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subject:"ARCH model"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
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Search: subject_exact:"Kapitalgewinn"
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ARCH model
Capital income
155
Kapitaleinkommen
155
Aktienmarkt
81
Stock market
81
Börsenkurs
79
Share price
79
Volatility
38
Volatilität
38
Anlageverhalten
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Behavioural finance
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China
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Estimation
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Schätzung
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Emerging economies
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Schwellenländer
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Portfolio selection
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Taiwan
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stock returns
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ARCH-Modell
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Forecasting model
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Risikoprämie
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Risk premium
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Investmentfonds
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emerging markets
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Türkei
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Risk
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South Korea
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Südkorea
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Ankündigungseffekt
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Announcement effect
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17
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Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Amin, Abu S.
1
Aydogan, Berna
1
Baklaci, Hasan F.
1
Balcilar, Mehmet
1
Bilgin, Mehmet Huseyin
1
Bley, Jorg
1
Chang, Ming-Jen
1
Chen, Suduan
1
Chow, Hwee-kwan
1
Demir, Nazmi
1
Demiralay, Sercan
1
Fernández, Viviana
1
Gencer, Hatice Gaye
1
Kabir, Sarkar Humayun
1
Kim, Jun Sik
1
Lai, Yi-Hao
1
Lau, Chi Keung
1
Lee, Chih-Wei
1
Martikainen, Minna
1
Masih, Abdul Mansur M.
1
Morales, Marco
1
Moreno, Carola
1
Nikkinen, Jussi
1
Obiyathulla Ismath Bacha
1
Omran, Mohammed Fawzy
1
Orłowski, Lucjan T.
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Ryu, Doojin
1
Saad, Mohsen M.
1
Saleem, Kashif
1
Solakoglu, N. Nihat
1
Tunc, Gokce
1
Vardar, Gulin
1
Vio, Camilo
1
Wang, Yi-Chiuan
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Finance research letters
62
Journal of empirical finance
50
International review of financial analysis
48
Energy economics
46
The North American journal of economics and finance : a journal of financial economics studies
46
International review of economics & finance : IREF
43
Research in international business and finance
39
Journal of international financial markets, institutions & money
35
International journal of forecasting
34
Applied economics
33
Economic modelling
33
Journal of banking & finance
30
Journal of forecasting
28
The European journal of finance
28
Journal of risk and financial management : JRFM
27
Applied economics letters
22
Applied financial economics
22
Journal of econometrics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of financial econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Review of quantitative finance and accounting
17
International journal of economics and finance
16
International journal of finance & economics : IJFE
16
Pacific-Basin finance journal
16
Cogent economics & finance
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of economics and financial issues : IJEFI
14
Afro-Asian Journal of Finance and Accounting : AAJFA
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Economics letters
12
Global business review
12
Global finance journal
12
International Journal of Financial Studies : open access journal
12
Financial innovation : FIN
11
Quantitative finance
11
Risks : open access journal
11
The journal of applied business research
11
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ECONIS (ZBW)
17
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17
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1
Are investors concerned with stock market upgrades? : evidence from multivariate framework analysis
Abuzayed, Bana
;
Al-Fayoumi, Nedal
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2242-2258
Persistent link: https://www.econbiz.de/10011825310
Saved in:
2
Volatility spillovers and linkages in Asian stock markets
Chow, Hwee-kwan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2770-2781
Persistent link: https://www.econbiz.de/10011833383
Saved in:
3
Seasoned equity offerings or capital deductions? : the reaction of stock prices : evidence from Taiwan
Chen, Suduan
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
3
,
pp. 644-660
Persistent link: https://www.econbiz.de/10011764347
Saved in:
4
Risk-return profiles of Islamic equities and commodity portfolios in different market conditions
Kabir, Sarkar Humayun
;
Masih, Abdul Mansur M.
; …
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
7/8/9
,
pp. 1477-1500
Persistent link: https://www.econbiz.de/10011823800
Saved in:
5
Volatility modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails
Gencer, Hatice Gaye
;
Demiralay, Sercan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 639-657
Persistent link: https://www.econbiz.de/10011562539
Saved in:
6
Jump-dependent model for optimal index futures hedging in five major Asian stock markets
Lai, Yi-Hao
;
Wang, Yi-Chiuan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
4/6
,
pp. 786-796
Persistent link: https://www.econbiz.de/10011563109
Saved in:
7
Idiosyncratic volatility forecasting in the stock market of Saudi Arabia
Bley, Jorg
;
Saad, Mohsen M.
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
6
,
pp. 1342-1357
Persistent link: https://www.econbiz.de/10011561300
Saved in:
8
Return and volatility spillovers and cojump behavior between the U.S. and Korean stock markets
Kim, Jun Sik
;
Ryu, Doojin
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 3-17
Persistent link: https://www.econbiz.de/10011603316
Saved in:
9
The effect of news on return volatility and volatility persistence : the Turkish economy during crisis
Solakoglu, N. Nihat
;
Demir, Nazmi
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
6
,
pp. 249-263
Persistent link: https://www.econbiz.de/10011339495
Saved in:
10
Commodities and macroeconomic factors : unconditional volatility measures
Fernández, Viviana
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
),
pp. 87-109
Persistent link: https://www.econbiz.de/10010485804
Saved in:
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