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~subject:"ARCH-Modell"
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Stock market dynamics
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ARCH-Modell
Stock market
29,579
Aktienmarkt
29,385
Börsenkurs
13,554
Share price
13,522
Capital income
8,131
Kapitaleinkommen
8,131
Theorie
6,104
Volatility
6,075
Theory
6,072
Volatilität
6,046
Modellierung
5,916
Scientific modelling
5,846
Schätzung
5,648
Estimation
5,637
USA
3,791
United States
3,759
Welt
3,074
World
3,065
Anlageverhalten
3,006
Behavioural finance
2,988
Portfolio selection
2,679
Portfolio-Management
2,676
China
2,673
Prognoseverfahren
2,489
Forecasting model
2,486
ARCH model
2,150
Financial crisis
1,984
Finanzkrise
1,974
Emerging economies
1,909
Schwellenländer
1,909
Finanzmarkt
1,896
Financial market
1,890
CAPM
1,874
Börse
1,801
stock market
1,749
Efficient market hypothesis
1,730
Effizienzmarkthypothese
1,725
Bourse
1,710
India
1,560
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Undetermined
887
Free
537
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Article
1,718
Book / Working Paper
432
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Article in journal
1,674
Aufsatz in Zeitschrift
1,674
Graue Literatur
217
Non-commercial literature
217
Working Paper
209
Arbeitspapier
207
Aufsatz im Buch
46
Book section
46
Hochschulschrift
22
Thesis
18
Collection of articles written by one author
8
Conference paper
8
Konferenzbeitrag
8
Sammlung
8
Collection of articles of several authors
4
Sammelwerk
4
Bibliografie enthalten
3
Bibliography included
3
Lehrbuch
2
Textbook
2
Aufsatzsammlung
1
Bibliografie
1
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1
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1
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1
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English
2,140
German
4
Spanish
3
French
1
Portuguese
1
Romanian
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Ma, Feng
30
McAleer, Michael
29
Gupta, Rangan
22
Caporin, Massimiliano
20
Bouri, Elie
19
Zhang, Yaojie
17
Kang, Sang Hoon
15
Chiang, Thomas C.
14
Engle, Robert F.
13
McMillan, David G.
13
Xuan Vinh Vo
12
Liang, Chao
11
Yoon, Seong-min
11
Brooks, Robert
10
Guesmi, Khaled
10
Hammoudeh, Shawkat
10
Li, Yan
10
Mensi, Walid
10
Wang, Jiqian
10
Nguyen, Duc Khuong
9
Aloui, Chaker
8
Caporale, Guglielmo Maria
8
Conrad, Christian
8
Hamori, Shigeyuki
8
Koulakiotis, Athanasios
8
Lyócsa, Štefan
8
Molnár, Peter
8
Wang, Yudong
8
Adrangi, Bahram
7
Ajmi, Ahdi Noomen
7
Amanjot Singh
7
Degiannakis, Stavros
7
Demirer, Rıza
7
Faff, Robert W.
7
Jeribi, Ahmed
7
Kumar, Dilip
7
Li, Steven
7
Lu, Xinjie
7
Manera, Matteo
7
Rodriguez, Gabriel
7
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University of Canterbury / Dept. of Economics and Finance
5
National Bureau of Economic Research
4
Brown University / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
Svenska Handelshögskolan <Helsinki>
1
Taylor and Francis.
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Glasgow / Department of Economics
1
Università Politecnica delle Marche / Dipartimento di Economia
1
William Davidson Institute <Ann Arbor, Mich.>
1
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Finance research letters
60
International review of financial analysis
51
Energy economics
48
Research in international business and finance
47
International review of economics & finance : IREF
46
Journal of international financial markets, institutions & money
42
Economic modelling
41
Applied economics
39
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of risk and financial management : JRFM
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
Applied financial economics
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Applied economics letters
21
Journal of banking & finance
20
Pacific-Basin finance journal
20
International journal of finance & economics : IJFE
19
Journal of empirical finance
18
Journal of forecasting
18
Working paper
18
International journal of economics and financial issues : IJEFI
16
Review of quantitative finance and accounting
15
Cogent economics & finance
14
International journal of forecasting
14
Emerging markets review
13
International journal of economics and finance
13
Journal of international money and finance
13
Afro-Asian Journal of Finance and Accounting : AAJFA
12
Economics letters
12
Emerging markets, finance and trade : EMFT
12
The journal of applied business research
12
Econometric Institute research papers
11
Economic research
11
Finance a úvěr
11
Global finance journal
11
International Journal of Energy Economics and Policy : IJEEP
11
International Journal of Financial Studies : open access journal
11
The European journal of finance
11
Theoretical economics letters
11
Finance India : the quarterly journal of Indian Institute of Finance
10
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ECONIS (ZBW)
2,148
EconStor
2
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1
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10
of
2,150
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date (oldest first)
1
Higher order moments in distribution modelling with applications to risk management
Malo, Pekka
-
2007
Persistent link: https://www.econbiz.de/10003504508
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
A Metropolis-in-Gibbs sampler for estimating equity market factors
Tsiaplias, Sarantis
-
2007
Persistent link: https://www.econbiz.de/10003489507
Saved in:
4
Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen
;
Chi, Xie
;
Wang, Gang-Jin
;
Zhu, You
; …
- In:
Research in international business and finance
66
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
Saved in:
5
A Model Confidence Set approach to the combination of multivariate volatility forecasts
Amendola, Alessandra
;
Braione, Manuela
;
Candila, Vincenzo
; …
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 873-891
Persistent link: https://www.econbiz.de/10012496876
Saved in:
6
Can the Lasota (1977)'s model compete with the Mackey-Glass (1977)'s model in nonlinear modelling of financial time series?
Hennani, Rachida
-
2015
Persistent link: https://www.econbiz.de/10011300800
Saved in:
7
The efficacy of intervention in a chaotic foreign exchange market : an empirical study in INR-USD exchange rate series
Sen, Chitrakalpa
;
Chakrabarti, Gagari
- In:
Decision
41
(
2014
)
4
,
pp. 399-410
Persistent link: https://www.econbiz.de/10010483861
Saved in:
8
Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs)
Madhavan, Vinodh
- In:
Managerial finance
40
(
2014
)
4
,
pp. 395-415
Persistent link: https://www.econbiz.de/10010344093
Saved in:
9
Volatility spillovers and nonlinear
dynamics
between jet fuel prices and air carrier revenue passenger miles in the US
Adrangi, Bahram
;
Gritta, Richard D.
;
Raffiee, Kambiz
- In:
Review of economics & finance
(
2013
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010244116
Saved in:
10
Modelling bursts and
chaos
regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
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