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~subject:"ARCH-Modell"
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ARCH-Modell
Kapitaleinkommen
39,009
Capital income
38,909
Börsenkurs
13,687
Share price
13,657
Theorie
8,099
Theory
8,065
Aktienmarkt
8,062
Stock market
8,027
Schätzung
7,924
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7,902
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7,204
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7,180
Portfolio-Management
6,696
Portfolio selection
6,683
USA
5,157
United States
5,105
CAPM
5,059
Prognoseverfahren
4,677
Forecasting model
4,661
Anlageverhalten
4,037
Behavioural finance
4,029
Risikoprämie
3,006
Risk premium
2,995
Risk
2,900
Risiko
2,846
Welt
2,795
World
2,778
Investmentfonds
2,623
Investment Fund
2,617
Ankündigungseffekt
2,299
Announcement effect
2,296
ARCH model
2,285
Zeitreihenanalyse
1,727
Time series analysis
1,718
Finanzanalyse
1,388
Financial analysis
1,382
China
1,316
Finanzmarkt
1,311
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1,301
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1,788
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507
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1,748
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2,292
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1
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Gupta, Rangan
29
Engle, Robert F.
19
Kumar, Dilip
18
Ma, Feng
18
McAleer, Michael
18
Bouri, Elie
16
Chang, Chia-Lin
14
Chiang, Thomas C.
14
Paolella, Marc S.
13
Bauwens, Luc
12
Elyasiani, Elyas
11
Floros, Christos
11
Teräsvirta, Timo
11
Brooks, Robert
10
Haas, Markus
10
Li, Yan
10
Liang, Chao
10
Mansur, Iqbal
10
Zhang, Yaojie
10
Conrad, Christian
9
Geweke, John
9
Huang, Zhuo
9
Koopman, Siem Jan
9
Ledoit, Olivier
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
McMillan, David G.
8
Mittnik, Stefan
8
Molnár, Peter
8
Prokopczuk, Marcel
8
Rodriguez, Gabriel
8
Wang, Yudong
8
Zhu, Jie
8
Hoogerheide, Lennart F.
7
Jondeau, Eric
7
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National Bureau of Economic Research
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2
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1
Center for Economic Research <Tilburg>
1
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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
61
Journal of empirical finance
51
International review of financial analysis
48
The North American journal of economics and finance : a journal of financial economics studies
47
Energy economics
45
International review of economics & finance : IREF
42
Journal of international financial markets, institutions & money
38
Research in international business and finance
38
Applied economics
35
Economic modelling
35
International journal of forecasting
34
Journal of banking & finance
32
Journal of forecasting
29
Journal of risk and financial management : JRFM
27
The European journal of finance
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
International journal of economics and finance
17
Review of quantitative finance and accounting
17
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
Economics letters
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Global finance journal
12
International Journal of Financial Studies : open access journal
12
Discussion paper / Tinbergen Institute
11
Financial innovation : FIN
11
Global business review
11
Quantitative finance
11
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ECONIS (ZBW)
2,285
EconStor
9
OLC EcoSci
1
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1
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1
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
Saved in:
2
Extreme spillovers of
VIX
fear index to international equity markets
Massaporn Cheuathonghua
;
Chaiyuth Padungsaksawasdi
; …
- In:
Financial markets and portfolio management
33
(
2019
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012018353
Saved in:
3
Global equity market volatility spillovers : a broader role for the United States
Buncic, Daniel
;
Gisler, Katja Ida Maria
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1317-1339
Persistent link: https://www.econbiz.de/10011622159
Saved in:
4
Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
5
Asymmetries of the intraday return-volatility relation
Badshah, Ihsan Ullah
;
Frijns, Bart
;
Knif, Johan
; …
- In:
International review of financial analysis
48
(
2016
),
pp. 182-192
Persistent link: https://www.econbiz.de/10011624483
Saved in:
6
The impact of the day-of-the-week on the
VIX
fear gauge
Qadan, Mahmod
- In:
International journal of economic perspectives : IJEP
7
(
2013
)
2
,
pp. 24-31
Persistent link: https://www.econbiz.de/10011586397
Saved in:
7
Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.
;
Li, Jiandong
;
Yang, Sheng-Yung
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
Saved in:
8
How useful are the various volatility estimators for improving GARCH-based volatility forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Liu, Hung-Chun
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
Saved in:
9
An analysis of spillover of return and asymmetric spillovr of volatility between NIFTY and India
VIX
Chopra, Monika
- In:
South Asian journal of management : SAJM
25
(
2018
)
2
,
pp. 90-116
Persistent link: https://www.econbiz.de/10012011151
Saved in:
10
The role of the conditional skewness and kurtosis in
VIX
index valuation
Lalancette, Simon
;
Simonato, Jean-Guy
- In:
European financial management : the journal of the …
23
(
2017
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10011713546
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