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subject:"ARCH-Modell"
~isPartOf:"The review of financial studies"
~subject:"USA"
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ARCH-Modell
USA
Aktienindex
19
Stock index
19
United States
13
Börsenkurs
6
Capital income
6
Index futures
6
Index-Futures
6
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Adams, John C.
1
Bakshi, Gurdip S.
1
Cao, Charles Q.
1
Chan, K. C.
1
Chan, Kalok
1
Chang, Yen-Cheng
1
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1
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1
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1
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1
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1
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1
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Rockinger, Michael
1
Shams, Amin
1
Shive, Sophie
1
Shumway, Tyler
1
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1
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1
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The review of financial studies
The journal of futures markets
35
Applied financial economics
33
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of banking & finance
20
International review of financial analysis
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
The journal of finance : the journal of the American Finance Association
17
Journal of empirical finance
16
Applied economics
15
International review of economics & finance : IREF
15
Journal of risk and financial management : JRFM
14
Finance research letters
13
Applied economics letters
12
Journal of economics & business
12
Journal of financial and quantitative analysis : JFQA
12
Journal of forecasting
12
Managerial finance
12
Working paper / National Bureau of Economic Research, Inc.
12
International journal of economics and financial issues : IJEFI
11
Research in international business and finance
11
Journal of international financial markets, institutions & money
9
Review of quantitative finance and accounting
9
The journal of asset management
9
Economic modelling
8
Investment management and financial innovations
8
The journal of business : B
8
Working paper
8
CESifo working papers
7
Finance India : the quarterly journal of Indian Institute of Finance
7
International Journal of Energy Economics and Policy : IJEEP
7
International journal of forecasting
7
Journal of econometrics
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of portfolio management : a publication of Institutional Investor
7
Discussion paper / Tinbergen Institute
6
Econometric reviews
6
Financial innovation : FIN
6
Global finance journal
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ECONIS (ZBW)
13
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1
Pricing kernel monotonicity and conditional information
Linn, Matthew
;
Shive, Sophie
;
Shumway, Tyler
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 493-531
Persistent link: https://www.econbiz.de/10011925238
Saved in:
2
Manipulation in the VIX?
Griffin, John M.
;
Shams, Amin
- In:
The review of financial studies
31
(
2018
)
4
,
pp. 1377-1417
Persistent link: https://www.econbiz.de/10011925385
Saved in:
3
Self-exciting jumps, learning, and asset pricing implications
Fulop, Andras
;
Li, Junye
;
Yu, Jun
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 876-912
Persistent link: https://www.econbiz.de/10011337555
Saved in:
4
Regression discontinuity and the price effects of stock market indexing
Chang, Yen-Cheng
;
Hong, Harrison G.
;
Liskovich, Inessa
- In:
The review of financial studies
28
(
2015
)
1
,
pp. 212-246
Persistent link: https://www.econbiz.de/10011289289
Saved in:
5
Journalists and the stock market
Dougal, Casey
;
Engelberg, Joseph
;
García, Diego
; …
- In:
The review of financial studies
25
(
2012
)
3
,
pp. 639-679
Persistent link: https://www.econbiz.de/10009515796
Saved in:
6
Realized skewness
Neuberger, Anthony
- In:
The review of financial studies
25
(
2012
)
11
,
pp. 3423-3455
Persistent link: https://www.econbiz.de/10009681905
Saved in:
7
Internal governance mechanisms and operational performance : evidence from index mutual funds
Adams, John C.
;
Mansi, Sattar
;
Nishikawa, Takeshi
- In:
The review of financial studies
23
(
2010
)
3
,
pp. 1261-1286
Persistent link: https://www.econbiz.de/10003959230
Saved in:
8
Volatility dynamics for the S&P500 : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
9
Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Twan, Jonathan
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
Saved in:
10
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
Saved in:
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