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~type_genre:"Aufsatz im Buch"
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A comparison of the stylised f...
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Subject
All
Großbritannien
7,066
United Kingdom
7,059
Volatility
1,183
Volatilität
1,182
South Africa
1,132
Südafrika
1,131
USA
1,002
United States
1,002
Deutschland
917
Germany
915
Theorie
878
Theory
878
Capital income
769
Kapitaleinkommen
769
EU countries
506
EU-Staaten
506
Estimation
497
Schätzung
497
France
470
Frankreich
470
Welt
428
World
428
Börsenkurs
420
Share price
420
Comparison
408
Vergleich
408
Virtual currency
372
Virtuelle Währung
372
Geldpolitik
310
Monetary policy
310
Economic growth
255
Wirtschaftswachstum
255
ARCH model
251
ARCH-Modell
251
Aktienmarkt
249
Stock market
249
Japan
237
Economic history
233
Wirtschaftsgeschichte
233
Portfolio selection
231
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Online availability
All
Undetermined
1,098
Free
145
Type of publication
All
Article
10,548
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
78,428
Aufsatz in Zeitschrift
78,428
Graue Literatur
32,820
Non-commercial literature
32,820
Working Paper
29,386
Arbeitspapier
26,367
Book section
10,548
Hochschulschrift
3,644
Collection of articles of several authors
3,420
Sammelwerk
3,420
Thesis
2,547
Amtsdruckschrift
2,380
Government document
2,380
Aufsatzsammlung
1,838
Konferenzschrift
1,717
Bibliografie enthalten
1,295
Bibliography included
1,295
Case study
1,009
Fallstudie
1,009
Conference proceedings
889
Statistik
718
No longer published / No longer aquired
707
Lehrbuch
617
Article
613
Collection of articles written by one author
585
Sammlung
585
Statistics
575
Textbook
561
Conference paper
511
Konferenzbeitrag
511
Rezension
501
Bibliografie
498
Dissertation u.a. Prüfungsschriften
413
Mehrbändiges Werk
387
Multi-volume publication
387
Biografie
360
Bibliographie
318
Reprint
312
Amtliche Publikation
228
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Language
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English
9,783
German
622
French
118
Italian
21
Spanish
8
Afrikaans
3
Undetermined
2
Danish
1
Croatian
1
Hungarian
1
Polish
1
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Author
All
Blundell, Richard W.
27
Goodhart, Charles A. E.
25
Wood, Geoffrey
21
Banks, James
19
Bryson, Alex
19
Wright, Mike
17
Gregg, Paul
16
Capie, Forrest
15
Rubery, Jill
15
Wadsworth, Jonathan
15
Emmerson, Carl
14
Forth, John
14
Grimshaw, Damian
14
Mayer, Colin P.
14
Hills, John R.
13
Machin, Stephen
13
Whittington, Geoffrey
13
Bordo, Michael D.
11
Glennerster, Howard
11
Rogerson, Christian M.
11
Songsak Sriboonchitta
11
Sparrow, Paul R.
11
Willcocks, Leslie
11
Disney, Richard
10
Green, Francis
10
Johnson, Paul
10
Llewellyn, David T.
10
Michie, Jonathan
10
Nash, Chris
10
Ozili, Peterson K.
10
Renneboog, Luc
10
Atkinson, Anthony B.
9
Backhouse, Roger
9
Bailey, David
9
Broadberry, Stephen N.
9
Eichengreen, Barry
9
Fabozzi, Frank J.
9
Franks, Julian R.
9
Girma, Sourafel
9
Hughes Hallett, Andrew
9
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Institution
All
South African Reserve Bank
3
Brookdale Institute of Gerontology and Human Development
2
Großbritannien / Treasury
2
Association of British Insurers
1
Bank für Internationalen Zahlungsausgleich / Study Group on Fixed Income Markets
1
Großbritannien / Better Regulation Unit
1
Großbritannien / Department of Employment
1
Großbritannien / Department of Trade and Industry
1
Großbritannien / Department of the Environment
1
Hongkong / Monetary Authority
1
Lucas Aerospace <London> / Combine Shop Stewards Committee
1
Université de Genève / Centre universitaire d'informatique
1
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Published in...
All
Floating your company : the essential guide to going public
49
Managing business risk : a practical guide to protecting your business
42
South African economy and policy, 1990 - 2000 : an economy in transition
28
Stock market volatility
22
Handbook of financial time series
21
International themes in business law ; Vol. 1
21
The business guide : investment and trade in the UK
20
The labour market in winter : the state of working Britain
19
Business in Britain in the twentieth century
18
Forecasting volatility in the financial markets
18
The market for energy
18
Change in South Africa
17
Blockchain economics and financial market innovation : financial innovations in the digital age
16
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
16
The innovation handbook : how to profit from your ideas, intellectual property and market knowledge
16
UK energy policy and the end of market fundamentalism
16
Development dilemmas in post-apartheid South Africa
15
Mergers and acquisitions : a practical guide for private companies and their UK and overseas advisers
15
New perspectives on industrial policy for a modern Britain
15
The Emerald handbook of blockchain for business
15
The evolution of the modern workplace
15
The state of working Britain
15
Women and employment : changing lives and new challenges
15
Applied quantitative finance
14
Britain's economic performance
14
Economic globalization and fiscal policy
14
International themes in business law ; Vol. 2
14
Talent management : cases and commentary
14
Breaking up is hard to do ... : Britain and Europe's dysfunctional relationship
13
Central bank digital currency : considerations, projects, outlook
13
Dimensions of tax design : the Mirrlees review
13
Econometric analysis of financial and economic time series ; part a
13
Employment in the lean years : policy and prospects for the next decade
13
Handbook of innovation in public services
13
Human resource management
13
New inequalities : the changing distribution of income and wealth in the United Kingdom
13
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Strategic management : winning in the Southern African workplace
13
The British growth crisis : the search for a new model
13
The reform of health care : shaping, adapting and resisting policy development
13
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Source
All
ECONIS (ZBW)
10,548
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1
Bitcoin
conditional
volatility
:
GARCH
extensions and Markov switching approach
Sosa, Miriam
;
Ortiz, Edgar
;
Cabello, Alejandra
-
2019
Persistent link: https://www.econbiz.de/10012126156
Saved in:
2
Diversification benefits and cross-
volatility
effects in cryptocurrency portfolios : a diagonal BEKK model perspective on
Bitcoin
and Bitgreen
Gupta, Muskan
;
Bhatnagar, Mukul
;
Kumar, Pawan
;
Taneja, …
- In:
Artificial intelligence and machine learning-powered …
,
(pp. 1-22)
.
2024
Persistent link: https://www.econbiz.de/10014524934
Saved in:
3
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency
volatility
forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
4
The impact of quantitative easing on stock market : evidence from Greece
Karagiannopoulou, Sofia
;
Patsis, Paris
;
Sariannidis, …
- In:
Business Development and Economic Governance in …
,
(pp. 297-313)
.
2022
Persistent link: https://www.econbiz.de/10013415082
Saved in:
5
The determinants of bank's stock
volatility
Topaloğlu, Emre Esat
;
Sakur, Reşat
;
Yaman, Serdar
- In:
Evoluation of money, banking and financial crisis : …
,
(pp. 323-338)
.
2020
Persistent link: https://www.econbiz.de/10012802552
Saved in:
6
Univariate
GARCH
model generated
volatility
skews for the CIVETS stock indices
Labuschagne, Coenraad C. A.
;
Oberholzer, Niel
;
Venter, …
- In:
Advances in applied economic research : proceedings of …
,
(pp. 333-347)
.
2017
Persistent link: https://www.econbiz.de/10011744293
Saved in:
7
Modeling time-varying beta in a sustainable stock market with a three-regime threshold
GARCH
model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
8
Impact of the
volatility
of macroeconomic variables on the
volatility
of stock market returns : Nigeria's experience
Nkoro, Emeka
;
Uko, Aham Kelvin
- In:
Global strategies in banking and finance
,
(pp. 218-230)
.
2014
Persistent link: https://www.econbiz.de/10010459149
Saved in:
9
Dynamic stock market interactions between the Canadian, Mexican, and the United States markets : the NAFTA experience
Canarella, Giorgio
;
Miller, Stephen M.
;
Pollard, Stephen K.
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 1-68)
.
2009
Persistent link: https://www.econbiz.de/10003944993
Saved in:
10
Modelling and forecasting
volatility
dynamics using quadratic
GARCH
-factor models : empirical evidence from international foreign exchange markets
Saidane, Mohamed
;
Lavergne, Christian
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 231-267)
.
2009
Persistent link: https://www.econbiz.de/10003945037
Saved in:
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