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~accessRights:"restricted"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Theory"
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ARCH-Modell
Forecasting model
Theory
Aktienindex
967
Stock index
967
Börsenkurs
358
Share price
358
Volatility
346
Volatilität
346
Aktienmarkt
324
Stock market
324
Capital income
265
Kapitaleinkommen
265
Theorie
226
Estimation
213
Schätzung
213
ARCH model
184
Index
183
Index number
182
Index futures
176
Index-Futures
176
Prognoseverfahren
149
Portfolio selection
141
Portfolio-Management
141
Economic indicator
120
Welt
120
Wirtschaftsindikator
120
World
120
Index construction
104
Indexberechnung
104
Coronavirus
97
Time series analysis
77
Zeitreihenanalyse
77
Spillover effect
70
Spillover-Effekt
70
Preisindex
69
Price index
69
Risikomaß
67
Risk measure
67
Anlageverhalten
66
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445
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424
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17
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350
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350
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11
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11
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
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5
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2
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1
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English
434
German
7
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Ma, Feng
5
Aboura, Sofiane
4
Liang, Chao
4
Lu, Xinjie
4
Sant'Anna, Leonardo Riegel
4
Sharma, Prateek
4
Blazsek, Szabolcs
3
Caldeira, João F.
3
Chang, Bisharat Hussain
3
Chevallier, Julien
3
Filomena, Tiago Pascoal
3
Jeribi, Ahmed
3
Lau, Chi Keung
3
Mora-Valencia, Andrés
3
Qiao, Gaoxiu
3
Rodrigues, Paulo Jorge Maurício
3
Seeger, Norman
3
Tiwari, Aviral Kumar
3
Wang, Yudong
3
Wu, Dexiang
3
Wu, Xinyu
3
Zaremba, Adam
3
Zhang, Yaojie
3
Albulescu, Claudiu Tiberiu
2
Almeida-Filho, Adiel T. de
2
Barai, Parama
2
Bouri, Elie
2
Costa, Giorgio
2
Derbali, Abdelkader
2
Fakhfekh, Mohamed
2
Ghorbel, Achraf
2
Ghorbel, Ahmed
2
Goyeau, Daniel
2
Gupta, Rangan
2
He, Mengxi
2
Jawadi, Fredj
2
Kaeck, Andreas
2
Kang, Sang Hoon
2
Kwon, Roy H.
2
Lang, Qiaoqi
2
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IGI Global
1
Springer Fachmedien Wiesbaden
1
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The North American journal of economics and finance : a journal of financial economics studies
23
International review of economics & finance : IREF
17
Finance research letters
13
Applied economics
12
International review of financial analysis
12
Research in international business and finance
11
Journal of banking & finance
8
SpringerLink / Bücher
8
Economic modelling
6
Journal of international financial markets, institutions & money
6
Springer eBook Collection / Business and Economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied economics letters
5
Computational economics
5
Energy economics
5
International journal of forecasting
5
Investment management and financial innovations
5
Pacific-Basin finance journal
5
Quantitative finance
5
Asia Pacific financial markets
4
Emerging markets, finance and trade : EMFT
4
Financial markets and portfolio management
4
International journal of finance & economics : IJFE
4
Journal of empirical finance
4
Journal of risk
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
Annals of financial economics
3
BestMasters
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of emerging markets
3
International journal of financial research
3
Journal of forecasting
3
Managerial finance
3
The journal of futures markets
3
Discussion paper / Centre for Economic Policy Research
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Eurasian economic review : a journal in applied macroeconomics and finance
2
Handbook of field experiments
2
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ECONIS (ZBW)
441
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1
An enhanced GRASP approach for the index tracking problem
Silva, Julio Cezar Soares
;
Silva, Diogo Ferreira de Lima
; …
- In:
International transactions in operational research : a …
31
(
2024
)
3
,
pp. 1828-1858
Persistent link: https://www.econbiz.de/10014470618
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2
Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns
Subburayan, Baranidharan
- In:
The journal of corporate accounting & finance
35
(
2024
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10014472167
Saved in:
3
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
4
Forecasting volatility with investor pessimism index : exploring the predictive power of search queries
Chu, Xiaojun
;
Xu, Li
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 3-23
Persistent link: https://www.econbiz.de/10014443181
Saved in:
5
Multiple time scales investor sentiment impact the stock market index fluctuation : from margin trading business perspective
Chen, Xinxin
;
Guo, Yanhong
;
Song, Yingying
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014445599
Saved in:
6
A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting
Zhang, Junting
;
Liu, Haifei
;
Bai, Wei
;
Li, Xiaojing
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014445634
Saved in:
7
Climate uncertainty and green index volatility : empirical insights from Chinese financial markets
Zhao, Huirong
;
Luo, Na
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490216
Saved in:
8
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:
9
Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets
Gupta, Pankaj Kumar
;
Mittal, Prabhat
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 56-71
Persistent link: https://www.econbiz.de/10014490993
Saved in:
10
Into the unknown : uncertainty, foreboding and financial markets
Trivedi, Smita Roy
- In:
Asia Pacific financial markets
31
(
2024
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014496556
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