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isPartOf:"Econometric Institute research papers"
~subject:"Capital market returns"
~subject:"Financial analysis"
~subject:"Schätzung"
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Search: subject_exact:"Abnormal return"
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Capital market returns
Financial analysis
Schätzung
Kapitalmarktrendite
26
Volatility
18
Volatilität
18
ARCH model
9
ARCH-Modell
9
USA
8
United States
8
Spillover effect
6
Spillover-Effekt
6
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5
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Börsenkurs
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Monte Carlo simulation
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Stochastischer Prozess
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Time series analysis
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Zeitreihenanalyse
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Financial economics
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Finanzanalyse
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Forecasting model
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Futures
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Index
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Kapitalmarkttheorie
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Portfolio selection
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Portfolio-Management
3
Prognoseverfahren
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Stochastic volatility
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Stochastische Volatilität
3
ARMA model
2
ARMA-Modell
2
Biofuel
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26
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26
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English
26
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McAleer, Michael
26
Chang, Chia-Lin
12
Asai, Manabu
5
Ilomäki, Jukka
4
Laurila, Hannu
4
Allen, David E.
3
Hsieh, Tai-Lin
2
Lambertides, Neophytos
2
Martinet, Guillaume Gaetan
2
Powell, Robert
2
Savva, Christos S.
2
Singh, Abhay Kumar
2
Wang, Yu-Ann
2
Zopiatis, Anastasios
2
Caporin, Massimiliano
1
Chen, Jinghui
1
Hafner, Christian M.
1
Hsu, Hui-Kuang
1
Hsu, Shu-Han
1
Kobayashi, Masahito
1
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Econometric Institute research papers
The review of financial studies
125
Working paper / National Bureau of Economic Research, Inc.
102
NBER working paper series
94
Journal of financial and quantitative analysis : JFQA
91
NBER Working Paper
77
Discussion paper / Centre for Economic Policy Research
72
The journal of futures markets
52
The journal of finance : the journal of the American Finance Association
51
Journal of financial economics
47
Journal of banking & finance
37
Finance research letters
36
Pacific-Basin finance journal
32
International review of finance
30
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
29
Applied economics
27
International review of financial analysis
27
SpringerLink / Bücher
27
Energy economics
25
Discussion paper / Tinbergen Institute
24
Journal of empirical finance
23
Finance India : the quarterly journal of Indian Institute of Finance
22
Financial management
21
The journal of financial research
21
Journal of international financial markets, institutions & money
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
International review of economics & finance : IREF
18
Review of finance : journal of the European Finance Association
18
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
17
Review of asset pricing studies
17
Springer eBook Collection
17
CESifo working papers
16
The North American journal of economics and finance : a journal of financial economics studies
16
Working paper
16
International finance discussion papers
14
Journal of risk and financial management : JRFM
14
Research paper series / Swiss Finance Institute
14
Discussion papers / CEPR
13
Springer eBook Collection / Economics and Finance
12
Economics letters
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An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
2
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
3
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
4
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
5
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
6
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
7
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
8
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
9
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
10
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
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