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subject:"ARCH-Modell"
~isPartOf:"Journal of empirical finance"
~subject:"Aktienmarkt"
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ARCH-Modell
Aktienmarkt
Aktienindex
33
Stock index
33
Capital income
11
Kapitaleinkommen
11
Börsenkurs
10
Share price
10
USA
10
United States
10
Volatility
10
Volatilität
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Theory
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ARCH model
7
Estimation
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Schätzung
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Forecasting model
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Correlation
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Portfolio selection
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Article
14
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14
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English
14
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Aslanidis, Nekatrios
1
Bee, Marco
1
Bracker, Kevin
1
Campbell, Rachel
1
Changchien, Chang-Cheng
1
Chen, Carl R.
1
Christensen, Bent Jesper
1
Christiansen, Charlotte
1
Day, Theodore E.
1
Dijk, Dick van
1
Docking, Diane Scott
1
Dupuis, Debbie J.
1
Forbes, Catherine Scipione
1
Fung, Alexander Kwok-Wah
1
Huang, Ying
1
Kao, Tzu-Chuan
1
Kao, Wei-Shun
1
Karanasos, Menelaos
1
Keef, Stephen P.
1
Khaled, Mohammed S.
1
Kim, Jinki
1
Koch, Paul Douglas
1
Koedijk, Kees
1
Kofman, Paul
1
Lam, Kin
1
Lin, Chu-Hsiung
1
Nielsen, Morten Ørregaard
1
Opschoor, Anne
1
Pollastri, Alessandro
1
Rodrigues, Paulo Jorge Maurício
1
Roll, Richard
1
Schlag, Christian
1
Schwartz, Eduardo S.
1
Seeger, Norman
1
Su, Yuli
1
Subrahmanyam, Avanidhar
1
Trapin, Luca
1
Wang, Pingying
1
Wel, Michel van der
1
Zhu, Jie
1
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Journal of empirical finance
Applied financial economics
32
International review of financial analysis
25
The North American journal of economics and finance : a journal of financial economics studies
25
Finance research letters
23
Applied economics
21
Research in international business and finance
21
International review of economics & finance : IREF
20
Applied economics letters
19
Economic modelling
19
International journal of economics and finance
19
Journal of risk and financial management : JRFM
19
Journal of international financial markets, institutions & money
17
Investment management and financial innovations
16
Cogent economics & finance
15
International journal of economics and financial issues : IJEFI
12
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Finance India : the quarterly journal of Indian Institute of Finance
11
International Journal of Financial Studies : open access journal
11
Pacific-Basin finance journal
11
The empirical economics letters : a monthly international journal of economics
11
International journal of finance & economics : IJFE
10
The European journal of finance
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Afro-Asian Journal of Finance and Accounting : AAJFA
8
Energy economics
8
Journal of forecasting
8
The journal of futures markets
8
CESifo working papers
7
International Journal of Energy Economics and Policy : IJEEP
7
International business and economics research journal
7
Journal of banking & finance
7
Research bulletin / The Institute of Cost Accountants of India
7
Risks : open access journal
7
Theoretical and applied economics : GAER review
7
Discussion paper / Tinbergen Institute
6
European financial management : the journal of the European Financial Management Association
6
Global finance journal
6
International journal of business
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
14
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1
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
2
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
3
Predicting volatility and correlations with Financial Conditions Indexes
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of empirical finance
29
(
2014
),
pp. 435-447
Persistent link: https://www.econbiz.de/10011300449
Saved in:
4
High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung
;
Changchien, Chang-Cheng
;
Kao, Tzu-Chuan
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
Saved in:
5
Trading activity in the equity market and its contingent claims : an empirical investigation
Roll, Richard
;
Schwartz, Eduardo S.
;
Subrahmanyam, Avanidhar
- In:
Journal of empirical finance
28
(
2014
),
pp. 13-35
Persistent link: https://www.econbiz.de/10011284514
Saved in:
6
Smooth transition patterns in the realized stock-bond correlation
Aslanidis, Nekatrios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 454-464
Persistent link: https://www.econbiz.de/10009615670
Saved in:
7
Are investors moonstruck? : further international evidence on lunar phases and stock returns
Keef, Stephen P.
;
Khaled, Mohammed S.
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 56-63
Persistent link: https://www.econbiz.de/10009301179
Saved in:
8
Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 460-470
Persistent link: https://www.econbiz.de/10009267288
Saved in:
9
Increasing correlations or just fat tails?
Campbell, Rachel
;
Forbes, Catherine Scipione
;
Koedijk, Kees
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
Saved in:
10
Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution
Chen, Carl R.
;
Su, Yuli
;
Huang, Ying
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 789-798
Persistent link: https://www.econbiz.de/10003759773
Saved in:
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