent link: https://www.econbiz.de/10013270053
Saved in:
4
Dynamic interaction between historical and implied
volatility
in the Indian option market
Viswanathan, T.
;
Sriram, R.
;
Mukherjee, Prathana
- In:
International journal of public sector performance …
8
(
2021
)
1/2
,
pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Saved in:
5
Forecasting stock market
volatility
and information content of implied
volatility
index
Pati, Pratap Chandra
;
Barai, Parama
;
Rajib, Prabina
- In:
Applied economics
50
(
2018
)
23
,
pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
Saved in:
6
On forecasting Taiwanese stock index option prices : the role of implied
volatility
index
Wang, Jying-Nan
;
Liu, Hung-Chun
;
Chen, Lu-Jui
- In:
International journal of economics and finance
9
(
2017
)
9
,
pp. 133-136
Persistent link: https://www.econbiz.de/10011762731
Saved in:
7
How useful are the various
volatility
estimators for improving GARCH-based
volatility
forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Liu, Hung-Chun
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
Saved in:
8
Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés
;
Rodríguez-Raga, Santiago
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
Saved in:
9
The effects of gold, stock markets and geopolitical uncertainty on Bitcoin prices and
volatility
Kyriazis, Nikolaos A.
- In:
Global economy journal : GEJ
20
(
2020
)
4
,
pp. 2050020-1-2050020-15
Persistent link: https://www.econbiz.de/10012487485
Saved in:
10
Information linkages among BRICS countries : empirical evidence from implied
volatility
indices
Sharma, Gagan Deep
;
Kayal, Parthajit
;
Pandey, Piyush
- In:
Journal of emerging market finance
18
(
2019
)
3
,
pp. 263-289
Persistent link: https://www.econbiz.de/10012163050
Saved in:
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