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~subject:"ARCH-Modell"
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ARCH-Modell
USA
329,433
United States
290,901
Theorie
53,302
Theory
52,443
Volatility
40,722
Volatilität
40,453
Schätzung
25,595
Estimation
24,603
Börsenkurs
17,811
Share price
17,519
Deutschland
13,446
Welt
12,822
Kapitaleinkommen
12,578
Capital income
12,525
World
12,504
Großbritannien
11,964
EU-Staaten
11,363
Germany
11,293
EU countries
10,878
Japan
10,563
ARCH model
10,344
United Kingdom
10,313
Aktienmarkt
10,120
Stock market
9,912
Geldpolitik
9,670
Monetary policy
9,233
Wertpapierhandel
8,587
Vereinigte Staaten
8,569
Securities trading
8,127
Wirkungsanalyse
7,859
Wechselkurs
7,787
Impact assessment
7,659
Prognoseverfahren
7,641
Konjunktur
7,600
Vergleich
7,596
Exchange rate
7,489
Forecasting model
7,483
Kanada
7,337
Business cycle
7,258
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Free
3,397
Undetermined
3,037
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Article
7,088
Book / Working Paper
3,437
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Article in journal
6,819
Aufsatz in Zeitschrift
6,819
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1,865
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1,689
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1,689
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1,675
Aufsatz im Buch
255
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255
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131
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102
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39
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39
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36
Sammlung
36
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24
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24
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14
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11
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11
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11
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11
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9
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8
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8
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8
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6
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6
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2
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2
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2
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English
10,426
German
47
Spanish
23
French
13
Polish
6
Portuguese
4
Czech
2
Bulgarian
1
Hungarian
1
Italian
1
Romanian
1
Swedish
1
Turkish
1
Chinese
1
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Author
All
McAleer, Michael
213
Chang, Chia-Lin
83
Gupta, Rangan
76
Ma, Feng
65
Hafner, Christian M.
63
Bauwens, Luc
62
Teräsvirta, Timo
62
Engle, Robert F.
59
Caporale, Guglielmo Maria
57
Caporin, Massimiliano
52
Conrad, Christian
50
Karanasos, Menelaos
48
Bouri, Elie
44
Herwartz, Helmut
43
Francq, Christian
42
Laurent, Sébastien
40
Rombouts, Jeroen V. K.
39
Paolella, Marc S.
37
Zakoïan, Jean-Michel
37
Asai, Manabu
34
Bollerslev, Tim
33
Zhang, Yaojie
33
Ardia, David
32
Kumar, Dilip
32
McMillan, David G.
32
Saikkonen, Pentti
32
Serletis, Apostolos
32
Mittnik, Stefan
31
Linton, Oliver
29
Rahbek, Anders
29
Silvennoinen, Annastiina
29
Christoffersen, Peter F.
28
Allen, David E.
27
Hansen, Peter Reinhard
27
Kang, Sang Hoon
27
Koopman, Siem Jan
27
Degiannakis, Stavros
26
Hammoudeh, Shawkat
26
Tiwari, Aviral Kumar
26
Wang, Yudong
26
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National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
15
Centre for Analytical Finance <Århus>
10
University of Canterbury / Dept. of Economics and Finance
8
Econometrisch Instituut <Rotterdam>
7
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
European University Institute / Department of Economics
3
National Institute of Economic and Social Research
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
London School of Economics and Political Science
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank of Canada
1
Canada / Mines Branch (1950- )
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deakin University
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Erasmus Research Institute of Management
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
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Energy economics
267
Finance research letters
203
Applied economics
163
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
144
Journal of empirical finance
134
International review of economics & finance : IREF
125
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
76
The journal of futures markets
74
Econometric theory
73
Econometric Institute research papers
69
Working paper
69
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
International Journal of Energy Economics and Policy : IJEEP
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
52
International journal of economics and financial issues : IJEFI
50
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Computational economics
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
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Source
All
ECONIS (ZBW)
10,320
EconStor
199
OLC EcoSci
4
ArchiDok
2
Showing
1
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10,525
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1
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:
2
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:
3
The Markov switching ACD model
Hujer, Reinhard
-
2002
Persistent link: https://www.econbiz.de/10013444456
Saved in:
4
Ranking of US macroeconomic news impacting WTI crude oil
volatility
risk
Faseli, Omid
-
2019
Persistent link: https://www.econbiz.de/10012146919
Saved in:
5
Intraday linkages across international equity markets
Harju, Kari
(
contributor
);
Hussain, Syed Mujahid
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003351860
Saved in:
6
Dynamic relations between order imbalance,
volatility
and return of top gainers
Su, Yong-chern
;
Huang, Han-Ching
;
Lin, Shiue-Fang
- In:
Applied economics
44
(
2012
)
10/12
,
pp. 1509-1519
Persistent link: https://www.econbiz.de/10009525251
Saved in:
7
State dependent correlation and lead-lag relation when
volatility
of markets is large : evidence from the US and Asian emerging markets
Huang, Bwo-nung
;
Sohng, Soong-nark
;
Yang, Chin-wei
- In:
Journal of economic development
24
(
1999
)
2
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001468679
Saved in:
8
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:
9
Regulatory change and micro structure effects in SPI futures
Gannon, Gerard L.
(
contributor
);
Chang, Chi-ying
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003794159
Saved in:
10
Pricing Nikkei 225 options using realized
volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009311822
Saved in:
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