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subject:"Prognoseverfahren"
~isPartOf:"International review of financial analysis"
~subject:"ARCH model"
~subject:"Panel study"
~subject:"Wechselkurs"
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Prognoseverfahren
ARCH model
Panel study
Wechselkurs
Estimation
337
Schätzung
336
Capital income
134
Kapitaleinkommen
134
Börsenkurs
104
Share price
104
Volatility
104
Volatilität
104
Aktienmarkt
92
Stock market
92
Forecasting model
64
Theorie
63
Theory
63
ARCH-Modell
45
Welt
45
World
45
Portfolio selection
43
Portfolio-Management
43
CAPM
40
Risk
39
Risiko
38
Spillover effect
28
Spillover-Effekt
28
Risikoprämie
27
Risk premium
27
USA
26
United States
26
Anlageverhalten
25
Behavioural finance
25
Efficient market hypothesis
23
Effizienzmarkthypothese
23
Exchange rate
23
Financial crisis
22
Finanzkrise
22
China
19
Time series analysis
19
Zeitreihenanalyse
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English
123
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Ma, Feng
5
Bouri, Elie
3
Degiannakis, Stavros
3
Narayan, Paresh Kumar
3
Nonejad, Nima
3
Xuan Vinh Vo
3
Brooks, Robert
2
Caporale, Guglielmo Maria
2
Charles, Amélie
2
Cipollini, Andrea
2
Coakley, Jerry
2
Darné, Olivier
2
Do, Hung Xuan
2
Fabozzi, Frank J.
2
Gong, Xue
2
Huang, Yisu
2
In, Francis Haeuck
2
Kim, Jae H.
2
Pierdzioch, Christian
2
Salisu, Afees A.
2
Vivian, Andrew
2
Wohar, Mark E.
2
Zaremba, Adam
2
Abouwafia, Hashem E.
1
Aharon, David Y.
1
Ahmad, Wasim
1
Ali, Md Hakim
1
Andrikopulos, Andreas A.
1
Angelidis, Timotheos
1
Antonakakis, Nikolaos
1
Arshanapalli, Bala Gangadhar
1
Avdoulas, Christos
1
Avino, Davide
1
Ayton, Julie
1
Bahcivan, Hulusi
1
Ballester, Laura
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Barrell, Ray
1
Baur, Dirk G.
1
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International review of financial analysis
Applied economics
276
Economic modelling
245
Applied economics letters
196
Energy economics
189
Journal of econometrics
184
Finance research letters
177
International review of economics & finance : IREF
174
CESifo working papers
172
International journal of forecasting
161
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Economics letters
150
Journal of international money and finance
143
Working paper
131
Discussion paper series / IZA
129
The North American journal of economics and finance : a journal of financial economics studies
124
NBER working paper series
115
Journal of empirical finance
114
Journal of banking & finance
113
Journal of forecasting
112
Working paper / National Bureau of Economic Research, Inc.
110
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
NBER Working Paper
106
The empirical economics letters : a monthly international journal of economics
106
International journal of finance & economics : IJFE
100
Journal of international financial markets, institutions & money
98
Discussion paper / Centre for Economic Policy Research
93
Discussion paper / Tinbergen Institute
89
International journal of economics and financial issues : IJEFI
88
Applied financial economics
81
Journal of risk and financial management : JRFM
80
Research in international business and finance
80
International journal of economics and finance
72
The European journal of finance
69
International Journal of Energy Economics and Policy : IJEEP
68
Journal of applied econometrics
68
Journal of financial economics
65
Discussion paper
62
Cogent economics & finance
61
IZA Discussion Paper
61
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ECONIS (ZBW)
123
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1
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
2
Is there an optimal level of leverage? : the case of banks and non-bank institutions in Europe
Cincinelli, Peter
;
Pellini, Elisabetta
;
Urga, Giovanni
- In:
International review of financial analysis
94
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014543993
Saved in:
3
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
4
Asymmetric and high-order risk transmission across VIX and Chinese futures markets
Zhang, Qun
;
Zhang, Zhendong
;
Luo, Jiawen
- In:
International review of financial analysis
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014543395
Saved in:
5
Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China
Tang, Zhenpeng
;
Lin, Qiaofeng
;
Cai, Yi
;
Chen, Kaijie
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014543482
Saved in:
6
Currency overvaluation and export product quality : evidence from China
Kong, Dongmin
;
Shi, Zheng
;
Xiong, Mengxu
- In:
International review of financial analysis
93
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014543485
Saved in:
7
Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate : insights from time-varying analysis
Lu, Man
;
Wang, Wei
;
Chen, Fengwen
;
Li, Hongmei
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543951
Saved in:
8
Good volatility, bad volatility, and the cross section of cryptocurrency returns
Zhang, Zehua
;
Zhao, Ran
- In:
International review of financial analysis
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464825
Saved in:
9
Forecasting European stock volatility : the role of the UK
Gao, Jun
;
Gao, Xiang
;
Gu, Chen
- In:
International review of financial analysis
89
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014464832
Saved in:
10
Tracking investor gambling intensity
Zhu, Hongbing
;
Yang, Lihua
;
Xu, Changxin
- In:
International review of financial analysis
86
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014248291
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