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~subject:"Zeitreihenanalyse"
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Subject
All
Zeitreihenanalyse
Indien
118,051
India
97,052
Volatility
40,791
Volatilität
40,523
Theorie
14,358
Theory
14,036
Börsenkurs
12,055
Schätzung
12,010
Share price
11,868
Estimation
11,740
ARCH-Modell
10,542
ARCH model
10,361
Kapitaleinkommen
8,900
Capital income
8,864
Aktienmarkt
8,183
Stock market
8,104
Welt
6,761
USA
6,741
World
6,645
United States
6,478
China
6,261
Wirtschaftswachstum
6,188
Economic growth
5,838
Wechselkurs
5,296
Exchange rate
5,210
Aktienindex
4,991
Stock index
4,863
Prognoseverfahren
4,855
Forecasting model
4,785
Time series analysis
4,509
Optionspreistheorie
4,203
Option pricing theory
4,139
Stochastischer Prozess
4,022
Wirkungsanalyse
3,968
Stochastic process
3,954
Impact assessment
3,917
Entwicklung
3,841
Finanzmarkt
3,373
Bank
3,329
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Online availability
All
Free
1,754
Undetermined
1,319
Type of publication
All
Article
2,673
Book / Working Paper
1,939
Type of publication (narrower categories)
All
Article in journal
2,549
Aufsatz in Zeitschrift
2,549
Working Paper
1,092
Graue Literatur
1,010
Non-commercial literature
1,010
Arbeitspapier
1,000
Aufsatz im Buch
118
Book section
118
Hochschulschrift
108
Thesis
84
Collection of articles of several authors
26
Sammelwerk
26
Aufsatzsammlung
19
Collection of articles written by one author
18
Sammlung
18
Lehrbuch
13
Textbook
12
Bibliografie enthalten
10
Bibliography included
10
Conference paper
10
Konferenzbeitrag
10
Systematic review
6
Übersichtsarbeit
6
Dissertation u.a. Prüfungsschriften
4
Forschungsbericht
3
Mehrbändiges Werk
3
Multi-volume publication
3
Rezension
3
Article
2
Handbook
2
Handbuch
2
Konferenzschrift
2
Advisory report
1
Amtsdruckschrift
1
Case study
1
Conference proceedings
1
Fallstudie
1
Festschrift
1
Government document
1
Guidebook
1
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Language
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English
4,540
German
63
French
5
Spanish
3
Czech
1
Italian
1
Polish
1
Portuguese
1
Undetermined
1
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Author
All
McAleer, Michael
88
Caporale, Guglielmo Maria
63
Gil-Alaña, Luis A.
52
Koopman, Siem Jan
45
Lux, Thomas
41
Lütkepohl, Helmut
40
Gupta, Rangan
36
Härdle, Wolfgang
34
Teräsvirta, Timo
34
Bollerslev, Tim
33
Caporin, Massimiliano
31
Tiwari, Aviral Kumar
29
Lucas, André
28
Taylor, Robert
26
Cavaliere, Giuseppe
25
Andersen, Torben
24
Hafner, Christian M.
24
Asai, Manabu
22
Dijk, Dick van
22
Bauwens, Luc
21
Medeiros, Marcelo C.
21
Tauchen, George Eugene
21
Todorov, Viktor
20
Chan, Joshua
19
Chang, Chia-Lin
19
Hallin, Marc
19
Hautsch, Nikolaus
19
Allen, David E.
18
Nielsen, Morten Ørregaard
18
Shephard, Neil G.
18
Sibbertsen, Philipp
18
Blasques, Francisco
17
Herwartz, Helmut
17
Rodriguez, Gabriel
17
Saikkonen, Pentti
17
Bos, Charles S.
16
Engle, Robert F.
16
Kim, Donggyu
16
Rahbek, Anders
16
Sucarrat, Genaro
16
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Institution
All
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
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
Institute of Finance and Accounting <London>
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
Manchester Business School
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...
All
Journal of econometrics
130
Discussion paper / Tinbergen Institute
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Energy economics
71
Economic modelling
68
International journal of forecasting
68
Journal of empirical finance
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Economics letters
54
Applied economics
52
Finance research letters
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
28
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
All
ECONIS (ZBW)
4,509
EconStor
95
USB Cologne (EcoSocSci)
5
USB Cologne (business full texts)
2
BASE
1
Showing
1
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10
of
4,612
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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
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:
7
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:
8
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:
9
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:
10
Robust value-at-risk forecasting of Karachi Stock Exchange
Iqbal, Farhat
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
7
(
2017
)
2
,
pp. 130-146
Persistent link: https://www.econbiz.de/10011748632
Saved in:
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