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ARCH-Modell
Volatility
40,185
Volatilität
39,991
Wechselkurs
27,527
Exchange rate
26,330
Südkorea
21,131
South Korea
20,794
Theorie
17,662
Theory
17,295
Schätzung
13,011
Estimation
12,710
Börsenkurs
10,519
Share price
10,358
USA
8,784
United States
8,404
Welt
8,217
World
8,067
Kapitaleinkommen
7,532
Capital income
7,501
Aktienmarkt
6,488
Stock market
6,426
ARCH model
6,407
Prognoseverfahren
5,038
Forecasting model
4,974
Geldpolitik
4,923
Monetary policy
4,761
Japan
4,408
China
4,065
Zeitreihenanalyse
3,929
Wechselkurspolitik
3,903
Stochastischer Prozess
3,901
Optionspreistheorie
3,892
Time series analysis
3,838
Stochastic process
3,834
Option pricing theory
3,832
Exchange rate policy
3,790
Kaufkraftparität
3,671
EU-Staaten
3,652
Purchasing power parity
3,627
EU countries
3,524
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Undetermined
2,266
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2,002
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Article
4,656
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1,827
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4,514
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916
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859
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842
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63
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43
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21
Sammlung
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13
Sammelwerk
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8
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4
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English
6,432
German
29
Spanish
14
French
4
Portuguese
2
Czech
1
Hungarian
1
Polish
1
Romanian
1
Chinese
1
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Author
All
McAleer, Michael
131
Chang, Chia-Lin
65
Ma, Feng
61
Gupta, Rangan
60
Bouri, Elie
36
Bauwens, Luc
33
Caporale, Guglielmo Maria
33
Kumar, Dilip
32
Zhang, Yaojie
31
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
Bollerslev, Tim
23
Wang, Yudong
23
Kang, Sang Hoon
22
Wei, Yu
22
Caporin, Massimiliano
21
Hammoudeh, Shawkat
21
Liang, Chao
21
Silvennoinen, Annastiina
21
Yoon, Seong-min
21
Karanasos, Menelaos
20
Koopman, Siem Jan
20
Serletis, Apostolos
20
Tiwari, Aviral Kumar
20
Wu, Xinyu
20
Allen, David E.
19
Diebold, Francis X.
19
Laurent, Sébastien
19
Mittnik, Stefan
19
Molnár, Peter
19
Spagnolo, Nicola
19
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
Università Politecnica delle Marche / Dipartimento di Economia
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
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Published in...
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Energy economics
215
Finance research letters
129
Economic modelling
110
International review of financial analysis
108
Applied economics
107
The North American journal of economics and finance : a journal of financial economics studies
102
Journal of empirical finance
94
International review of economics & finance : IREF
92
Research in international business and finance
92
Journal of international financial markets, institutions & money
77
Journal of risk and financial management : JRFM
70
Journal of econometrics
66
Applied financial economics
63
International journal of forecasting
62
Journal of forecasting
59
Discussion paper / Tinbergen Institute
55
Journal of banking & finance
55
Applied economics letters
52
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
Working paper
41
Journal of financial econometrics : official journal of the Society for Financial Econometrics
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
The European journal of finance
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
International journal of economics and financial issues : IJEFI
34
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
30
International journal of economics and finance
30
Pacific-Basin finance journal
30
Cogent economics & finance
29
Review of quantitative finance and accounting
29
Journal of international money and finance
28
The empirical economics letters : a monthly international journal of economics
28
Journal of financial econometrics
25
Global finance journal
23
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Source
All
ECONIS (ZBW)
6,401
EconStor
78
ArchiDok
2
OLC EcoSci
2
Showing
1
-
10
of
6,483
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articles prioritized
date (newest first)
date (oldest first)
1
Assessing the CNH-CNY pricing differential : role of fundamentals, contagion and policy
Funke, Michael
;
Shu, Chang
;
Cheng, Xiaoqiang
;
Eraslan, …
- In:
Journal of international money and finance
59
(
2015
),
pp. 245-262
Persistent link: https://www.econbiz.de/10011478339
Saved in:
2
Assessing the CNH-CNY pricing differential : role of fundamentals, contagion and policy
Funke, Michael
;
Shu, Chang
;
Cheng, Xiaoqiang
;
Eraslan, …
-
2015
Persistent link: https://www.econbiz.de/10010495576
Saved in:
3
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy
-
2002
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
Saved in:
4
The speed of exchange rate pass-through in Romania
Ban, Irina-Marilena
- In:
Review of economic studies and research Virgil Madgearu
11
(
2018
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011977815
Saved in:
5
GARCH-based versus traditional measures of exchange-rate
volatility
: evidence from Korean industry trade
Bahmani-Oskooee, Mohsen
;
Baek, Jungho
;
Hegerty, Scott W.
- In:
International journal of trade and global markets
9
(
2016
)
2
,
pp. 103-136
Persistent link: https://www.econbiz.de/10011548174
Saved in:
6
Study on return and
volatility
spillover effects among stock, CDS, and foreign exchange markets in Korea
I, Taly
- In:
Journal of East Asian economic integration
19
(
2015
)
3
,
pp. 275-322
Persistent link: https://www.econbiz.de/10011376190
Saved in:
7
Volatility
forecasting models for the won-dollar exchange rate
Koo, Jaewoon
;
Lee, Seungjun
- In:
The Korean economic review
17
(
2001
)
2
,
pp. 253-269
Persistent link: https://www.econbiz.de/10001652198
Saved in:
8
Does exchange rate
volatility
deter international trade in developing countries?
Doroodian, Khosrow
- In:
Journal of Asian economics
10
(
1999
)
3
,
pp. 465-474
Persistent link: https://www.econbiz.de/10001475457
Saved in:
9
Daily tourist arrivals, exchange rates and
volatility
for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
Saved in:
10
Inflation risk, exchange rate risk, and asset returns : evidence from Korea, Malaysia, and Taiwan
Saleem, Kashif
- In:
The journal of applied business research
29
(
2013
)
4
,
pp. 1209-1221
Persistent link: https://www.econbiz.de/10009777588
Saved in:
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