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subject:"United States"
~institution:"Federal Reserve System / Division of Research and Statistics"
~subject:"ARCH model"
~subject:"Börsenkurs"
~type_genre:"Arbeitspapier"
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United States
ARCH model
Börsenkurs
Share price
10
Capital income
5
Estimation
5
Kapitaleinkommen
5
Schätzung
5
USA
4
Forecasting model
3
Prognoseverfahren
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Theorie
3
Theory
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Aktienmarkt
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Forecast
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Stock market
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Volatility
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Volatilität
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1978-1996
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1984-1997
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Arbeitspapier
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English
10
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Duffee, Greg
2
Zhou, Chunsheng
2
Bhasin, Vijay K.
1
Cole, Rebel A.
1
Douvogiannis, Martha
1
Dow, James P.
1
Elmendorf, Douglas W.
1
Helwege, Jean
1
Kiely, Joseph K.
1
Lander, Joel
1
Liang, Jean Nellie
1
Orphanides, Athanasios
1
Prowse, Stephen D.
1
Prowse, Steven D.
1
Starr-McCluer, Martha
1
TeSelle, Garrett H.
1
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Federal Reserve System / Division of Research and Statistics
National Bureau of Economic Research
41
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
13
School of Finance and Business Economics <Perth, Western Australia>
12
Chambre de commerce et d'industrie de Paris
9
Ekonomiska forskningsinstitutet <Stockholm>
9
Center for Economic Research <Tilburg>
8
Federal Reserve System / Board of Governors
8
Rodney L. White Center for Financial Research
8
The Wharton Financial Institutions Center
7
University of Chicago / Center for Research in Security Prices
7
Birkbeck College / Department of Economics
6
Institut für Weltwirtschaft
6
Institute of Finance and Accounting <London>
6
Internationaler Währungsfonds / Research Department
6
Zentrum für Europäische Wirtschaftsforschung
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of St. Louis
5
Erasmus Research Institute of Management
4
Federal Reserve Bank of New York
4
Svenska Handelshögskolan <Helsinki>
4
University of Canterbury / Dept. of Economics and Finance
4
University of Exeter / Department of Economics
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
Brown University / Department of Economics
3
Carleton University / Department of Economics
3
Centre for Analytical Finance <Århus>
3
Institut für Höhere Studien
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
International Monetary Fund
3
Kansantaloustieteen Laitos <Tampere>
3
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
3
Robert Schuman Centre for Advanced Studies
3
Stanford Institute for Economic Policy Research
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
Weltbank / Policy Research Department / Finance and Private Sector Development Division
3
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Finance and economics discussion series
10
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ECONIS (ZBW)
10
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1
The effect of stock prices on the demand for money market mutual funds
Dow, James P.
-
1998
Persistent link: https://www.econbiz.de/10000987296
Saved in:
2
Stock market wealth and consumer spending
Starr-McCluer, Martha
-
1998
Persistent link: https://www.econbiz.de/10000988889
Saved in:
3
Bubbles or noise? : Reconciling the results of broad-dividend variance-bounds tests
TeSelle, Garrett H.
-
1998
Persistent link: https://www.econbiz.de/10000997356
Saved in:
4
Earnings forecasts and the predictability of stock returns : evidence from trading the S & P
Lander, Joel
-
1997
Persistent link: https://www.econbiz.de/10000956693
Saved in:
5
Changes in REIT liquidity 1990 - 94 : evidence from intra-day transactions
Bhasin, Vijay K.
;
Cole, Rebel A.
;
Kiely, Joseph K.
-
1996
Persistent link: https://www.econbiz.de/10000945592
Saved in:
6
Initial public offerings in hot and cold markets
Helwege, Jean
;
Liang, Jean Nellie
-
1996
Persistent link: https://www.econbiz.de/10000946417
Saved in:
7
What's good for GM... ? : Using auto industry stock returns to forecast business cycles and test the Q-theory of investment
Duffee, Greg
-
1996
Persistent link: https://www.econbiz.de/10000952883
Saved in:
8
Stock market fluctuations and the term structure
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000930617
Saved in:
9
Forecasting long- and short-horizon stock returns in a unified framework
Zhou, Chunsheng
-
1996
Persistent link: https://www.econbiz.de/10000931475
Saved in:
10
The importance of market psychology in the determination of stock market volatility
Duffee, Greg
-
1990
Persistent link: https://www.econbiz.de/10000929486
Saved in:
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