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isPartOf:"Applied financial economics"
~subject:"Aktienindex"
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Aktienindex
Volatility
265
Volatilität
265
Capital income
78
Kapitaleinkommen
78
Estimation
75
Schätzung
75
Börsenkurs
64
Share price
64
ARCH model
60
ARCH-Modell
60
Aktienmarkt
58
Stock market
58
USA
49
United States
49
Exchange rate
33
Wechselkurs
33
Theorie
32
Theory
32
Forecasting model
28
Prognoseverfahren
28
Stock index
25
Großbritannien
20
United Kingdom
20
Handelsvolumen der Börse
17
Index futures
17
Index-Futures
17
Trading volume
17
Stochastic process
16
Stochastischer Prozess
16
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14
Finanzkrise
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Time series analysis
14
Zeitreihenanalyse
14
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Japan
13
Spillover effect
13
Spillover-Effekt
13
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13
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Ajmi, Ahdi Noomen
1
Alkebäck, Per
1
Arslan, Cem Kaan
1
Becchetti, Leonardo
1
Blair, Bevan
1
Bollen, Bernard
1
Butler, Kirt Charles
1
Caggese, Andrea
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Cappuccio, Nunzio
1
Chiang, Min-Hsien
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1
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1
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1
Erdem, Meziyet Sema
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1
Galbraith, John W.
1
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1
Hagelin, Niclas
1
Henry, Ólan Thomas John
1
Khemiri, Rim
1
Kunst, Robert M.
1
Lafuente, Juan Angel
1
Lee, Pei-hsuan
1
Leon, Hyginus
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Lin, Ching-chung
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Lu, Jin-ray
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Lubian, Diego
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Lucas, André
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Nasr, Adnen Ben
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Nicholls, Shelton
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Okada, Katsushi
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Peel, David
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Poon, Ser-Huang
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Raggi, Davide
1
Ruiz, Jesús
1
Sarwar, Ghulam
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Applied financial economics
Finance research letters
25
International review of financial analysis
25
The North American journal of economics and finance : a journal of financial economics studies
23
International review of economics & finance : IREF
22
The journal of futures markets
22
Applied economics letters
17
Journal of banking & finance
17
Journal of risk and financial management : JRFM
17
Applied economics
16
Journal of international financial markets, institutions & money
15
International Journal of Energy Economics and Policy : IJEEP
14
Discussion paper / Tinbergen Institute
13
Economic modelling
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Finance India : the quarterly journal of Indian Institute of Finance
12
Research in international business and finance
12
Energy economics
11
The empirical economics letters : a monthly international journal of economics
11
International journal of forecasting
10
Journal of empirical finance
10
Journal of forecasting
10
Working paper
9
Cogent economics & finance
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of econometrics
8
Pacific-Basin finance journal
8
Review of Pacific Basin financial markets and policies
8
Econometric Institute research papers
7
Economics letters
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of risk
7
Afro-Asian Journal of Finance and Accounting : AAJFA
6
Econometric reviews
6
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
6
Financial innovation : FIN
6
Research bulletin / The Institute of Cost Accountants of India
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
CESifo working papers
5
International Journal of Financial Studies : open access journal
5
International journal of economics and finance
5
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ECONIS (ZBW)
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Testing volatility on the Trinidad and Tobago Stock Exchange
Leon, Hyginus
;
Nicholls, Shelton
;
Sergeant, Kelvin
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 207-220
Persistent link: https://www.econbiz.de/10001526269
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22
Effects of index option introduction on shock index volatility : a procedure for empirical testing based on SSC-GARCH models
Becchetti, Leonardo
;
Caggese, Andrea
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 323-341
Persistent link: https://www.econbiz.de/10001526299
Saved in:
23
Modelling the asymmetry of stock market volatility
Henry, Ólan Thomas John
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 145-153
Persistent link: https://www.econbiz.de/10001244119
Saved in:
24
Forecasing index volatility : sampling interval and non-trading effects
Walsh, David M.
;
Tsou, Glenn Yu-Gen
- In:
Applied financial economics
8
(
1998
)
5
,
pp. 477-485
Persistent link: https://www.econbiz.de/10001363726
Saved in:
25
Augmented ARCH models for financial time series : stability conditions and empirical evidence
Kunst, Robert M.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 575-586
Persistent link: https://www.econbiz.de/10001240823
Saved in:
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