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ARCH model
Indien
117,658
India
95,110
Börsenkurs
52,023
Share price
50,488
Volatility
40,439
Volatilität
40,261
Theorie
30,831
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18,639
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18,594
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15,786
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14,998
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13,856
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10,702
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10,533
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10,051
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9,710
China
8,185
Prognoseverfahren
7,916
Forecasting model
7,830
Finanzkrise
7,335
Financial crisis
7,292
ARCH-Modell
6,860
Portfolio-Management
6,525
Portfolio selection
6,492
Wirtschaftswachstum
6,467
Finanzmarkt
6,454
Financial market
6,357
Optionspreistheorie
6,287
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6,187
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6,097
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McAleer, Michael
129
Chang, Chia-Lin
64
Gupta, Rangan
64
Ma, Feng
63
Bouri, Elie
40
Bauwens, Luc
33
Caporale, Guglielmo Maria
33
Kumar, Dilip
32
Zhang, Yaojie
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
Hammoudeh, Shawkat
22
Kang, Sang Hoon
22
Tiwari, Aviral Kumar
22
Wei, Yu
22
Caporin, Massimiliano
21
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
Spagnolo, Nicola
19
Degiannakis, Stavros
18
Diebold, Francis X.
18
Huang, Zhuo
18
Koopman, Siem Jan
18
Andersen, Torben
17
Jawadi, Fredj
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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Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
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1
Econometric Society
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1
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1
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1
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1
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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
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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
221
Finance research letters
150
Applied economics
119
Economic modelling
116
International review of financial analysis
115
International review of economics & finance : IREF
106
The North American journal of economics and finance : a journal of financial economics studies
105
Research in international business and finance
102
Journal of empirical finance
101
Journal of international financial markets, institutions & money
80
Journal of risk and financial management : JRFM
74
International journal of forecasting
67
Journal of econometrics
67
Applied financial economics
66
Applied economics letters
59
Journal of banking & finance
59
Journal of forecasting
59
Discussion paper / Tinbergen Institute
54
Economics letters
54
The journal of futures markets
53
International Journal of Energy Economics and Policy : IJEEP
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of finance & economics : IJFE
42
The European journal of finance
41
Working paper
41
Econometric Institute research papers
40
International journal of economics and financial issues : IJEFI
37
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
Journal of financial econometrics
25
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Source
All
ECONIS (ZBW)
6,767
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,773
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
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:
3
Determinants of idiosyncratic
volatility
: evidence from the Indian stock market
Kumari, Jyoti
;
Mahakud, Jitendra
;
Hiremath, Gourishankar S.
- In:
Research in international business and finance
41
(
2017
),
pp. 172-184
Persistent link: https://www.econbiz.de/10011912999
Saved in:
4
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:
5
An empirical examination of correlation dynamics between commodity and equity
derivative
indices : evidence from
India
using DCC-GARCH models
Swamy, Perumandla
;
Padma, Kurisetti
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
10
(
2020
)
2
,
pp. 207-234
Persistent link: https://www.econbiz.de/10012222641
Saved in:
6
Impact of introducing different financial
derivative
instruments in
India
on its stock market
volatility
Nandy, Suparna
;
Chattopadhyay, Arup Kumar
- In:
Paradigm : the journal of Institute of Management Technology
18
(
2014
)
2
,
pp. 135-153
Persistent link: https://www.econbiz.de/10011759668
Saved in:
7
Bullion
futures
effect on spot prices in
India
Kirithiga, S.
;
Naresh, G.
;
Thiyagarajan, S.
- In:
International journal of business excellence
14
(
2018
)
3
,
pp. 319-338
Persistent link: https://www.econbiz.de/10011954124
Saved in:
8
Comovement,
liquidity
and asymmetries
Xiong, James X.
- In:
Journal of investment management : JOIM
19
(
2021
)
1
,
pp. 90-108
Persistent link: https://www.econbiz.de/10012814373
Saved in:
9
Spot market and
derivative
segment of equity in
India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
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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