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ARCH model
Börsenkurs
52,662
Share price
51,138
Volatility
41,080
Volatilität
40,811
Theorie
21,183
Theory
20,758
Kapitaleinkommen
18,208
Capital income
18,166
Aktienmarkt
17,124
Stock market
16,904
Schätzung
15,021
Estimation
14,687
USA
11,603
United States
11,266
Wertpapierhandel
8,658
Securities trading
8,198
Welt
7,588
World
7,448
ARCH-Modell
6,904
Prognoseverfahren
6,428
Forecasting model
6,345
Anlageverhalten
6,270
Behavioural finance
6,196
Ankündigungseffekt
6,056
Announcement effect
5,999
Wechselkurs
5,615
Exchange rate
5,495
Finanzmarkt
5,232
Financial market
5,131
Portfolio-Management
4,986
Portfolio selection
4,955
CAPM
4,903
Zeitreihenanalyse
4,411
Time series analysis
4,300
Optionspreistheorie
4,258
Finanzkrise
4,235
Stochastischer Prozess
4,234
Financial crisis
4,225
Option pricing theory
4,184
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4,989
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4,836
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889
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150
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52
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28
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28
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22
Sammlung
22
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14
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14
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7
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5
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4
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McAleer, Michael
129
Gupta, Rangan
71
Ma, Feng
65
Chang, Chia-Lin
64
Bouri, Elie
44
Bauwens, Luc
34
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
Hafner, Christian M.
24
Herwartz, Helmut
24
Wang, Yudong
24
Kang, Sang Hoon
23
Liang, Chao
23
Tiwari, Aviral Kumar
23
Bollerslev, Tim
22
Caporin, Massimiliano
22
Hammoudeh, Shawkat
22
Laurent, Sébastien
22
Wei, Yu
22
Conrad, Christian
21
Salisu, Afees A.
21
Serletis, Apostolos
21
Wu, Xinyu
21
Allen, David E.
20
Huang, Zhuo
20
Silvennoinen, Annastiina
20
Yoon, Seong-min
20
Hamori, Shigeyuki
19
Molnár, Peter
19
Spagnolo, Nicola
19
Degiannakis, Stavros
18
Diebold, Francis X.
18
Floros, Christos
18
Ji, Qiang
18
Koopman, Siem Jan
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
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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
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Published in...
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Energy economics
232
Finance research letters
163
Applied economics
118
International review of financial analysis
114
Economic modelling
113
Research in international business and finance
107
International review of economics & finance : IREF
104
The North American journal of economics and finance : a journal of financial economics studies
104
Journal of empirical finance
98
Journal of international financial markets, institutions & money
79
Journal of risk and financial management : JRFM
74
Journal of econometrics
68
International journal of forecasting
67
Applied financial economics
63
Applied economics letters
59
Journal of banking & finance
59
Journal of forecasting
59
Economics letters
57
Discussion paper / Tinbergen Institute
55
International Journal of Energy Economics and Policy : IJEEP
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
48
The journal of futures markets
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
International journal of finance & economics : IJFE
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
41
Econometric Institute research papers
40
International journal of economics and financial issues : IJEFI
38
Cogent economics & finance
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
International journal of economics and finance
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
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
Quantitative finance
26
Computational economics
25
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Source
All
ECONIS (ZBW)
6,812
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,818
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articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
How does electronic trading affect efficiency of stock market and conditional
volatility
? : evidence from Toronto Stock Exchange
Dutta, Shantanu
;
Essaddam, Naceur
;
Kumar, Vinod
;
Saadi, …
- In:
Research in international business and finance
39
(
2017
),
pp. 867-877
Persistent link: https://www.econbiz.de/10011912398
Saved in:
4
Does online trading increase the
volatility
of the Korean stock market?
Hu, Yan
;
Jung, Heon-Yong
- In:
International journal of economic research
15
(
2018
)
1
,
pp. 185-189
Persistent link: https://www.econbiz.de/10011992562
Saved in:
5
Volatility
and market structure
Kavajecz, Kenneth A.
;
Odders-White, Elizabeth R.
- In:
Journal of financial markets
4
(
2001
)
4
,
pp. 359-384
Persistent link: https://www.econbiz.de/10001604104
Saved in:
6
Duration, trading volume and the price impact of trades in an emerging futures market
Bowe, Michael
;
Hyde, Stuart
;
McFarlane, Lavern
- In:
Emerging markets review
17
(
2013
),
pp. 89-105
Persistent link: https://www.econbiz.de/10010243112
Saved in:
7
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 867-887
Persistent link: https://www.econbiz.de/10003233768
Saved in:
8
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:
9
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:
10
Derivation of ARCH(1) process from market price changes based on deterministic microscopic multi-agent
Sato, Aki-hiro
;
Takayasu, Hideki
- In:
Empirical science of financial fluctuations : the …
,
(pp. 171-178)
.
2002
Persistent link: https://www.econbiz.de/10001679482
Saved in:
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