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ARCH-Modell
Kapitaleinkommen
39,210
Capital income
39,110
Börsenkurs
13,746
Share price
13,718
Theorie
9,006
Theory
8,964
Aktienmarkt
8,108
Schätzung
8,098
Stock market
8,071
Estimation
8,064
Volatilität
7,076
Volatility
7,045
Portfolio-Management
7,044
Portfolio selection
7,030
Benchmarking
6,008
USA
5,792
United States
5,682
CAPM
5,136
Prognoseverfahren
4,754
Forecasting model
4,737
Anlageverhalten
4,106
Behavioural finance
4,097
Welt
3,208
World
3,186
Risikoprämie
3,012
Risk premium
3,002
Risk
2,926
Arbeitskampf
2,903
Risiko
2,876
Investmentfonds
2,743
Investment Fund
2,733
Ankündigungseffekt
2,316
Announcement effect
2,313
ARCH model
2,273
Deutschland
2,178
Industrial action
1,937
Zeitreihenanalyse
1,757
Time series analysis
1,748
Germany
1,741
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Undetermined
908
Free
632
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Article
1,776
Book / Working Paper
506
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Article in journal
1,735
Aufsatz in Zeitschrift
1,735
Graue Literatur
257
Non-commercial literature
257
Working Paper
255
Arbeitspapier
247
Aufsatz im Buch
40
Book section
40
Hochschulschrift
21
Thesis
16
Collection of articles written by one author
10
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10
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8
Konferenzbeitrag
8
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3
Sammelwerk
3
Case study
2
Fallstudie
2
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1
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English
2,279
German
1
French
1
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1
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Gupta, Rangan
32
Engle, Robert F.
19
Bouri, Elie
18
Kumar, Dilip
18
McAleer, Michael
18
Ma, Feng
17
Chang, Chia-Lin
14
Chiang, Thomas C.
14
Paolella, Marc S.
13
Bauwens, Luc
12
Elyasiani, Elyas
11
Floros, Christos
11
Teräsvirta, Timo
11
Zhang, Yaojie
11
Brooks, Robert
10
Haas, Markus
10
Geweke, John
9
Huang, Zhuo
9
Koopman, Siem Jan
9
Ledoit, Olivier
9
Mansur, Iqbal
9
Tiwari, Aviral Kumar
9
Wolf, Michael
9
Amisano, Gianni
8
Ardia, David
8
Bohl, Martin T.
8
Bollerslev, Tim
8
Hansen, Peter Reinhard
8
Li, Yan
8
Liang, Chao
8
Mittnik, Stefan
8
Prokopczuk, Marcel
8
Rodriguez, Gabriel
8
Wang, Yudong
8
Zhu, Jie
8
Hoogerheide, Lennart F.
7
Jondeau, Eric
7
Karanasos, Menelaos
7
Lucas, André
7
McMillan, David G.
7
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National Bureau of Economic Research
6
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
Ekonomiska forskningsinstitutet <Stockholm>
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
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
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Finance research letters
59
Journal of empirical finance
50
International review of financial analysis
48
Energy economics
46
The North American journal of economics and finance : a journal of financial economics studies
46
International review of economics & finance : IREF
43
Research in international business and finance
38
International journal of forecasting
35
Journal of international financial markets, institutions & money
35
Applied economics
33
Economic modelling
33
Journal of banking & finance
30
Journal of forecasting
28
The European journal of finance
28
Journal of risk and financial management : JRFM
27
Applied economics letters
22
Applied financial economics
22
Journal of econometrics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Review of quantitative finance and accounting
17
International journal of economics and finance
16
International journal of finance & economics : IJFE
16
Pacific-Basin finance journal
16
Working paper
15
Cogent economics & finance
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of economics and financial issues : IJEFI
14
Afro-Asian Journal of Finance and Accounting : AAJFA
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Economics letters
12
Global business review
12
Global finance journal
12
International Journal of Financial Studies : open access journal
12
Discussion paper / Tinbergen Institute
11
Financial innovation : FIN
11
Quantitative finance
11
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ECONIS (ZBW)
2,273
EconStor
8
OLC EcoSci
1
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1
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1
Is the ESG portfolio less turbulent than a market benchmark portfolio?
Ouchen, Abdessamad
- In:
Risk management : an international journal
24
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013163583
Saved in:
2
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria
;
Hassapis, Christis
;
Pittis, …
-
1994
Persistent link: https://www.econbiz.de/10000897287
Saved in:
3
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
4
Alternative models for conditional stock volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
Saved in:
5
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
6
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
7
The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
El Din, Tarek Mohy
-
1997
Persistent link: https://www.econbiz.de/10000623956
Saved in:
8
Fitting the moments : a comparison of arch and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000147717
Saved in:
9
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo M.
;
Hassapis, Christis
;
Pittis, Nikitas
-
1994
Persistent link: https://www.econbiz.de/10000147732
Saved in:
10
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus
-
1998
Persistent link: https://www.econbiz.de/10000675119
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