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ARCH-Modell
Börsenkurs
52,230
Share price
50,705
Kapitaleinkommen
14,573
Capital income
14,551
Aktienmarkt
14,486
Stock market
14,311
Theorie
12,017
Theory
11,815
Volatilität
10,721
Volatility
10,595
Schätzung
9,297
Estimation
9,094
USA
8,149
United States
7,961
Ankündigungseffekt
5,589
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5,547
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4,991
Aktienindex
4,984
Behavioural finance
4,942
Stock index
4,855
Prognoseverfahren
3,897
Forecasting model
3,845
CAPM
3,826
Welt
3,420
World
3,358
Trading volume
3,119
Portfolio-Management
3,075
Portfolio selection
3,060
Handelsvolumen der Börse
3,002
Finanzmarkt
2,913
Financial market
2,877
Finanzkrise
2,802
Financial crisis
2,795
ARCH model
2,700
Wertpapierhandel
2,503
Securities trading
2,445
Deutschland
2,443
Effizienzmarkthypothese
2,347
Efficient market hypothesis
2,340
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Article
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2
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Gupta, Rangan
37
Ma, Feng
27
McAleer, Michael
26
Bouri, Elie
18
Engle, Robert F.
14
Zhang, Yaojie
14
Molnár, Peter
13
Tiwari, Aviral Kumar
13
Bauwens, Luc
12
Chiang, Thomas C.
12
Mittnik, Stefan
12
Giot, Pierre
11
Hautsch, Nikolaus
11
Allen, David E.
10
Floros, Christos
10
Haas, Markus
10
Kang, Sang Hoon
10
Koopman, Siem Jan
10
Paolella, Marc S.
10
Wang, Jiqian
10
Yoon, Seong-min
10
Ajmi, Ahdi Noomen
9
Brooks, Robert
9
Caporale, Guglielmo Maria
9
Lux, Thomas
9
Silvennoinen, Annastiina
9
Teräsvirta, Timo
9
Wu, Xinyu
9
Corbet, Shaen
8
Hafner, Christian M.
8
Jawadi, Fredj
8
Jondeau, Eric
8
Karanasos, Menelaos
8
Li, Yan
8
Liang, Chao
8
Maheswaran, S.
8
Qiao, Gaoxiu
8
Rockinger, Michael
8
Weber, Enzo
8
Wei, Yu
8
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Instituto Valenciano de Investigaciones Económicas
1
School of Finance and Business Economics <Perth, Western Australia>
1
Svenska Handelshögskolan <Helsinki>
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
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Finance research letters
63
Energy economics
58
International review of economics & finance : IREF
54
International review of financial analysis
53
Applied economics
52
Research in international business and finance
50
The North American journal of economics and finance : a journal of financial economics studies
46
Journal of empirical finance
42
Journal of international financial markets, institutions & money
42
Journal of risk and financial management : JRFM
41
Economic modelling
40
Applied economics letters
30
Journal of econometrics
28
Journal of banking & finance
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Applied financial economics
22
Journal of forecasting
22
International Journal of Energy Economics and Policy : IJEEP
21
International journal of forecasting
21
International journal of economics and financial issues : IJEFI
20
Economics letters
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
The European journal of finance
17
Cogent economics & finance
16
Discussion paper / Tinbergen Institute
16
International journal of finance & economics : IJFE
16
International Journal of Financial Studies : open access journal
15
International journal of economics and finance
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Review of quantitative finance and accounting
15
The journal of futures markets
15
Global business review
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
The empirical economics letters : a monthly international journal of economics
14
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
13
Finance India : the quarterly journal of Indian Institute of Finance
13
Afro-Asian Journal of Finance and Accounting : AAJFA
12
Department of Economics working paper series
12
Investment management and financial innovations
12
Journal of risk
12
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ECONIS (ZBW)
2,700
EconStor
41
OLC EcoSci
2
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1
The day of the week effecton returns, volatility and volume of Shariah index
Munusany, Dharani
- In:
The empirical economics letters : a monthly …
15
(
2016
)
6
,
pp. 608-618
Persistent link: https://www.econbiz.de/10011655904
Saved in:
2
Intraday volatility and volume in China's stock index and index futures markets
Nishimura, Yusaku
;
Sun, Bianxia
- In:
Asia-Pacific journal of financial studies
44
(
2015
)
6
,
pp. 932-955
Persistent link: https://www.econbiz.de/10011471124
Saved in:
3
Asymmetric relationship between implied volatility, index returns and trading volume: an application of quantile regression model
Siddiqui, Saif
;
Roy, Preeti
- In:
Decision
46
(
2019
)
3
,
pp. 239-252
Persistent link: https://www.econbiz.de/10012116134
Saved in:
4
Examining the relationship between stock return volatility and trading volume : new evidence from an emerging economy
Bose, Shekar
;
Rahman, Hafizur
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1899-1908
Persistent link: https://www.econbiz.de/10010511945
Saved in:
5
Stock return volatility and trading volume relationships captured with stable Paretian GARCH and Threshold GARCH models
Naka, Atsuyuki
;
Oral, Ece
- In:
Journal of business & economics research
11
(
2013
)
1
,
pp. 47-52
Persistent link: https://www.econbiz.de/10009726502
Saved in:
6
No news is not good news: evidence from the intra-day return volatility-volume relationship in Shanghai stock exchange
Krishnamurti, Chandrasekhar
;
Tian, Gary Gang
;
Xu, Min
; …
- In:
Journal of the Asia Pacific economy
18
(
2013
)
1
,
pp. 149-167
Persistent link: https://www.econbiz.de/10009713176
Saved in:
7
Relationship between trading volume and asymmetric volatility in the Korean stock market
Choi, Ki-hong
;
Jiang, Zhu-hua
;
Kang, Sang Hoon
;
Moon, …
- In:
Modern economy
3
(
2012
)
5
,
pp. 584-589
Persistent link: https://www.econbiz.de/10009720531
Saved in:
8
A generalized autoregressive conditional heteroskedasticity examination of the relationship between trading volume and conditional volatility in the Tunisian stock market : evidenc...
Belhaj, Fethi
;
Abaoub, Ezzeddine
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 354-364
Persistent link: https://www.econbiz.de/10011453520
Saved in:
9
The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market
Baklaci, Hasan F.
;
Tunc, Gokce
;
Aydogan, Berna
;
Vardar, …
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
6
,
pp. 99-119
Persistent link: https://www.econbiz.de/10009563064
Saved in:
10
Modelling price movement in trading volume-volatility relations
Pei Pei Tan
;
Galagedera, Don U. A.
;
Sze Shi Ting
- In:
Malaysian journal of economic studies
52
(
2015
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10011452838
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