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ARCH-Modell
Börsenkurs
51,964
Share price
50,429
Kapitaleinkommen
39,001
Capital income
38,901
Aktienmarkt
17,088
Theorie
17,059
Stock market
16,906
Theory
16,847
Volatilität
13,422
Volatility
13,295
Schätzung
13,120
Estimation
12,919
USA
11,677
United States
11,464
Portfolio-Management
8,315
Portfolio selection
8,290
CAPM
7,278
Anlageverhalten
7,095
Behavioural finance
7,039
Prognoseverfahren
6,498
Forecasting model
6,435
Ankündigungseffekt
6,218
Announcement effect
6,175
Welt
5,185
World
5,114
Risk
4,068
Risiko
4,027
Risikoprämie
3,996
Risk premium
3,975
Finanzmarkt
3,601
ARCH model
3,579
Financial market
3,558
Kapitalmarktrendite
3,510
Capital market returns
3,505
Finanzkrise
3,331
Financial crisis
3,323
Investmentfonds
3,077
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3,069
Deutschland
3,045
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English
3,602
German
15
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McAleer, Michael
56
Gupta, Rangan
43
Ma, Feng
34
Bouri, Elie
24
Chang, Chia-Lin
23
Engle, Robert F.
22
Kumar, Dilip
22
Allen, David E.
19
Zhang, Yaojie
19
Teräsvirta, Timo
18
Chiang, Thomas C.
16
Bauwens, Luc
15
Floros, Christos
15
Koopman, Siem Jan
15
Paolella, Marc S.
14
Tiwari, Aviral Kumar
14
Hafner, Christian M.
13
Kang, Sang Hoon
13
McMillan, David G.
13
Mittnik, Stefan
13
Molnár, Peter
13
Rodriguez, Gabriel
13
Wang, Yudong
13
Asai, Manabu
12
Conrad, Christian
12
Haas, Markus
12
Silvennoinen, Annastiina
12
Wu, Xinyu
12
Brooks, Robert
11
Elyasiani, Elyas
11
Li, Yan
11
Wang, Jiqian
11
Wei, Yu
11
Yoon, Seong-min
11
Hansen, Peter Reinhard
10
Huang, Zhuo
10
Liang, Chao
10
Maheswaran, S.
10
Mansur, Iqbal
10
Powell, Robert
10
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National Bureau of Economic Research
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Econometrisch Instituut <Rotterdam>
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
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
83
Energy economics
71
International review of economics & finance : IREF
69
International review of financial analysis
69
Journal of empirical finance
69
Applied economics
65
The North American journal of economics and finance : a journal of financial economics studies
65
Research in international business and finance
63
Journal of international financial markets, institutions & money
54
Economic modelling
53
Journal of risk and financial management : JRFM
47
International journal of forecasting
39
Journal of banking & finance
39
Journal of econometrics
38
Journal of forecasting
34
Applied economics letters
33
The European journal of finance
33
Applied financial economics
30
Discussion paper / Tinbergen Institute
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
25
Economics letters
24
International Journal of Energy Economics and Policy : IJEEP
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
22
Pacific-Basin finance journal
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
International journal of economics and finance
21
International journal of finance & economics : IJFE
21
Journal of financial econometrics
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Working paper
20
Cogent economics & finance
19
International Journal of Financial Studies : open access journal
19
International journal of economics and financial issues : IJEFI
19
Review of quantitative finance and accounting
19
The journal of futures markets
18
Econometric Institute research papers
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Afro-Asian Journal of Finance and Accounting : AAJFA
16
Global business review
16
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ECONIS (ZBW)
3,579
EconStor
40
OLC EcoSci
1
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1
Earnings quality and the heterogeneous relation between earnings and stock returns
Isidro, Helena
;
Dias, José G.
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 1143-1165
Persistent link: https://www.econbiz.de/10011797598
Saved in:
2
Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele
- In:
Management science : journal of the Institute for …
63
(
2017
)
9
,
pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
Saved in:
3
Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach
Zhu, Huiming
;
Su, Xianfang
;
You, Wan-hai
;
Ren, Ying-hua
- In:
Applied economics
49
(
2017
)
25
,
pp. 2491-2507
Persistent link: https://www.econbiz.de/10011819559
Saved in:
4
Volatility spillovers between oil prices and stock returns : a focus on frontier markets
Gomes, Mathieu
;
Chaibi, Anissa
- In:
The journal of applied business research
30
(
2014
)
2
,
pp. 509-525
Persistent link: https://www.econbiz.de/10010353528
Saved in:
5
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
Saved in:
6
Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq
;
Ul Hassan, Syed Shabi
;
Shabi, Sarosh
- In:
International review of financial analysis
41
(
2015
),
pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
Saved in:
7
Monetary stability and stock returns : a bivariate generalized autoregressive conditional heteroscedasticity modelling study
Zeng, Ning
- In:
Inventi impact: emerging economies
(
2015
)
4
,
pp. 234-255
Persistent link: https://www.econbiz.de/10011455725
Saved in:
8
Revisiting the asymmetric dynamic dependence of stock returns : evidence from a quantile autoregression model
Zhu, Huiming
;
Li, Zhao-Lai
;
You, Wan-hai
;
Zeng, Zhaofa
- In:
International review of financial analysis
40
(
2015
),
pp. 142-153
Persistent link: https://www.econbiz.de/10011475708
Saved in:
9
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
10
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
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