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subject:"Kapitaleinkommen"
~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kapitaleinkommen
ARCH model
62
ARCH-Modell
62
Volatility
49
Volatilität
49
Aktienmarkt
34
Stock market
34
Capital income
29
Börsenkurs
24
Share price
24
Estimation
20
Schätzung
20
Spillover effect
15
Spillover-Effekt
15
Emerging economies
12
Schwellenländer
12
Forecasting model
9
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9
Time series analysis
9
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volatility
9
Aktienindex
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China
8
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Derivat
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Derivative
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Theory
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Korrelation
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Risikomaß
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Financial crisis
5
Finanzkrise
5
Turkey
5
Türkei
5
Ankündigungseffekt
4
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4
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English
29
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Ryu, Doojin
2
Abuzayed, Bana
1
Al Refai, Hisham M.
1
Al-Fayoumi, Nedal
1
Amin, Abu S.
1
Aydogan, Berna
1
Bagchi, Debasis
1
Baklaci, Hasan F.
1
Balcilar, Mehmet
1
Ben Salem, Marwa
1
Bilgin, Mehmet Huseyin
1
Bley, Jorg
1
Camiel Singh
1
Chang, Ming-Jen
1
Chen, Suduan
1
Chow, Hwee-kwan
1
Debasish, Sathya Swaroop
1
Demir, Nazmi
1
Demiralay, Sercan
1
Eissa, Mohamed Abdelaziz
1
Fakhfekh, Mohamed
1
Fernández, Viviana
1
Gencer, Hatice Gaye
1
Jeribi, Ahmed
1
Kabir, Sarkar Humayun
1
Kim, Jun Sik
1
Kumar, Arya
1
Kumaran, Sunitha
1
Kunjal, Damien
1
Lai, Yi-Hao
1
Lau, Chi Keung
1
Lee, Changjun
1
Lee, Chih-Wei
1
Martikainen, Minna
1
Masih, Abdul Mansur M.
1
Mishra, Shekhar
1
Moodley, Fabian
1
Morales, Marco
1
Moreno, Carola
1
Naidu, Delane D.
1
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Afro-Asian Journal of Finance and Accounting : AAJFA
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Finance research letters
54
Journal of empirical finance
49
International review of financial analysis
47
The North American journal of economics and finance : a journal of financial economics studies
46
Energy economics
41
International review of economics & finance : IREF
41
Research in international business and finance
38
Journal of international financial markets, institutions & money
35
International journal of forecasting
34
Economic modelling
33
Applied economics
31
Journal of banking & finance
30
Journal of forecasting
28
Journal of risk and financial management : JRFM
27
The European journal of finance
26
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
Pacific-Basin finance journal
16
International journal of finance & economics : IJFE
15
Working paper
15
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Economics letters
12
Global finance journal
12
International Journal of Financial Studies : open access journal
12
Discussion paper / Tinbergen Institute
11
Global business review
11
The journal of applied business research
11
Theoretical economics letters
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ECONIS (ZBW)
29
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1
Explanatory power of realised moments
Rehman, Seema
;
Sharif, Saqib
;
Ullah, Wali
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 22-42
Persistent link: https://www.econbiz.de/10014490919
Saved in:
2
The relationship between implied volatility and equity returns in South Africa
Peerbhai, Faeezah
;
Kunjal, Damien
;
Naidu, Delane D.
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 83-99
Persistent link: https://www.econbiz.de/10014490922
Saved in:
3
Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin
Ben Salem, Marwa
;
Fakhfekh, Mohamed
;
Jeribi, Ahmed
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 651-672
Persistent link: https://www.econbiz.de/10014391407
Saved in:
4
Forecasting volatility of Saudi stock market (TASI) and sectoral indices
Kumaran, Sunitha
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
6
,
pp. 819-842
Persistent link: https://www.econbiz.de/10014434354
Saved in:
5
Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets
Xuan Vinh Vo
;
Tran Thi Tuan Anh
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 479-490
Persistent link: https://www.econbiz.de/10013350691
Saved in:
6
The equity market returns and volatility spillover from the US and Japanese markets to Asian frontier markets
Thi Ngan Nguyen
;
Phan Thi Kieu Hoa
;
Parikh, Nirav
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
12
(
2022
)
4
,
pp. 491-508
Persistent link: https://www.econbiz.de/10013350713
Saved in:
7
The quantile dependence between global crude oil price and stock markets in emerging Asia : evidence from major oil consuming nations
Mishra, Shekhar
;
Debasish, Sathya Swaroop
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
9
(
2019
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10012135603
Saved in:
8
Modelling and forecasting volatility for BSE and NSE stock index : linear vs. nonlinear approach
Shanthi, A.
;
Thamilselvan, R.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
9
(
2019
)
4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10012153148
Saved in:
9
Return and volatility spillovers among stock markets : BRICS countries experience
Panda, Pradiptarathi
;
Thiripalraju, M.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
8
(
2018
)
2
,
pp. 148-166
Persistent link: https://www.econbiz.de/10011936269
Saved in:
10
Modelling persistence in conditional volatility of asset returns
Pandey, Rajan
;
Kumar, Arya
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
7
(
2017
)
1
,
pp. 16-34
Persistent link: https://www.econbiz.de/10011748637
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