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Zeitreihenanalyse
Börsenkurs
52,726
Share price
51,205
Volatility
41,129
Volatilität
40,860
Theorie
19,956
Theory
19,562
Kapitaleinkommen
18,514
Capital income
18,472
Aktienmarkt
16,589
Stock market
16,409
Schätzung
14,983
Estimation
14,654
USA
11,769
United States
11,472
Ankündigungseffekt
10,636
Announcement effect
10,527
Welt
7,309
World
7,175
ARCH-Modell
6,888
ARCH model
6,805
Prognoseverfahren
6,408
Forecasting model
6,329
Anlageverhalten
5,650
Wechselkurs
5,621
Behavioural finance
5,588
Exchange rate
5,503
CAPM
4,853
Finanzmarkt
4,619
Financial market
4,531
Portfolio-Management
4,478
Portfolio selection
4,453
Time series analysis
4,261
Optionspreistheorie
4,217
Stochastischer Prozess
4,166
Option pricing theory
4,148
Finanzkrise
4,093
Financial crisis
4,087
Stochastic process
4,085
Risk
3,974
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Free
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2,562
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1,803
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1
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1,000
Graue Literatur
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913
Hochschulschrift
130
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106
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26
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25
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8
Konferenzbeitrag
8
Lehrbuch
8
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8
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8
Übersichtsarbeit
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Bibliografie enthalten
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Bibliography included
7
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3
Handbuch
3
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2
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English
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German
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French
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Caporale, Guglielmo Maria
65
McAleer, Michael
55
Lux, Thomas
54
Gil-Alaña, Luis A.
51
Gupta, Rangan
43
Koopman, Siem Jan
41
Bollerslev, Tim
32
Härdle, Wolfgang
30
Andersen, Torben
24
Lucas, André
24
Hautsch, Nikolaus
22
Tauchen, George Eugene
22
Sibbertsen, Philipp
21
Engle, Robert F.
20
Todorov, Viktor
20
Chan, Joshua
19
Tiwari, Aviral Kumar
19
Dijk, Dick van
18
Hafner, Christian M.
18
Pesaran, M. Hashem
18
Asai, Manabu
17
Chang, Chia-Lin
17
Rodriguez, Gabriel
17
Taylor, Robert
17
Allen, David E.
16
Bauwens, Luc
16
Bos, Charles S.
16
Caporin, Massimiliano
16
Hallin, Marc
16
Kim, Donggyu
16
Teräsvirta, Timo
16
Hansen, Peter Reinhard
15
Li, Jia
15
Sucarrat, Genaro
15
Timmermann, Allan
15
Cavaliere, Giuseppe
14
Hounyo, Ulrich
14
Kapetanios, George
14
Lütkepohl, Helmut
14
Ma, Feng
14
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National Bureau of Economic Research
22
Ekonomiska forskningsinstitutet <Stockholm>
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Centre for Growth and Business Cycle Research <Manchester>
4
Centre for Analytical Finance <Århus>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
School of Finance and Business Economics <Perth, Western Australia>
2
University of Chicago / Center for Research in Security Prices
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
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
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institut für Industriebetriebsforschung <Hamburg>
1
Institute of Finance and Accounting <London>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Kansantaloustieteen Laitos <Tampere>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Manchester Business School
1
Nationalekonomiska Institutionen <Lund>
1
New York Institute of Finance
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Technische Universität Dresden
1
The Wharton Financial Institutions Center
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of California, San Diego / Department of Economics
1
University of Exeter / Department of Economics
1
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Journal of econometrics
114
Discussion paper / Tinbergen Institute
80
Energy economics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
Economic modelling
67
International journal of forecasting
64
Journal of empirical finance
61
Finance research letters
57
Economics letters
46
The North American journal of economics and finance : a journal of financial economics studies
42
Applied economics
41
International review of economics & finance : IREF
40
Journal of forecasting
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
International review of financial analysis
36
Econometric reviews
35
Journal of banking & finance
35
Journal of risk and financial management : JRFM
31
Quantitative finance
31
Computational economics
30
Journal of financial econometrics
29
Working paper
29
CREATES research paper
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Research in international business and finance
28
Applied financial economics
26
CESifo working papers
25
SFB 649 discussion paper
22
Journal of economic dynamics & control
21
Applied economics letters
20
Econometrics : open access journal
20
Journal of international financial markets, institutions & money
20
NBER working paper series
20
Economics working paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
International journal of economics and financial issues : IJEFI
17
Journal of financial economics
17
NBER Working Paper
17
Working paper / National Bureau of Economic Research, Inc.
17
CAMA working paper series
16
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ECONIS (ZBW)
4,268
EconStor
90
USB Cologne (EcoSocSci)
6
USB Cologne (business full texts)
2
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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 firm-specific public news on intraday market dynamics : evidence from the Turkish stock market
Baklaci, Hasan F.
;
Tunc, Gokce
;
Aydogan, Berna
;
Vardar, …
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
6
,
pp. 99-119
Persistent link: https://www.econbiz.de/10009563064
Saved in:
3
Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets
Vortelinos, Dimitrios I.
- In:
Review of financial economics : RFE
27
(
2015
),
pp. 58-67
Persistent link: https://www.econbiz.de/10011498320
Saved in:
4
Identifying Information Asymmetry in Securities Markets
Back, Kerry
-
2018
. Empirical relationships between parameter estimates and price impacts and between parameter estimates and stochastic
volatility
…
Persistent link: https://www.econbiz.de/10012937478
Saved in:
5
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
6
Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets
Ekinci, Cumhur
;
Akyildirim, Erdinc
;
Corbet, Shaen
- In:
Finance research letters
31
(
2019
),
pp. 155-164
Persistent link: https://www.econbiz.de/10012421267
Saved in:
7
Macroeconomic news and market reaction : surprise indexes meet nowcasting
Caruso, Alberto
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1725-1734
Persistent link: https://www.econbiz.de/10012305522
Saved in:
8
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
9
Foreign news and the structure of co-movement in European equity markets : an intraday analysis
Ben Omrane, Walid
;
Hussain, Syed Mujahid
- In:
Research in international business and finance
37
(
2016
),
pp. 572-582
Persistent link: https://www.econbiz.de/10011595395
Saved in:
10
News augmented GARCH(1,1) model for
volatility
prediction
Sadik, Zryan A.
;
Date, Paresh M.
;
Mitra, Gautam
- In:
IMA journal of management mathematics
30
(
2019
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10012057108
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