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~subject:"Aktienmarkt"
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Aktienmarkt
GARCH
2,449
ARCH-Modell
1,169
ARCH model
1,124
Volatility
1,104
Volatilität
1,013
Zeitreihenanalyse
758
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725
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699
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639
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volatility
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World
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Aktienindex
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USA
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Gil-Alaña, Luis A.
17
Caporale, Guglielmo Maria
12
Gupta, Rangan
6
Amanjot Singh
5
Günay, Samet
5
Tripathy, Trilochan
5
Aggarwal, Vaibhav
4
Ajmi, Ahdi Noomen
4
Chiang, Thomas C.
4
Lux, Thomas
4
Makarenko, Inna
4
Malik, Farooq
4
Nasr, Adnen Ben
4
Plastun, Alex
4
Tripathy, Nalini Prava
4
Al-Faryan, Mamdouh Abdulaziz Saleh
3
Aloui, Chaker
3
Doifode, Adesh
3
Kaiser, Thomas
3
Narula, Isha
3
Tiwary, Mrityunjay Kumar
3
Auer, Benjamin R.
2
Aziz, Tariq
2
Balibey, Mesut
2
Balli, Faruk
2
Balli, Hatice Ozer
2
Balparda, Borja
2
Bhattacharya, Mousumi
2
Bhattacharya, Sharad Nath
2
Boughrara, Adel
2
Chatzikonstanti, Vasiliki
2
Chen, Qiwei
2
Christensen, Bent Jesper
2
Coffie, William
2
Corbet, Shaen
2
Dagar, Vishal
2
Dedi, Lidija
2
Floros, Christos
2
Forte, Gianfranco
2
Gurdgiev, Constantin
2
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Finance research letters
10
Research in international business and finance
9
Journal of risk and financial management : JRFM
8
Economic modelling
7
International review of economics & finance : IREF
7
Economics and finance working paper series
5
International review of financial analysis
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Applied economics
4
Applied economics letters
4
Cogent economics & finance
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Finance India : the quarterly journal of Indian Institute of Finance
4
International Journal of Financial Studies : open access journal
4
International journal of economics and financial issues : IJEFI
4
Investment management and financial innovations
4
Journal of international financial markets, institutions & money
4
Review of quantitative finance and accounting
4
Theoretical economics letters
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
CBN journal of applied statistics
3
CESifo working papers
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Energy economics
3
Global business review
3
International journal of finance & economics : IJFE
3
Journal of Asian finance, economics and business : JAFEB
3
Journal of economics and finance
3
Journal of empirical finance
3
Journal of quantitative economics
3
Review of financial economics : RFE
3
Scientific Annals of Economics and Business
3
The North American journal of economics and finance : a journal of financial economics studies
3
The empirical economics letters : a monthly international journal of economics
3
The journal of applied business research
3
Tübinger Diskussionsbeiträge
3
African journal of business and economic research : AJBER
2
African journal of economic and management studies
2
African journal of economic and sustainable development
2
American journal of finance and accounting
2
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ECONIS (ZBW)
329
EconStor
7
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1
Long memory and fractality among global equity markets : a multivariate wavelet approach
Bhandari, Avishek
;
Kamaiah, Bandi
- In:
Journal of quantitative economics
19
(
2021
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012489848
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2
An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Al-Yahyaee, Khamis Hamed
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 168-177
Persistent link: https://www.econbiz.de/10012176113
Saved in:
3
Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan
;
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
Saved in:
4
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
5
Modeling Latin-American stock markets volatility : varying probabilities and mean reversion in a random level shift model
Rodriguez, Gabriel
- In:
Review of development finance
6
(
2016
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10011588077
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6
Expected shortfall in the presence of asymmetry and long memory : an application to Vietnamese stock markets
Walther, Thomas
- In:
Pacific accounting review
29
(
2017
)
2
,
pp. 132-151
Persistent link: https://www.econbiz.de/10011703972
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7
Forecasting conditional volatility based on hybrid
GARCH
-type models with long memory, regime switching, leverage effect and heavy-tail : further evidence from equity market
Huang, Yirong
;
Luo, Yi
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014534834
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8
Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou
;
Li, Youwei
;
Liu, Jiadong
- In:
Research in international business and finance
46
(
2018
),
pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
Saved in:
9
Managing downside risk of low-risk anomaly portfolios
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013341589
Saved in:
10
Stock market behavior : a fractal analysis of saudi stock exchange
Abdulhadi, Dhari al-
;
Shetty, Shekar
;
Alshamali, Mansour
- In:
International journal of business
20
(
2015
)
1
,
pp. 64-78
Persistent link: https://www.econbiz.de/10010520741
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