//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The relationship between stock...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH-Modell
Kapitaleinkommen
39,222
Capital income
39,122
Türkei
20,803
CAPM
18,953
Theorie
16,952
Theory
16,813
Börsenkurs
16,406
Turkey
16,374
Share price
16,345
Schätzung
10,874
Estimation
10,781
Portfolio-Management
9,518
Portfolio selection
9,486
Aktienmarkt
9,326
Stock market
9,250
Volatilität
8,446
Volatility
8,438
USA
7,437
United States
7,317
Prognoseverfahren
5,390
Forecasting model
5,357
Anlageverhalten
5,076
Behavioural finance
5,052
Risikoprämie
4,893
Risk premium
4,865
Risk
4,293
Risiko
4,223
Betriebliche Kennzahl
4,047
Welt
3,887
World
3,862
Financial ratio
3,790
Kapitalmarktrendite
3,525
Capital market returns
3,523
Investmentfonds
2,934
Investment Fund
2,921
ARCH model
2,612
Ankündigungseffekt
2,541
Announcement effect
2,537
Deutschland
2,436
more ...
less ...
Online availability
All
Undetermined
972
Free
767
Type of publication
All
Article
1,970
Book / Working Paper
661
Type of publication (narrower categories)
All
Article in journal
1,916
Aufsatz in Zeitschrift
1,916
Working Paper
353
Graue Literatur
352
Non-commercial literature
352
Arbeitspapier
335
Aufsatz im Buch
53
Book section
53
Hochschulschrift
32
Thesis
24
Collection of articles written by one author
15
Sammlung
15
Conference paper
9
Konferenzbeitrag
9
Collection of articles of several authors
7
Sammelwerk
7
Aufsatzsammlung
2
Case study
2
Fallstudie
2
Bibliografie enthalten
1
Bibliography included
1
Forschungsbericht
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
2,620
German
4
French
4
Spanish
2
Turkish
1
Author
All
McAleer, Michael
47
Gupta, Rangan
32
Chang, Chia-Lin
21
Engle, Robert F.
20
Bouri, Elie
18
Kumar, Dilip
18
Ma, Feng
18
Chiang, Thomas C.
15
Allen, David E.
14
Paolella, Marc S.
13
Asai, Manabu
12
Bauwens, Luc
12
Koopman, Siem Jan
12
Zhang, Yaojie
12
Conrad, Christian
11
Elyasiani, Elyas
11
Floros, Christos
11
Hafner, Christian M.
11
Teräsvirta, Timo
11
Brooks, Robert
10
Haas, Markus
10
Rodriguez, Gabriel
10
Wolf, Michael
10
Geweke, John
9
Huang, Zhuo
9
Ledoit, Olivier
9
Mansur, Iqbal
9
Mittnik, Stefan
9
Tiwari, Aviral Kumar
9
Wu, Jianbin
9
Zhu, Jie
9
Amisano, Gianni
8
Ardia, David
8
Bohl, Martin T.
8
Bollerslev, Tim
8
Hansen, Peter Reinhard
8
Li, Yan
8
Liang, Chao
8
McMillan, David G.
8
Nonejad, Nima
8
more ...
less ...
Institution
All
National Bureau of Economic Research
7
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
Instituto Valenciano de Investigaciones Económicas
1
International Center for Financial Asset Management and Engineering
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Queen Mary College / Department of Economics
1
Université de Genève / Institut de hautes études internationales
1
Université de Montréal / Département de sciences économiques
1
William Davidson Institute <Ann Arbor, Mich.>
1
World Bank
1
Zentrum für Europäische Wirtschaftsforschung
1
more ...
less ...
Published in...
All
Finance research letters
62
International review of financial analysis
54
Energy economics
51
Journal of empirical finance
51
The North American journal of economics and finance : a journal of financial economics studies
47
International review of economics & finance : IREF
44
Research in international business and finance
41
Journal of international financial markets, institutions & money
39
Applied economics
38
Economic modelling
38
Journal of banking & finance
36
International journal of forecasting
34
The European journal of finance
30
Journal of forecasting
28
Applied financial economics
27
Journal of risk and financial management : JRFM
27
Journal of econometrics
26
Applied economics letters
24
Discussion paper / Tinbergen Institute
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
Journal of financial econometrics
19
Working paper
19
Review of quantitative finance and accounting
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
International journal of economics and finance
17
International journal of economics and financial issues : IJEFI
17
International journal of finance & economics : IJFE
17
Pacific-Basin finance journal
16
Econometric Institute research papers
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Cogent economics & finance
14
Afro-Asian Journal of Finance and Accounting : AAJFA
13
Economics letters
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Global business review
12
Global finance journal
12
International Journal of Financial Studies : open access journal
12
Journal of multinational financial management
12
more ...
less ...
Source
All
ECONIS (ZBW)
2,612
EconStor
18
OLC EcoSci
1
Showing
1
-
10
of
2,631
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or expected shortfall?
Abraham, Rebecca
;
El-Chaarani, Hani
;
Tao, Zhi
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
2
,
pp. 1-31
(beta), as indicated by the single-factor Capital Asset Pricing Model (
CAPM
), and the multifactor Fama-French Three …
Persistent link: https://www.econbiz.de/10012872607
Saved in:
2
The asymmetric impact of macroeconomic shocks on stock returns in
Turkey
: a nonlinear ARDL approach
Yacouba, Kassouri
;
Altintas, Halil
- In:
Romanian journal of economic forecasting
22
(
2019
)
2
,
pp. 98-116
Persistent link: https://www.econbiz.de/10012129032
Saved in:
3
The relationship between exchange rate volatility and stock index return : evidence from
Turkey
Kiliç, Akile
;
Kula, Veysel
;
Özdemir, Letife
- In:
Prizren social science journal
7
(
2023
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014288009
Saved in:
4
Volatility modelling for tourism sector stocks in Borsa Istanbul
Celik, Gulsah Gencer
- In:
International journal of economics and financial issues …
10
(
2020
)
3
,
pp. 158-165
Persistent link: https://www.econbiz.de/10012215271
Saved in:
5
Persistence of ex-ante volatility and the cross-section of stock returns
Simlai, Prodosh
- In:
International review of financial analysis
33
(
2014
),
pp. 253-261
Persistent link: https://www.econbiz.de/10010520455
Saved in:
6
Asymmetric reactions of China's stock market to short-term interest rates
Fang, Fang
;
Dong, Weijia
;
Lv, Xin
- In:
International journal of economics and finance
8
(
2016
)
5
,
pp. 260-270
Persistent link: https://www.econbiz.de/10011487610
Saved in:
7
Forecasting volatility and the risk-return tradeoff : an application on the Fama-French benchmark market return
Vafiadis, Nikolaos
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 181-216
Persistent link: https://www.econbiz.de/10011291298
Saved in:
8
What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
48
(
2016
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
Saved in:
9
Factor models of stock returns : GARCH errors versus time-varying betas
Koundouri, Phoebe
;
Kourogenis, Nikolaos
;
Pittis, Nikitas
; …
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 445-461
Persistent link: https://www.econbiz.de/10011580985
Saved in:
10
Risk and return of a trend-chasing application in financial markets: an empirical test
Ilomäki, Jukka
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
3
,
pp. 258-272
Persistent link: https://www.econbiz.de/10011885978
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->