//--> //--> //--> //-->
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:"Theory"
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
Weekly pattern in higher momen...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Schätzung
131,093
Estimation
124,969
Theorie
44,813
Volatility
40,965
Volatilität
40,697
Kapitaleinkommen
39,423
Capital income
39,323
Aktienmarkt
30,023
Stock market
29,915
Börsenkurs
29,779
Share price
29,436
USA
26,158
United States
25,134
Welt
19,619
World
18,935
Deutschland
18,539
Germany
16,555
Prognoseverfahren
11,526
Forecasting model
11,325
Portfolio-Management
10,830
Portfolio selection
10,760
Wirtschaftswachstum
10,116
Economic growth
9,819
Zeitreihenanalyse
9,187
Time series analysis
8,969
Wirkungsanalyse
8,690
EU-Staaten
8,569
Impact assessment
8,461
Wechselkurs
8,208
EU countries
8,126
Exchange rate
8,030
ARCH-Modell
7,920
CAPM
7,840
ARCH model
7,812
Geldpolitik
7,670
China
7,513
Risk
7,502
Monetary policy
7,465
Risiko
7,458
more ...
less ...
Online availability
All
Free
15,150
Undetermined
7,455
Type of publication
All
Book / Working Paper
23,861
Article
20,021
Journal
5
Type of publication (narrower categories)
All
Article in journal
18,130
Aufsatz in Zeitschrift
18,130
Graue Literatur
11,577
Non-commercial literature
11,577
Arbeitspapier
10,695
Working Paper
10,695
Hochschulschrift
2,880
Thesis
2,461
Aufsatz im Buch
1,726
Book section
1,726
Collection of articles written by one author
564
Sammlung
564
Bibliografie enthalten
450
Bibliography included
450
Collection of articles of several authors
234
Sammelwerk
234
Conference paper
143
Konferenzbeitrag
143
Aufsatzsammlung
124
Systematic review
113
Übersichtsarbeit
113
Konferenzschrift
94
Amtsdruckschrift
60
Government document
60
Forschungsbericht
56
Conference proceedings
55
Reprint
37
Rezension
33
Lehrbuch
32
Case study
30
Fallstudie
30
Textbook
28
Mehrbändiges Werk
20
Multi-volume publication
20
Bibliografie
19
Mikroform
14
Handbook
9
Handbuch
9
Glossar enthalten
8
Glossary included
8
more ...
less ...
Language
All
English
41,109
German
2,113
French
285
Spanish
216
Italian
121
Portuguese
33
Polish
26
Hungarian
10
Dutch
10
Russian
8
Czech
4
Norwegian
3
Danish
2
Chinese
2
Afrikaans
1
Arabic
1
Valencian
1
Croatian
1
Romanian
1
Swedish
1
Undetermined
1
more ...
less ...
Author
All
Diebold, Francis X.
110
Caporale, Guglielmo Maria
104
Gil-Alaña, Luis A.
100
Franses, Philip Hans
88
Pesaran, M. Hashem
87
Bollerslev, Tim
86
Härdle, Wolfgang
75
Koopman, Siem Jan
75
Timmermann, Allan
68
Stambaugh, Robert F.
64
Campbell, John Y.
61
McAleer, Michael
61
Ghysels, Eric
60
Gupta, Rangan
60
Hautsch, Nikolaus
56
Herwartz, Helmut
56
Bekaert, Geert
54
Marcellino, Massimiliano
52
Caballero, Ricardo J.
50
Lux, Thomas
50
Aizenman, Joshua
48
Engle, Robert F.
48
Heckman, James J.
48
Lucas, André
47
Pierdzioch, Christian
47
Chiarella, Carl
46
Andersen, Torben
45
Engel, Charles
45
Harvey, Campbell R.
43
Caporin, Massimiliano
42
Taylor, Robert
42
Acemoglu, Daron
41
Fabozzi, Frank J.
41
Ferson, Wayne E.
41
Blundell, Richard W.
39
Cochrane, John H.
39
Kilian, Lutz
39
Lütkepohl, Helmut
39
Schlag, Christian
39
Clark, Todd E.
38
more ...
less ...
Institution
All
National Bureau of Economic Research
825
Ekonomiska forskningsinstitutet <Stockholm>
48
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
Forschungsinstitut zur Zukunft der Arbeit
32
Springer Fachmedien Wiesbaden
28
Internationaler Währungsfonds / Research Department
27
Birkbeck College / Department of Economics
22
European University Institute / Department of Economics
19
Institut für Weltwirtschaft
17
Centre for Analytical Finance <Århus>
15
Federal Reserve System / Board of Governors
15
Rodney L. White Center for Financial Research
15
University of Oxford / Institute of Economics and Statistics
12
Verlag Dr. Kovač
12
Centre for Economic Policy Research
11
Federal Reserve System / Division of Research and Statistics
11
Institut für Höhere Studien
11
The Wharton Financial Institutions Center
11
Federal Reserve Bank of San Francisco
10
Umeå universitet
10
University of Exeter / Department of Economics
10
Universität Mannheim
10
Friedrich-Schiller-Universität Jena
9
Institute of Finance and Accounting <London>
9
International Monetary Fund
9
University of Chicago / Center for Research in Security Prices
9
University of Reading / Department of Economics
9
Centre for Economic Performance
8
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Christian-Albrechts-Universität zu Kiel
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Goethe-Universität Frankfurt am Main
8
Svenska Handelshögskolan <Helsinki>
8
Trinity College Dublin / Department of Economics
8
World Bank
8
Center for Economic Research <Tilburg>
7
Centre for Quantitative Economics & Computing
7
Deutschland / Bundeswehr / Universität Hamburg
7
Eric Cuvillier <Firma>
7
Instituto Valenciano de Investigaciones Económicas
7
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
872
NBER working paper series
795
NBER Working Paper
708
Discussion paper / Centre for Economic Policy Research
489
Applied economics
399
Economics letters
350
Discussion paper series / IZA
296
Journal of econometrics
294
CESifo working papers
281
Journal of banking & finance
278
Economic modelling
269
Working paper
268
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
249
Journal of economic dynamics & control
247
Finance research letters
230
Applied economics letters
225
Journal of financial economics
223
Journal of international money and finance
216
Discussion paper / Tinbergen Institute
214
Journal of empirical finance
212
International review of economics & finance : IREF
195
The journal of finance : the journal of the American Finance Association
192
Journal of applied econometrics
176
Discussion papers / CEPR
174
International journal of forecasting
174
Discussion paper
169
Journal of monetary economics
169
International review of financial analysis
166
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
165
The review of financial studies
163
IZA Discussion Paper
159
Europäische Hochschulschriften / 5
152
Journal of forecasting
152
The European journal of finance
145
Applied financial economics
141
IMF working papers
141
Journal of macroeconomics
141
Macroeconomic dynamics
130
The review of economics and statistics
130
Energy economics
128
more ...
less ...
Source
All
ECONIS (ZBW)
43,882
ArchiDok
3
BASE
1
Other ZBW resources
1
Showing
1
-
10
of
43,887
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting S&P 500
volatility
: long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Saved in:
2
The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Egginton, Jared
;
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 759-780
Persistent link: https://www.econbiz.de/10012171725
Saved in:
3
Informationseffizienz auf Kapitalmärkten : Konzepte und empirische Ergebnisse
Sapusek, Annemarie
-
1998
Persistent link: https://www.econbiz.de/10000985364
Saved in:
4
Empirical investigation of select NSE sector specific indices to ascertain seasonality & asymmetries in their return &
volatility
Shahani, Rakesh
;
Sharma, Ananya
- In:
Business analyst : a refereed journal of Shri Ram …
41
(
2020
)
1
,
pp. 55-80
Persistent link: https://www.econbiz.de/10013177289
Saved in:
5
Testing the long-memory features in return and
volatility
of NSE index
Ahamed, Naseem
;
Kalita, Mamoni
;
Tiwari, Aviral Kumar
- In:
Theoretical economics letters
5
(
2015
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
Saved in:
6
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
7
A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices
Almeshal, Khalid
;
Naifar, Nader
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
6
(
2016
)
4
,
pp. 374-395
Persistent link: https://www.econbiz.de/10011719674
Saved in:
8
Stochastic
volatility
in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Journal of emerging market finance
17
(
2018
)
3
,
pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
Saved in:
9
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem
;
Farid, Daryush
;
Peymany, Moslem
; …
- In:
Iranian journal of finance
7
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
Saved in:
10
The speed of convergence to market efficiency on NASDAQ hedging stocks
Huang, Han-Ching
;
Su, Yong-chern
;
Yang, Ming-yu
- In:
Investment management and financial innovations
10
(
2013
)
2
,
pp. 84-92
Persistent link: https://www.econbiz.de/10010201089
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...
//-->