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ARCH-Modell
Börsenkurs
52,251
Share price
50,726
Kapitaleinkommen
39,210
Capital income
39,110
Theorie
20,236
Theory
19,990
Aktienmarkt
17,065
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16,884
Volatilität
13,302
Volatility
13,146
Schätzung
12,932
Estimation
12,734
USA
11,314
United States
11,101
Portfolio-Management
8,056
Portfolio selection
8,030
CAPM
7,162
Anlageverhalten
6,969
Behavioural finance
6,914
Prognoseverfahren
6,340
Forecasting model
6,280
Ankündigungseffekt
6,190
Announcement effect
6,147
Informationsökonomik
5,024
Welt
5,010
Economics of information
4,988
World
4,938
Risk
4,119
Risiko
4,084
Risikoprämie
3,871
Risk premium
3,849
Finanzmarkt
3,744
Financial market
3,698
ARCH model
3,533
Finanzkrise
3,295
Financial crisis
3,281
Investmentfonds
2,985
Investment Fund
2,977
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2,941
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4
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3
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2
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English
3,556
German
14
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2
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1
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Gupta, Rangan
46
McAleer, Michael
37
Ma, Feng
34
Bouri, Elie
26
Engle, Robert F.
22
Kumar, Dilip
22
Zhang, Yaojie
19
Teräsvirta, Timo
18
Chang, Chia-Lin
16
Chiang, Thomas C.
16
Bauwens, Luc
15
Floros, Christos
15
Koopman, Siem Jan
15
Paolella, Marc S.
14
Tiwari, Aviral Kumar
14
Kang, Sang Hoon
13
Mittnik, Stefan
13
Molnár, Peter
13
Wang, Yudong
13
Haas, Markus
12
Hafner, Christian M.
12
McMillan, David G.
12
Silvennoinen, Annastiina
12
Wu, Xinyu
12
Allen, David E.
11
Brooks, Robert
11
Elyasiani, Elyas
11
Li, Yan
11
Rodriguez, Gabriel
11
Wang, Jiqian
11
Yoon, Seong-min
11
Hansen, Peter Reinhard
10
Huang, Zhuo
10
Liang, Chao
10
Maheswaran, S.
10
Mansur, Iqbal
10
Wei, Yu
10
Xuan Vinh Vo
10
Bohl, Martin T.
9
Bollerslev, Tim
9
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National Bureau of Economic Research
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Brown University / Department of Economics
1
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
89
Energy economics
75
International review of economics & finance : IREF
71
International review of financial analysis
68
Journal of empirical finance
68
The North American journal of economics and finance : a journal of financial economics studies
66
Applied economics
63
Research in international business and finance
63
Journal of international financial markets, institutions & money
55
Economic modelling
52
Journal of risk and financial management : JRFM
47
International journal of forecasting
39
Journal of banking & finance
39
Journal of econometrics
37
The European journal of finance
35
Journal of forecasting
34
Applied economics letters
33
Applied financial economics
29
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
23
International Journal of Energy Economics and Policy : IJEEP
23
International journal of finance & economics : IJFE
22
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
Discussion paper / Tinbergen Institute
21
International journal of economics and finance
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
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Global business review
17
Afro-Asian Journal of Finance and Accounting : AAJFA
16
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
16
Theoretical and applied economics : GAER review
16
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ECONIS (ZBW)
3,533
EconStor
39
OLC EcoSci
1
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1
Public information arrival and volatility of intraday stock returns
Kalev, Petko S.
;
Liu, Wai-man
;
Pham, Peter Kien
; …
- In:
Journal of banking & finance
28
(
2004
)
6
,
pp. 1441-1467
Persistent link: https://www.econbiz.de/10002049619
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
Alternative models for conditional stock volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
Saved in:
4
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:
5
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:
6
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:
7
Essays on realized volatility and jumps
Larson, Marcus
-
2008
Persistent link: https://www.econbiz.de/10003758871
Saved in:
8
Modelos ARCH, GARCH y EGARCH : aplicaciones a series financieras
Casas Monsegny, Marta
;
Cepeda Cuervo, Edilberto
- In:
Cuadernos de economía
27
(
2008
)
1
,
pp. 287-319
Persistent link: https://www.econbiz.de/10003760218
Saved in:
9
Asymmetric multivariate normal mixture GARCH
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651581
Saved in:
10
Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus
(
contributor
);
Mittnik, Stefan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003651587
Saved in:
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