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~subject:"ARCH-Modell"
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Subject
All
ARCH-Modell
Volatility
40,405
Volatilität
40,228
Wechselkurs
27,607
Exchange rate
26,400
Türkei
20,772
Theorie
19,555
Theory
19,165
Turkey
15,890
Schätzung
13,013
Estimation
12,700
Börsenkurs
11,049
Share price
10,880
USA
8,223
Welt
8,056
World
7,906
United States
7,842
Kapitaleinkommen
7,702
Capital income
7,673
Geldpolitik
7,066
Monetary policy
6,793
ARCH model
6,447
Inflationsbekämpfung
6,420
Aktienmarkt
6,403
Stock market
6,337
Anti-inflation policy
6,206
Prognoseverfahren
5,370
Forecasting model
5,295
Informationswert
5,192
Information value
5,001
EU-Staaten
4,419
EU countries
4,265
Wechselkurspolitik
4,054
Zeitreihenanalyse
4,042
Optionspreistheorie
3,951
Stochastischer Prozess
3,951
Time series analysis
3,950
Exchange rate policy
3,939
Option pricing theory
3,890
Stochastic process
3,878
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All
Undetermined
2,311
Free
2,009
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Article
4,705
Book / Working Paper
1,818
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All
Article in journal
4,565
Aufsatz in Zeitschrift
4,565
Working Paper
906
Graue Literatur
850
Non-commercial literature
850
Arbeitspapier
832
Aufsatz im Buch
133
Book section
133
Hochschulschrift
63
Thesis
43
Conference paper
25
Konferenzbeitrag
25
Collection of articles written by one author
21
Sammlung
21
Collection of articles of several authors
13
Sammelwerk
13
Aufsatzsammlung
8
Article
4
Bibliografie enthalten
4
Bibliography included
4
Case study
4
Fallstudie
4
Konferenzschrift
3
Systematic review
3
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3
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2
Amtsdruckschrift
1
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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
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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
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English
6,471
German
28
Spanish
14
French
4
Portuguese
2
Czech
1
Hungarian
1
Polish
1
Romanian
1
Turkish
1
Chinese
1
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Author
All
McAleer, Michael
128
Chang, Chia-Lin
65
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.
29
Teräsvirta, Timo
28
Hafner, Christian M.
27
Hansen, Peter Reinhard
26
McMillan, David G.
26
Conrad, Christian
24
Herwartz, Helmut
24
Wang, Yudong
24
Bollerslev, Tim
23
Kang, Sang Hoon
22
Liang, Chao
22
Wei, Yu
22
Caporin, Massimiliano
21
Hammoudeh, Shawkat
21
Silvennoinen, Annastiina
21
Wu, Xinyu
21
Yoon, Seong-min
21
Koopman, Siem Jan
20
Serletis, Apostolos
20
Tiwari, Aviral Kumar
20
Diebold, Francis X.
19
Karanasos, Menelaos
19
Laurent, Sébastien
19
Mittnik, Stefan
19
Molnár, Peter
19
Spagnolo, Nicola
19
Degiannakis, Stavros
18
Floros, Christos
18
Funke, Michael
18
Hamori, Shigeyuki
18
Paolella, Marc S.
18
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National Bureau of Economic Research
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
4
Instituto Valenciano de Investigaciones Económicas
4
University of Canterbury / Dept. of Economics and Finance
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Brown University / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
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
Center for Economic Research <Tilburg>
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
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
Institut für Weltwirtschaft
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
Svenska Handelshögskolan <Helsinki>
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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Published in...
All
Energy economics
221
Finance research letters
136
International review of financial analysis
112
Economic modelling
110
Applied economics
108
The North American journal of economics and finance : a journal of financial economics studies
102
Journal of empirical finance
96
International review of economics & finance : IREF
92
Research in international business and finance
92
Journal of international financial markets, institutions & money
76
Journal of risk and financial management : JRFM
70
Journal of econometrics
66
Applied financial economics
65
International journal of forecasting
65
Journal of forecasting
59
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
54
Applied economics letters
53
Economics letters
52
International Journal of Energy Economics and Policy : IJEEP
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
International journal of finance & economics : IJFE
43
The journal of futures markets
42
Econometric Institute research papers
41
The European journal of finance
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
Working paper
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
International journal of economics and financial issues : IJEFI
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
31
International journal of economics and finance
30
Cogent economics & finance
29
Review of quantitative finance and accounting
29
The empirical economics letters : a monthly international journal of economics
29
Journal of international money and finance
28
Pacific-Basin finance journal
28
Journal of financial econometrics
25
Quantitative finance
25
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Source
All
ECONIS (ZBW)
6,441
EconStor
78
ArchiDok
2
OLC EcoSci
2
Showing
1
-
10
of
6,523
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The informational content of implied
volatility
: application to the USD/JPY exchange rates
Peng, Qing
;
Li, Jie
;
Zhao, Yu
;
Han, Wu
- In:
Journal of Asian economics
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013276004
Saved in:
2
Exchange rate uncertainty and FDI inflows : the case of
Turkey
Polat, Burçak
;
Payaslıoğlu, Cem
- In:
Asia-Pacific journal of accounting & economics : APJAE
23
(
2016
)
1
,
pp. 112-129
Persistent link: https://www.econbiz.de/10011437715
Saved in:
3
The asymmetric impact of macroeconomic shocks on stock returns in
Turkey
: a nonlinear ARDL approach
Yacouba, Kassouri
;
Altintas, Halil
- In:
Romanian journal of economic forecasting
22
(
2019
)
2
,
pp. 98-116
Persistent link: https://www.econbiz.de/10012129032
Saved in:
4
Volatility
spillover effects between stock prices and exchange rates in emerging economies : evidence from
Turkey
Mwambuli, Erick Lusekelo
;
Zhang, Xianzhi
;
Kisava, Zakayo S.
- In:
Business and Economic Research : BER
6
(
2016
)
2
,
pp. 343-359
Persistent link: https://www.econbiz.de/10011590052
Saved in:
5
Effects of
volatility
shocks on the dynamic linkages between exchange rate, interest rate and the stock market : the case of
Turkey
Sensoy, Ahmet
;
Sobaci, Cihat
- In:
Economic modelling
43
(
2014
),
pp. 448-457
Persistent link: https://www.econbiz.de/10010503016
Saved in:
6
Volatility
modeling and forecasting of Istanbul Gold Exchange (IGE)
Gencer, Gaye Hatice
;
Musoglu, Zafer
- In:
International journal of financial research
5
(
2014
)
2
,
pp. 87-101
Persistent link: https://www.econbiz.de/10010442903
Saved in:
7
Volatility
transmission between prices of selected agricultural products with crude oil and exchanges rates in Ghana and
Turkey
Damba, Osman Tahidu
;
Bilgic, Abdulbaki
;
Yavuz, Fahri
; …
- In:
Ghanaian journal of economics : GJE
7
(
2019
)
1
,
pp. 118-155
Persistent link: https://www.econbiz.de/10012199981
Saved in:
8
Volatility
modelling for tourism sector stocks in Borsa Istanbul
Celik, Gulsah Gencer
- In:
International journal of economics and financial issues …
10
(
2020
)
3
,
pp. 158-165
Persistent link: https://www.econbiz.de/10012215271
Saved in:
9
The inflation-output
volatility
tradeoff and exchange rate shocks in Mexico and
Turkey
Mendoza Velázquez, Alfonso
- In:
Central Bank review / The Central Bank of the Republic …
3
(
2003
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10002173741
Saved in:
10
On asymmetry effects of exchange rate
volatility
in
Turkey
Aslan, Alper
;
Kula, Ferit
- In:
International journal of economic policy in emerging …
3
(
2010
)
2
,
pp. 183-193
Persistent link: https://www.econbiz.de/10008652092
Saved in:
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