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ARCH model
Börsenkurs
51,764
Share price
50,227
Kapitaleinkommen
13,536
Capital income
13,517
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13,504
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4,728
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3,946
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3,643
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3,074
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2,819
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2,662
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2,628
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2,626
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2,612
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2,569
Deutschland
2,477
Information system
2,476
Effizienzmarkthypothese
2,248
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2,241
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2,229
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2,145
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Gupta, Rangan
28
Ma, Feng
25
McAleer, Michael
23
Bouri, Elie
15
Molnár, Peter
13
Zhang, Yaojie
13
Chiang, Thomas C.
12
Bauwens, Luc
11
Engle, Robert F.
11
Tiwari, Aviral Kumar
11
Mittnik, Stefan
10
Wang, Jiqian
10
Brooks, Robert
9
Corbet, Shaen
9
Yoon, Seong-min
9
Giot, Pierre
8
Haas, Markus
8
Hafner, Christian M.
8
Kang, Sang Hoon
8
Koopman, Siem Jan
8
Maheswaran, S.
8
Paolella, Marc S.
8
Silvennoinen, Annastiina
8
Allen, David E.
7
Brzeszczyński, Janusz
7
Demirer, Rıza
7
Floros, Christos
7
Hammoudeh, Shawkat
7
Herwartz, Helmut
7
Li, Yan
7
Teräsvirta, Timo
7
Wang, Yudong
7
Wei, Yu
7
Wu, Xinyu
7
Balcilar, Mehmet
6
Bohl, Martin T.
6
Filis, George
6
Hansen, Peter Reinhard
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6
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1
William Davidson Institute <Ann Arbor, Mich.>
1
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1
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Finance research letters
51
International review of economics & finance : IREF
49
Energy economics
46
Applied economics
44
Research in international business and finance
43
International review of financial analysis
42
The North American journal of economics and finance : a journal of financial economics studies
40
Economic modelling
35
Journal of international financial markets, institutions & money
34
Journal of risk and financial management : JRFM
34
Journal of empirical finance
33
Applied economics letters
24
Journal of econometrics
24
International Journal of Energy Economics and Policy : IJEEP
20
Journal of banking & finance
20
International journal of forecasting
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Economics letters
17
Journal of forecasting
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
16
Cogent economics & finance
15
International journal of economics and financial issues : IJEFI
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Discussion paper / Tinbergen Institute
13
Global business review
13
International Journal of Financial Studies : open access journal
13
International journal of finance & economics : IJFE
13
Review of quantitative finance and accounting
13
The empirical economics letters : a monthly international journal of economics
13
Emerging markets, finance and trade : EMFT
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
The European journal of finance
12
International journal of economics and finance
11
The journal of applied business research
11
Pacific-Basin finance journal
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
The journal of futures markets
10
Theoretical economics letters
10
Afro-Asian Journal of Finance and Accounting : AAJFA
9
Applied financial economics
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ECONIS (ZBW)
2,196
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1
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:
2
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:
3
Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian
-
2016
Persistent link: https://www.econbiz.de/10011432076
Saved in:
4
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
5
A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Sheu, Her-jiun
;
Lee, Hsiang-Tai
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10011950956
Saved in:
6
Electronic trading system and returns volatility in the oil futures market
Liao, Huei-chu
;
Lee, Yi-huey
;
Suen, Yu-bo
- In:
Energy economics
30
(
2008
)
5
,
pp. 2636-2644
Persistent link: https://www.econbiz.de/10003773840
Saved in:
7
Realising the future : forecasting with high-frequency-based volatility (heavy) models
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 197-231
Persistent link: https://www.econbiz.de/10008667609
Saved in:
8
Regime-switching recurrent reinforcement learning in automated trading
Maringer, Dietmar G.
;
Ramtohul, Tikesh
- In:
Natural computing in computational finance : volume 4
,
(pp. 93-121)
.
2011
Persistent link: https://www.econbiz.de/10009423549
Saved in:
9
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
10
Multivariate high-frequency-based volatility (heavy) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 907-933
Persistent link: https://www.econbiz.de/10010219743
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