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subject:"Prognoseverfahren"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH-Modell"
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Prognoseverfahren
ARCH-Modell
Estimation
487
Schätzung
487
Capital income
119
Kapitaleinkommen
119
Börsenkurs
114
Share price
114
Volatility
112
Volatilität
112
Theorie
104
Theory
104
Aktienmarkt
98
Stock market
98
Welt
82
World
82
Exchange rate
81
Wechselkurs
81
ARCH model
56
Forecasting model
52
USA
49
United States
49
Risikoprämie
48
Risk premium
48
Cointegration
46
Kointegration
46
Time series analysis
41
Zeitreihenanalyse
41
CAPM
39
EU countries
39
EU-Staaten
39
Panel
38
Panel study
38
Yield curve
36
Zinsstruktur
36
Kaufkraftparität
35
Purchasing power parity
35
Portfolio selection
33
Portfolio-Management
33
Financial crisis
29
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Article
96
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96
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96
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English
96
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Narayan, Paresh Kumar
7
McMillan, David G.
4
Grossmann, Axel
3
Gupta, Rangan
3
Ma, Feng
3
Sharma, Susan Sunila
3
Wohar, Mark E.
3
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
2
Hou, Ai Jun
2
Orlov, Alexei G.
2
Wang, Jiqian
2
Wei, Yu
2
Westerlund, Joakim
2
Zaremba, Adam
2
Acquah, Benjamin K.
1
Ahmed, Rizwan
1
Akhtaruzzaman, Md.
1
Alexius, Annika
1
Aloui, Chaker
1
Antell, Jan
1
Antonakakis, Nikolaos
1
Apostolakis, George N.
1
Asai, Manabu
1
Asgharian, Hossein
1
Aslanidis, Nektarios
1
Baba, Naohiko
1
Babalos, Vassilios
1
Bai, Lan
1
Balcilar, Mehmet
1
Berisha, Edmond
1
Borochin, Paul
1
Bouri, Elie
1
Broadstock, David C.
1
Brooks, Robert
1
Brou, Jean Marcelin Bosson
1
Bu, Ruijun
1
Buchner, Axel
1
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International journal of finance & economics : IJFE
Journal of international financial markets, institutions & money
International journal of forecasting
153
Finance research letters
130
Applied economics
122
Economic modelling
109
Journal of forecasting
108
Energy economics
102
Journal of empirical finance
98
Journal of banking & finance
95
International review of financial analysis
93
International review of economics & finance : IREF
91
Journal of econometrics
86
Applied economics letters
78
The North American journal of economics and finance : a journal of financial economics studies
78
Working paper
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of financial economics
59
Discussion paper / Centre for Economic Policy Research
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Economics letters
57
Discussion paper / Tinbergen Institute
55
Working paper / National Bureau of Economic Research, Inc.
52
Journal of risk and financial management : JRFM
50
Research in international business and finance
48
NBER working paper series
47
NBER Working Paper
46
Journal of international money and finance
45
Applied financial economics
44
CESifo working papers
44
The European journal of finance
42
Pacific-Basin finance journal
41
The journal of futures markets
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Journal of applied econometrics
34
Econometric Institute research papers
33
Finance and economics discussion series
33
Review of quantitative finance and accounting
32
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ECONIS (ZBW)
96
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries
Lee, Kang-Soek
;
Werner, Richard A.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3960-3975
Persistent link: https://www.econbiz.de/10014429221
Saved in:
3
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
4
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
5
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
6
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
7
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
8
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
9
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
10
Asymmetric effect of macroeconomic variables on the emerging stock indices : a quantile ARDL approach
Hashmi, Shabir
;
Chang, Bisharat Hussain
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 1006-1024
Persistent link: https://www.econbiz.de/10014253339
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