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ARCH model
Indien
118,892
India
97,962
Börsenkurs
52,661
Share price
51,138
Volatility
41,082
Volatilität
40,813
Theorie
24,648
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18,320
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18,278
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16,909
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16,724
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16,641
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16,286
Derivat
13,994
Derivative
13,957
USA
13,113
United States
12,717
Welt
9,372
World
9,221
China
7,882
ARCH-Modell
6,962
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6,771
Forecasting model
6,691
Wirtschaftswachstum
6,432
Optionspreistheorie
6,112
Economic growth
6,085
Ankündigungseffekt
6,035
Option pricing theory
6,015
Announcement effect
5,985
Wechselkurs
5,859
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5,852
Behavioural finance
5,797
Exchange rate
5,751
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5,734
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5,705
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5,637
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5,552
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5,421
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McAleer, Michael
129
Gupta, Rangan
71
Ma, Feng
65
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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
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
Floros, Christos
19
Hamori, Shigeyuki
19
Laurent, Sébastien
19
Molnár, Peter
19
Spagnolo, Nicola
19
Degiannakis, Stavros
18
Diebold, Francis X.
18
Ji, Qiang
18
Koopman, Siem Jan
18
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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
Deutschland / Bundesministerium für Wirtschaft
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Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
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1
Econometric Society
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
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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
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1
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1
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1
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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
233
Finance research letters
165
Applied economics
118
International review of financial analysis
115
Economic modelling
114
Research in international business and finance
107
International review of economics & finance : IREF
105
The North American journal of economics and finance : a journal of financial economics studies
105
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
64
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
53
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
Cogent economics & finance
36
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
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
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ECONIS (ZBW)
6,871
RePEc
4
ArchiDok
2
Showing
1
-
10
of
6,877
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
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:
4
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:
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
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:
9
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:
10
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:
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