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~subject:"Conditional variance"
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Conditional variance
Ausreißer
980
Outliers
980
Theorie
583
Theory
571
Risikomaß
530
Risk measure
528
EGARCH
489
Volatility
447
Volatilität
419
Statistische Verteilung
403
Statistical distribution
401
ARCH-Modell
371
ARCH model
368
Schätzung
334
Estimation
330
Risikomanagement
292
Risk management
288
Kapitaleinkommen
273
Capital income
272
Extreme value theory
258
Risk
255
extreme value theory
252
Risiko
250
Börsenkurs
238
Share price
235
GARCH
179
Portfolio selection
178
Portfolio-Management
177
Schätztheorie
177
Aktienmarkt
176
Stock market
176
Estimation theory
175
Prognoseverfahren
169
Forecasting model
165
Extreme Value Theory
149
Stochastic volatility
146
Stochastische Volatilität
142
Multivariate Verteilung
131
Multivariate distribution
131
Zeitreihenanalyse
129
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6
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32
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2
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24
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14
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Girardin, Eric
3
Joyeux, Roselyne
3
Sharma, Prateek
3
Audrino, Francesco
2
Ghysels, Eric
2
Guérin, Pierre
2
Kasman, Saadet Kirbas
2
Marcellino, Massimiliano
2
Mohammadi, Hassan
2
Morales-Zumaquero, Amalia
2
Palandri, Alessandro
2
Sosvilla-Rivero, Simón
2
Vipul
2
Amanjot Singh
1
Banerjee, Prashanta K.
1
Brännäs, Kurt
1
Bühlmann, Peter
1
Będowska-Sójka, Barbara
1
Cheng, Hang
1
Chiang, Thomas C.
1
Choudhry, Taufiq
1
Collado, Fabien
1
Deng, Yongheng
1
Diersen, Matthew A.
1
Doğru, Bülent
1
Escanciano, Juan Carlos
1
Fausti, Scott W.
1
Galiay, Ulysse
1
Ghassan, Hassan B.
1
He, Changli
1
Klein, Tony
1
Kliber, Agata
1
Lao, LanJun
1
Liow, Kim
1
Liu, Tianqing
1
Manjit Singh
1
Medeiros, Marcelo C.
1
Nguyen, Khanh Quoc
1
Näther, Wolfgang
1
Pardo-Fernández, Juan Carlos
1
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School of Economics and Political Science, Universität St. Gallen
2
Asociación Española de Economía y Finanzas Internacionales - AEEFI
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Institutionen för Nationalekonomi, Umeå Universitet
1
Instituto Complutense de Estudios Internacionales (ICEI), Facultad de Ciencias Económicas y Empresariales
1
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Finance research letters
2
Istanbul Stock Exchange Review
2
Journal of Empirical Finance
2
Journal of empirical finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Agricultural economics : the journal of the International Association of Agricultural Economists
1
Atlantic Economic Journal
1
Atlantic economic journal : AEJ
1
China economic review : an international journal
1
Economic Modelling
1
Economic modelling
1
Economics Bulletin
1
Empirical Economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Forest Policy and Economics
1
International Journal of Law and Management
1
International journal of law and management : IJLMA
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Metrika
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
SSE/EFI Working Paper Series in Economics and Finance
1
Statistical Papers / Springer
1
Studies in Economics and Finance
1
Studies in economics and finance
1
The Journal of Real Estate Finance and Economics
1
The empirical economics letters : a monthly international journal of economics
1
Umeå Economic Studies
1
University of St. Gallen Department of Economics working paper series 2007
1
University of St. Gallen Department of Economics working paper series 2008
1
Working Papers / Asociación Española de Economía y Finanzas Internacionales - AEEFI
1
Working Papers del Instituto Complutense de Estudios Internacionales
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ECONIS (ZBW)
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RePEc
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Other ZBW resources
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1
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Journal of empirical finance
28
(
2014
),
pp. 118-138
Persistent link: https://www.econbiz.de/10011285080
Saved in:
2
A threshold cointegration analysis of asymmetric adjustment of OPEC and non-OPEC monthly crude oil prices
Ghassan, Hassan B.
;
Banerjee, Prashanta K.
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 305-323
Persistent link: https://www.econbiz.de/10011325705
Saved in:
3
Macro fundamentals as a source of stock market volatility in China : a GARCH-MIDAS approach
Girardin, Eric
;
Joyeux, Roselyne
- In:
Economic modelling
34
(
2013
),
pp. 59-68
Persistent link: https://www.econbiz.de/10010360615
Saved in:
4
Dynamics of unemployment insurance claims : an application of ARIMA-GARCH models
Mohammadi, Hassan
;
Rich, Daniel P.
- In:
Atlantic economic journal : AEJ
41
(
2013
)
4
,
pp. 413-425
Persistent link: https://www.econbiz.de/10010243108
Saved in:
5
Inflation and inflation uncertainty in Turkey
Doğru, Bülent
- In:
The empirical economics letters : a monthly …
13
(
2014
)
4
,
pp. 401-411
Persistent link: https://www.econbiz.de/10010406029
Saved in:
6
Risk and marketing behavior : pricing fed cattle on a grid
Fausti, Scott W.
;
Wang, Zhiguang
;
Qasmi, Bashir A.
; …
- In:
Agricultural economics : the journal of the …
45
(
2014
)
5
,
pp. 601-612
Persistent link: https://www.econbiz.de/10010414344
Saved in:
7
Forecasting stock index volatility with GARCH models : international evidence
Sharma, Prateek
;
Vipul
- In:
Studies in economics and finance
32
(
2015
)
4
,
pp. 445-463
Persistent link: https://www.econbiz.de/10011492253
Saved in:
8
Risk-free rate effects on conditional variances and conditional correlations of stock returns
Palandri, Alessandro
- In:
Journal of empirical finance
25
(
2014
),
pp. 95-111
Persistent link: https://www.econbiz.de/10010462056
Saved in:
9
The causality between liquidity and volatility in the Polish stock market
Będowska-Sójka, Barbara
;
Kliber, Agata
- In:
Finance research letters
30
(
2019
),
pp. 110-115
Persistent link: https://www.econbiz.de/10012420314
Saved in:
10
Forecasting China's stock market variance
Cheng, Hang
;
Shi, Yongdong
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012493893
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