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subject:"ARCH-Modell"
~isPartOf:"Applied economics"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Stock index"
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ARCH-Modell
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
Prognoseverfahren
9
Capital income
8
Kapitaleinkommen
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Index futures
7
Index-Futures
7
USA
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United States
7
Theorie
6
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6
Welt
6
World
6
Coronavirus
5
Index
5
Index number
5
Cointegration
4
Impact assessment
4
Index construction
4
Indexberechnung
4
Kointegration
4
Multivariate Verteilung
4
Multivariate distribution
4
Portfolio selection
4
Portfolio-Management
4
Time series analysis
4
Wirkungsanalyse
4
Zeitreihenanalyse
4
COVID-19
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Aufsatz in Zeitschrift
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9
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English
9
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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
Cabrera, Gustavo
1
Coronado, Semei
1
Degiannakis, Stavros
1
Fernández Poncet, Adrián
1
Goyeau, Daniel
1
Li, Xindan
1
Livada, Alexandra
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
The North American journal of economics and finance : a journal of financial economics studies
15
Applied financial economics
13
International review of financial analysis
13
Finance research letters
12
Journal of risk and financial management : JRFM
9
Research in international business and finance
9
Economic modelling
8
Journal of international financial markets, institutions & money
8
Finance India : the quarterly journal of Indian Institute of Finance
7
International journal of economics and financial issues : IJEFI
7
International review of economics & finance : IREF
7
Journal of empirical finance
7
The journal of futures markets
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of forecasting
6
Journal of risk
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Applied economics letters
5
Energy economics
5
International Journal of Energy Economics and Policy : IJEEP
5
International Journal of Financial Studies : open access journal
4
International journal of financial research
4
International journal of forecasting
4
Journal of banking & finance
4
Journal of econometrics
4
Research bulletin / The Institute of Cost Accountants of India
4
Review of financial economics : RFE
4
Asia-Pacific journal of financial studies
3
CBN journal of applied statistics
3
Cogent economics & finance
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Finance a úvěr
3
Financial innovation : FIN
3
Future Business Journal
3
International journal of economics and finance
3
Investment management and financial innovations
3
Journal of applied econometrics
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Journal of emerging market finance
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ECONIS (ZBW)
9
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1
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9
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Rolling-sampled parameters of ARCH and Levy-stable models
Degiannakis, Stavros
;
Livada, Alexandra
;
Panas, …
- In:
Applied economics
40
(
2008
)
22/24
,
pp. 3051-3067
Persistent link: https://www.econbiz.de/10003803846
Saved in:
9
Expiration and maturity effect : empirical evidence from the Spanish spot and futures stock index
Aragó, Vicent
;
Fernández Poncet, Adrián
- In:
Applied economics
34
(
2002
)
13
,
pp. 1617-1626
Persistent link: https://www.econbiz.de/10001692502
Saved in:
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