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Time series analysis
Indien
118,642
India
97,661
Volatility
40,960
Volatilität
40,692
Theorie
14,443
Theory
14,120
Börsenkurs
12,114
Schätzung
12,050
Share price
11,927
Estimation
11,779
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10,592
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10,411
Kapitaleinkommen
8,939
Capital income
8,903
Aktienmarkt
8,222
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8,143
Welt
6,836
USA
6,761
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6,720
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6,499
China
6,303
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6,216
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5,866
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5,314
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5,228
Aktienindex
5,022
Stock index
4,894
Prognoseverfahren
4,878
Forecasting model
4,808
Zeitreihenanalyse
4,633
Optionspreistheorie
4,212
Option pricing theory
4,148
Stochastischer Prozess
4,027
Wirkungsanalyse
3,985
Stochastic process
3,959
Impact assessment
3,934
Entwicklung
3,860
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3,403
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3,362
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1,669
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McAleer, Michael
86
Caporale, Guglielmo Maria
57
Gil-Alaña, Luis A.
52
Koopman, Siem Jan
43
Lütkepohl, Helmut
40
Gupta, Rangan
37
Härdle, Wolfgang
34
Bollerslev, Tim
33
Teräsvirta, Timo
33
Lux, Thomas
32
Caporin, Massimiliano
31
Tiwari, Aviral Kumar
29
Lucas, André
27
Taylor, Robert
26
Cavaliere, Giuseppe
25
Andersen, Torben
24
Hafner, Christian M.
24
Asai, Manabu
22
Dijk, Dick van
22
Bauwens, Luc
21
Tauchen, George Eugene
21
Todorov, Viktor
20
Chan, Joshua
19
Chang, Chia-Lin
19
Hallin, Marc
19
Medeiros, Marcelo C.
19
Allen, David E.
18
Shephard, Neil G.
18
Sibbertsen, Philipp
18
Rodriguez, Gabriel
17
Engle, Robert F.
16
Herwartz, Helmut
16
Kim, Donggyu
16
Nielsen, Morten Ørregaard
16
Rahbek, Anders
16
Blasques, Francisco
15
Blazsek, Szabolcs
15
Franses, Philip Hans
15
Hansen, Peter Reinhard
15
Hautsch, Nikolaus
15
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National Bureau of Economic Research
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Ekonomiska forskningsinstitutet <Stockholm>
8
Centre for Analytical Finance <Århus>
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Centre for Growth and Business Cycle Research <Manchester>
4
Econometrisch Instituut <Rotterdam>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
Christian-Albrechts-Universität zu Kiel
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
European University Institute / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
University of Canterbury / Dept. of Economics and Finance
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
EconWPA
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of Minneapolis / Research Department
1
Federal Reserve Bank of New York
1
Hamburgisches WeltWirtschaftsInstitut
1
Indian Council of Social Science Research
1
Institut for Finansiering <Frederiksberg>
1
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1
Instituto Valenciano de Investigaciones Económicas
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
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Published in...
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Journal of econometrics
130
Discussion paper / Tinbergen Institute
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Energy economics
72
International journal of forecasting
68
Economic modelling
67
Journal of empirical finance
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Economics letters
55
Finance research letters
55
Applied economics
52
Econometric reviews
50
Journal of forecasting
42
Working paper
39
CREATES research paper
38
The North American journal of economics and finance : a journal of financial economics studies
38
International review of financial analysis
33
International review of economics & finance : IREF
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Computational economics
30
Journal of financial econometrics
29
Journal of risk and financial management : JRFM
29
Quantitative finance
29
Journal of banking & finance
28
Research in international business and finance
27
Econometric theory
26
Applied financial economics
25
International Journal of Energy Economics and Policy : IJEEP
24
Applied economics letters
23
The econometrics journal
23
CESifo working papers
22
Econometric Institute research papers
22
Journal of economic dynamics & control
22
SFB 649 discussion paper
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Econometrics : open access journal
20
Journal of international financial markets, institutions & money
20
Journal of quantitative economics : official journal of the Indian Econometric Society
20
CAMA working paper series
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
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Source
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ECONIS (ZBW)
4,523
RePEc
4
Other ZBW resources
2
BASE
1
Showing
1
-
10
of
4,530
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
Predicting the
volatility
of the Russell 3000 stock index
Xiao, Bing
- In:
International journal of financial research
7
(
2016
)
4
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011578780
Saved in:
3
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:
4
Modeling stock market return
volatility
:
GARCH
evidence from Nifty Realty Index
Jain, Dhara
;
Mittal, Sachin K.
;
Choudhary, Vipin
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
Saved in:
5
Dynamic interaction between historical and implied
volatility
in the Indian option market
Viswanathan, T.
;
Sriram, R.
;
Mukherjee, Prathana
- In:
International journal of public sector performance …
8
(
2021
)
1/2
,
pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
Saved in:
6
Volatility
spillovers and nexus among agridex and non-agri indexes in Indian commodity markets
Reddy, P. Lakshminarasa
;
Visalakshmi, S.
- In:
International journal of services, economics and management
15
(
2024
)
3
,
pp. 324-341
Persistent link: https://www.econbiz.de/10015069895
Saved in:
7
Volatility
analysis in international indices
Altin, Hakan
- In:
International journal of sustainable economies …
11
(
2022
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014290701
Saved in:
8
Impact of currency futures on
volatility
in exchange rate : a study of Indian currency market
Kumar, Ashish
- In:
Paradigm : the journal of Institute of Management Technology
19
(
2015
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10011761360
Saved in:
9
Measuring
volatility
in the Indian commodity futures
Kirithiga, S.
;
Naresh, G.
;
Thiyagarajan, S.
- In:
International journal of bonds and derivatives
3
(
2017
)
3
,
pp. 253-274
Persistent link: https://www.econbiz.de/10011875999
Saved in:
10
GARCH
models without positivity constraints : exponential or log
GARCH
?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
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