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subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~subject:"Index construction"
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Search: subject_exact:"Stock index"
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ARCH-Modell
Index construction
Aktienindex
42
Stock index
42
Volatility
16
Volatilität
16
Aktienmarkt
15
Stock market
15
Estimation
12
Schätzung
12
Börsenkurs
11
Share price
11
ARCH model
9
Forecasting model
9
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4
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4
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Portfolio-Management
4
Time series analysis
4
Wirkungsanalyse
4
Zeitreihenanalyse
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COVID-19
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English
13
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Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Aragó, Vicent
1
Aubin, Christian
1
Barai, Parama
1
Bilson, John F.
1
Browne, Frank
1
Cabrera, Gustavo
1
Chen, Xiuwen
1
Clements, Kenneth W.
1
Coronado, Semei
1
Degiannakis, Stavros
1
Doran, David
1
Elyasiani, Elyas
1
Fernández Poncet, Adrián
1
Gambarelli, Luca
1
Goyeau, Daniel
1
Izan, H. Y.
1
Lan, Yihui
1
Li, Xindan
1
Livada, Alexandra
1
Muzzioli, Silvia
1
Panas, Epameinōndas E.
1
Pati, Pratap Chandra
1
Powell, Robert
1
Qiao, Gaoxiu
1
Rajib, Prabina
1
Rojas, Omar
1
Romero, Rafael
1
Singh, Abhay Kumar
1
Su, Ender
1
Teng, Yuxin
1
Wang, Lu
1
Wu, Xinyu
1
Xia, Michelle
1
Xu, Yanyan
1
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Applied economics
International review of financial analysis
18
Applied financial economics
15
The North American journal of economics and finance : a journal of financial economics studies
15
Research in international business and finance
11
Journal of international financial markets, institutions & money
10
Economic modelling
9
Finance research letters
9
Journal of risk and financial management : JRFM
9
Journal of empirical finance
8
Afro-Asian Journal of Finance and Accounting : AAJFA
7
Applied economics letters
7
Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and financial issues : IJEFI
7
The journal of futures markets
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Energy economics
6
International review of economics & finance : IREF
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Journal of risk
6
Review of financial economics : RFE
6
Discussion paper / Tinbergen Institute
5
International Journal of Energy Economics and Policy : IJEEP
5
International journal of economics and finance
5
Journal of banking & finance
5
Journal of econometrics
5
Research bulletin / The Institute of Cost Accountants of India
5
Asia-Pacific journal of financial studies
4
IES working paper
4
International Journal of Financial Studies : open access journal
4
International journal of financial research
4
International journal of forecasting
4
Managerial finance
4
The European journal of finance
4
The international journal of business and finance research : IJBFR
4
Theoretical and applied economics : GAER review
4
Umeå economic studies
4
CBN journal of applied statistics
3
CESifo working papers
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ECONIS (ZBW)
13
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13
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1
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
2
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
3
The skewness index : uncovering the relationship with volatility and market returns
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
53
(
2021
)
31
,
pp. 3619-3635
Persistent link: https://www.econbiz.de/10012589497
Saved in:
4
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
5
A Bayesian approach to model changes in volatility in the Mexican stock exchange index
Cabrera, Gustavo
;
Coronado, Semei
;
Rojas, Omar
;
Romero, …
- In:
Applied economics
50
(
2018
)
15
,
pp. 1716-1724
Persistent link: https://www.econbiz.de/10011848848
Saved in:
6
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra
;
Barai, Parama
;
Rajib, Prabina
- In:
Applied economics
50
(
2018
)
23
,
pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
Saved in:
7
Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
Applied economics
49
(
2017
)
18
,
pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
Saved in:
8
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
9
Volatility and stock price indexes
Clements, Kenneth W.
;
Izan, H. Y.
;
Lan, Yihui
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
Saved in:
10
Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Su, Ender
;
Bilson, John F.
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575
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