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Forecasting stock-market volat...
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ARCH-Modell
Stock market
29,542
Aktienmarkt
29,353
Börsenkurs
13,578
Share price
13,535
Kapitaleinkommen
8,175
Capital income
8,169
Volatility
6,108
Volatilität
6,083
Schätzung
5,449
Estimation
5,418
Theorie
4,535
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4,471
Prognoseverfahren
4,448
Forecasting model
4,317
Forecasting
3,970
USA
3,569
forecasting
3,531
United States
3,505
Anlageverhalten
2,996
Welt
2,989
World
2,975
Behavioural finance
2,974
China
2,683
Portfolio selection
2,517
Portfolio-Management
2,515
ARCH model
2,154
Financial crisis
2,001
Finanzkrise
1,990
Emerging economies
1,908
Schwellenländer
1,908
Finanzmarkt
1,849
Financial market
1,841
Börse
1,806
stock market
1,745
CAPM
1,744
Efficient market hypothesis
1,732
Effizienzmarkthypothese
1,728
Zeitreihenanalyse
1,716
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1,714
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2,157
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Gupta, Rangan
34
Ma, Feng
31
Bouri, Elie
22
Kang, Sang Hoon
16
Zhang, Yaojie
16
Chiang, Thomas C.
14
Liang, Chao
13
McMillan, David G.
13
Engle, Robert F.
12
Xuan Vinh Vo
12
Mensi, Walid
11
Yoon, Seong-min
11
Brooks, Robert
10
Guesmi, Khaled
10
Li, Yan
10
Wang, Jiqian
10
Wang, Yudong
10
Hammoudeh, Shawkat
9
Lyócsa, Štefan
9
Nguyen, Duc Khuong
9
Salisu, Afees A.
9
Aloui, Chaker
8
Bauwens, Luc
8
Caporale, Guglielmo Maria
8
Demirer, Rıza
8
Hamori, Shigeyuki
8
Koulakiotis, Athanasios
8
Molnár, Peter
8
Rodriguez, Gabriel
8
Ajmi, Ahdi Noomen
7
Amanjot Singh
7
Choudhry, Taufiq
7
Faff, Robert W.
7
Filis, George
7
Jeribi, Ahmed
7
Kumar, Dilip
7
Li, Steven
7
Lu, Xinjie
7
Manera, Matteo
7
Tiwari, Aviral Kumar
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1
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1
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1
William Davidson Institute <Ann Arbor, Mich.>
1
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Finance research letters
61
Energy economics
56
International review of financial analysis
51
Research in international business and finance
48
Economic modelling
47
International review of economics & finance : IREF
45
Journal of international financial markets, institutions & money
42
Applied economics
40
The North American journal of economics and finance : a journal of financial economics studies
36
Journal of risk and financial management : JRFM
31
Journal of empirical finance
25
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Applied economics letters
22
Applied financial economics
22
Journal of forecasting
21
Pacific-Basin finance journal
21
International journal of finance & economics : IJFE
20
Journal of banking & finance
19
International Journal of Energy Economics and Policy : IJEEP
16
International journal of economics and finance
16
International journal of economics and financial issues : IJEFI
16
Department of Economics working paper series
15
International journal of forecasting
15
Review of quantitative finance and accounting
15
Cogent economics & finance
14
Afro-Asian Journal of Finance and Accounting : AAJFA
13
Emerging markets review
13
Journal of international money and finance
13
The European journal of finance
13
Economics letters
12
Emerging markets, finance and trade : EMFT
12
International Journal of Financial Studies : open access journal
12
International journal of financial research
12
The journal of applied business research
12
Economic research
11
Finance a úvěr
11
Global finance journal
11
Theoretical economics letters
11
Finance India : the quarterly journal of Indian Institute of Finance
10
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ECONIS (ZBW)
2,153
EconStor
13
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1
Comparison of GARCH and ANN model for
forecasting
volatility : Evidence based on Indian stock markets
Shaik, Muneer
;
Sejpal, Aditya
- In:
The journal of prediction markets
14
(
2020
)
2
,
pp. 103-121
Persistent link: https://www.econbiz.de/10012667736
Saved in:
2
Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan
;
Robinzonov, Nikolay
;
Spindler, Martin
- In:
Journal of banking & finance
58
(
2015
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
Saved in:
3
Is there an ideal in-sample length for
forecasting
volatility?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
Saved in:
4
Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan
;
Sharma, Susan Sunila
;
Narayan, …
- In:
Journal of international financial markets, …
40
(
2016
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
Saved in:
5
Empirical safety stock estimation based on kernel and GARCH models
Trapero, Juan R.
;
Cardós, Manuel
;
Kourentzes, Nikolaos
- In:
Omega : the international journal of management science
84
(
2018
),
pp. 199-211
Persistent link: https://www.econbiz.de/10011993170
Saved in:
6
Asymmetric volatility in equity markets around the world
Horpestad, Jone B.
;
Lyócsa, Štefan
;
Molnár, Peter
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
Saved in:
7
Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan
;
Paul, Samit
- In:
International review of financial analysis
44
(
2016
),
pp. 34-55
Persistent link: https://www.econbiz.de/10011623805
Saved in:
8
Forecasting
stock market volatility in India : using linear and non-linear models
Srinivasan, Kaliyaperumal
;
Deo, Malabika
- In:
International journal of economic perspectives : IJEP
4
(
2010
)
4
,
pp. 617-622
Persistent link: https://www.econbiz.de/10011587796
Saved in:
9
Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shift model
Rodriguez, Gabriel
- In:
Review of development finance
6
(
2016
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10011588077
Saved in:
10
Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
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