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ARCH-Modell
Kapitaleinkommen
39,192
Capital income
39,092
Regression analysis
14,596
Regressionsanalyse
14,517
Theorie
14,342
Theory
14,106
Börsenkurs
14,029
Share price
13,988
Schätzung
12,384
Estimation
12,279
USA
8,984
Nichtparametrisches Verfahren
8,738
Nonparametric statistics
8,366
Aktienmarkt
8,232
Stock market
8,191
Volatilität
7,696
Volatility
7,650
Schätztheorie
7,181
Estimation theory
7,091
Portfolio-Management
6,978
Portfolio selection
6,965
United States
6,750
Prognoseverfahren
6,136
Forecasting model
6,101
Nordamerika
5,376
CAPM
5,230
Anlageverhalten
4,120
Behavioural finance
4,110
Welt
3,759
World
3,725
Zeitreihenanalyse
3,359
Time series analysis
3,280
Risk
3,124
Risiko
3,076
Risikoprämie
3,064
Risk premium
3,055
Investmentfonds
2,678
Investment Fund
2,672
Amerika
2,540
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744
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Article
1,903
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636
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1,857
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20
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2,536
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Gupta, Rangan
32
Engle, Robert F.
20
Linton, Oliver
20
Bouri, Elie
19
Kumar, Dilip
18
McAleer, Michael
18
Ma, Feng
17
Bauwens, Luc
15
Chang, Chia-Lin
14
Chiang, Thomas C.
14
Huang, Zhuo
13
Paolella, Marc S.
13
Teräsvirta, Timo
13
Zhang, Yaojie
13
Elyasiani, Elyas
11
Feng, Yuanhua
11
Floros, Christos
11
Brooks, Robert
10
Haas, Markus
10
Tiwari, Aviral Kumar
10
Wang, Yudong
10
Ardia, David
9
Conrad, Christian
9
Geweke, John
9
Koopman, Siem Jan
9
Ledoit, Olivier
9
Mansur, Iqbal
9
Wolf, Michael
9
Wu, Jianbin
9
Amisano, Gianni
8
Bohl, Martin T.
8
Bollerslev, Tim
8
Christensen, Bent Jesper
8
Hafner, Christian M.
8
Hansen, Peter Reinhard
8
Li, Yan
8
Liang, Chao
8
Lucas, André
8
Mammen, Enno
8
Mittnik, Stefan
8
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National Bureau of Economic Research
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Federal Reserve Bank of St. Louis
1
International Center for Financial Asset Management and Engineering
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
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Finance research letters
64
Journal of empirical finance
50
The North American journal of economics and finance : a journal of financial economics studies
50
International review of financial analysis
49
Energy economics
48
International review of economics & finance : IREF
44
Research in international business and finance
40
Journal of econometrics
37
Journal of international financial markets, institutions & money
37
Applied economics
35
Economic modelling
35
International journal of forecasting
35
Journal of banking & finance
30
Journal of forecasting
30
The European journal of finance
29
Journal of risk and financial management : JRFM
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Applied economics letters
22
Applied financial economics
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Journal of financial econometrics
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Economics letters
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
International journal of economics and finance
17
International journal of finance & economics : IJFE
17
Review of quantitative finance and accounting
17
Working paper
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Pacific-Basin finance journal
16
Cogent economics & finance
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
International journal of economics and financial issues : IJEFI
14
Afro-Asian Journal of Finance and Accounting : AAJFA
13
Discussion paper / Tinbergen Institute
13
Global business review
13
Global finance journal
12
International Journal of Financial Studies : open access journal
12
Quantitative finance
12
Financial innovation : FIN
11
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ECONIS (ZBW)
2,521
EconStor
17
OLC EcoSci
1
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1
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip
;
Barunik, Jozef
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
Saved in:
2
Price and volatility spillovers across North American, European and Asian stock markets : with special focus on Indian stock market
Singh, Priyanka D.
(
contributor
);
Kumar, Brajesh
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003791262
Saved in:
3
Price and volatility spillovers across North American, European and Asian stock markets
Singh, Priyanka D.
;
Kumar, Brajesh
;
Pandey, Ajay
- In:
International review of financial analysis
19
(
2010
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10008668720
Saved in:
4
A multivariate GARCH analysis for South and North American stock market volatility
Ajmi, Ahdi Noomen
- In:
The empirical economics letters : a monthly …
10
(
2011
)
6
,
pp. 603-612
Persistent link: https://www.econbiz.de/10009512418
Saved in:
5
Value at risk estimation for stock indices using the Basle committee proposal from 1995
Pojarliev, Momtchil
;
Polasek, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10001537678
Saved in:
6
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
7
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
-
2007
Persistent link: https://www.econbiz.de/10003656187
Saved in:
8
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
9
Conditional Value-at-Risk : semiparametric estimation and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
10
Less volatile value-at-risk estimation under a semi-parametric approach
Huang, Shih-Feng
;
Wang, David K.
- In:
Asia-Pacific journal of financial studies
52
(
2023
)
3
,
pp. 374-393
Persistent link: https://www.econbiz.de/10014318379
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