//--> //--> //--> //-->
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:"Börsenkurs"
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
Conditional correlation models...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
Volatility
41,082
Volatilität
40,813
Schätztheorie
36,160
Estimation theory
35,533
Theorie
20,571
Theory
19,926
Schätzung
14,308
Estimation
14,018
ARCH-Modell
10,617
ARCH model
10,436
Share price
10,186
Zeitreihenanalyse
9,003
Time series analysis
8,840
Kapitaleinkommen
8,159
Capital income
8,124
Aktienmarkt
6,471
Stock market
6,399
USA
6,159
United States
5,963
Prognoseverfahren
5,826
Forecasting model
5,742
Welt
5,484
World
5,370
Wechselkurs
5,129
Exchange rate
5,018
Stochastischer Prozess
4,603
Stochastic process
4,523
Regressionsanalyse
4,473
Regression analysis
4,461
Optionspreistheorie
4,258
Option pricing theory
4,186
Nichtparametrisches Verfahren
3,778
Nonparametric statistics
3,679
Risk
3,309
Risiko
3,269
Portfolio-Management
3,139
Portfolio selection
3,114
volatility
2,658
Finanzmarkt
2,560
more ...
less ...
Online availability
All
Free
3,705
Undetermined
3,193
Type of publication
All
Article
6,281
Book / Working Paper
4,067
Journal
1
Type of publication (narrower categories)
All
Article in journal
6,011
Aufsatz in Zeitschrift
6,011
Working Paper
1,617
Graue Literatur
1,560
Non-commercial literature
1,560
Arbeitspapier
1,478
Aufsatz im Buch
250
Book section
250
Hochschulschrift
224
Thesis
188
Collection of articles written by one author
48
Sammlung
48
Conference paper
38
Konferenzbeitrag
38
Bibliografie enthalten
25
Bibliography included
25
Collection of articles of several authors
23
Sammelwerk
23
Konferenzschrift
12
Aufsatzsammlung
10
Systematic review
10
Übersichtsarbeit
10
Article
7
Amtsdruckschrift
5
Case study
5
Conference proceedings
5
Fallstudie
5
Forschungsbericht
5
Government document
5
Rezension
5
Lehrbuch
4
Textbook
4
Bibliografie
3
Handbook
3
Handbuch
3
Dissertation u.a. Prüfungsschriften
2
Glossar enthalten
2
Glossary included
2
Guidebook
2
Mikroform
2
more ...
less ...
Language
All
English
10,153
German
164
French
26
Spanish
7
Czech
1
Portuguese
1
Swedish
1
Chinese
1
more ...
less ...
Author
All
Gupta, Rangan
106
McAleer, Michael
62
Caporale, Guglielmo Maria
60
Hautsch, Nikolaus
46
Lux, Thomas
40
Ma, Feng
39
Bouri, Elie
37
Spagnolo, Nicola
35
Bloom, Nicholas
33
Bollerslev, Tim
33
Pierdzioch, Christian
31
Ryu, Doojin
30
Allen, David E.
27
Wohar, Mark E.
27
Salisu, Afees A.
26
Chiang, Thomas C.
25
Corbet, Shaen
24
Lettau, Martin
24
Bansal, Ravi
23
Bekaert, Geert
23
Demirer, Rıza
23
Engle, Robert F.
23
Andersen, Torben
22
Campbell, John Y.
22
Todorov, Viktor
22
Hale, Galina
21
Molnár, Peter
21
Narayan, Paresh Kumar
21
Tong, Hui
21
Ang, Andrew
20
Balcilar, Mehmet
20
Christiansen, Charlotte
20
Davis, Steven J.
20
Faff, Robert W.
20
Gil-Alaña, Luis A.
20
Härdle, Wolfgang
20
Jiang, George J.
20
Kang, Wensheng
20
Pesaran, M. Hashem
20
Stambaugh, Robert F.
20
more ...
less ...
Institution
All
National Bureau of Economic Research
132
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Birkbeck College / Department of Economics
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Center for Economic Research <Tilburg>
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Institut für Weltwirtschaft
3
Kansantaloustieteen Laitos <Tampere>
3
School of Finance and Business Economics <Perth, Western Australia>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Canterbury / Dept. of Economics and Finance
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Division of Research and Statistics
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut für Industriebetriebsforschung <Hamburg>
2
Internationaler Währungsfonds / Research Department
2
Svenska Handelshögskolan <Helsinki>
2
Australian National University / Faculty of Economics and Commerce
1
Brown University / Department of Economics
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Centre for Growth and Business Cycle Research <Manchester>
1
Conference on Financial Stability <1993, Sydney>
1
Deutsche Forschungsgemeinschaft
1
European University Institute / Department of Economics
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Board of Governors
1
Financial Options Research Centre
1
Goethe-Universität Frankfurt am Main
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Institute of European Finance <Bangor, Gwynedd>
1
International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio>
1
Internationaler Währungsfonds / European Department <2>
1
Johns Hopkins University / Department of Economics
1
Karlsruher Institut für Technologie
1
more ...
less ...
Published in...
All
Finance research letters
230
International review of financial analysis
149
Energy economics
140
NBER working paper series
130
International review of economics & finance : IREF
123
The North American journal of economics and finance : a journal of financial economics studies
120
Working paper / National Bureau of Economic Research, Inc.
118
Applied economics
114
Journal of banking & finance
113
Research in international business and finance
104
Economic modelling
100
Journal of empirical finance
100
Applied economics letters
95
NBER Working Paper
92
Journal of econometrics
87
Journal of international financial markets, institutions & money
87
Journal of financial economics
82
Journal of risk and financial management : JRFM
77
Pacific-Basin finance journal
76
The journal of futures markets
73
Applied financial economics
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
65
International Journal of Energy Economics and Policy : IJEEP
63
Working paper
60
The European journal of finance
52
Economics letters
51
Finance India : the quarterly journal of Indian Institute of Finance
51
CESifo working papers
48
Discussion paper / Centre for Economic Policy Research
48
Cogent economics & finance
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
The journal of finance : the journal of the American Finance Association
46
Journal of financial and quantitative analysis : JFQA
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Review of quantitative finance and accounting
43
The review of financial studies
43
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
41
International journal of finance & economics : IJFE
41
Journal of financial markets
41
International journal of economics and financial issues : IJEFI
40
more ...
less ...
Source
All
ECONIS (ZBW)
10,189
EconStor
149
USB Cologne (EcoSocSci)
7
OLC EcoSci
2
USB Cologne (business full texts)
1
RePEc
1
Showing
1
-
10
of
10,349
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting
volatility
of stock indices with ARCH model
Alam, Md. Zahangir
;
Siddikee, Md. Noman
;
Masukujjaman, Md.
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 126-143
Persistent link: https://www.econbiz.de/10010205105
Saved in:
2
Correlated idiosyncratic
volatility
shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
3
New approach in dealing with the non-negativity of the conditional variance in the estimation of GARCH model
Settar, Abdeljalil
;
Fatmi, Nadia Idrissi
;
Badaoui, Mohammed
- In:
Central European journal of economic modelling and …
13
(
2021
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10012439109
Saved in:
4
Macroeconomic determinants of stock market
volatility
: an empirical study of Malaysia and Indonesia
Nikmanesh, Lida
;
Abu Hassan Shaari Mohd Nor
- In:
Asian Academy of Management journal : AAMJ
21
(
2016
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011665273
Saved in:
5
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
6
Alternative distribution based GARCH models for Bitcoin
volatility
estimation
Mattera, Raffaele
;
Giacalone, Massimiliano
- In:
The empirical economics letters : a monthly …
17
(
2018
)
11
,
pp. 1283-1288
Persistent link: https://www.econbiz.de/10012006849
Saved in:
7
Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the
volatility
of stock returns in Peru
Rodriguez, Gabriel
- In:
Revista de análisis económico
32
(
2017
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10011924649
Saved in:
8
Impact of COVID-19 on global stock market
volatility
Kusumahadi, Teresia Angelia
;
Permana, Fikri C.
- In:
Journal of economic integration : jei
36
(
2021
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012593273
Saved in:
9
Estimating
volatility
using GARCH models on the Romanian stock market
Păun, Dragoş
;
Nistor, Ioan-Alin
;
Dezsi, Eva
- In:
International journal of economics and accounting : IJEA
10
(
2021
)
3
,
pp. 310-320
Persistent link: https://www.econbiz.de/10012597832
Saved in:
10
Capturing the stock market
volatility
: a study of sectoral indices in India using symmetric GARCH models
Khera, Aastha
;
Goyal, Anisha
;
Yadav, Miklesh Prasad
- In:
International journal of management practice : IJMP
15
(
2022
)
6
,
pp. 820-833
Persistent link: https://www.econbiz.de/10013415146
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...
//-->