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~subject:"Schätzung"
~subject:"Share price"
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Search: subject:"Leverage Effect"
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Schätzung
Share price
Leverage effect
116
Volatility
111
Volatilität
110
Capital income
82
Kapitaleinkommen
82
ARCH model
66
ARCH-Modell
66
leverage effect
44
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42
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42
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40
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33
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33
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30
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14
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10
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10
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10
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8
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Aboura, Sofiane
2
Catania, Leopoldo
2
Narula, Isha
2
Wu, Xinyu
2
Adi, Agya Atabani
1
Adu, George
1
Alagidede, Paul
1
Albert, Luguterah
1
Bal, Gnyana Ranjan
1
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1
Baum, Christopher F.
1
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1
Bekierman, Jeremias
1
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1
Bollerslev, Tim
1
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1
Brooks, Robert
1
Bugge, Sebastian A.
1
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1
Chan, Chia-Ying
1
Chang, Jialu
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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1
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1
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1
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Dang Trung Kien
1
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1
Dritsaki, Chaido
1
El Euch, Omar
1
Forte, Santiago
1
Francq, Christian
1
Fukasawa, Masaaki
1
Ganguly, Soumya
1
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Journal of financial economics
4
Economic modelling
3
International review of financial analysis
3
Finance research letters
2
Global business review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
Journal of economic dynamics & control
2
Pacific-Basin finance journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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2
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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
International economics and economic policy : IEEP
1
International journal of business and economics research : IJBER
1
International journal of economics and finance
1
International journal of financial services management : IJFSM
1
International journal of forecasting
1
International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of Chinese economic and business studies
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of mathematical finance
1
Journal of risk
1
Research in international business and finance
1
Research paper series / Swiss Finance Institute
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Review of derivatives research
1
Review of development finance
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ECONIS (ZBW)
60
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1
Modelling stock market volatility using asymmetric GARCH models : evidence from BRICS stock markets
Siddiqui, Ayesha
;
Shamim, Mohd
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 107-127
Persistent link: https://www.econbiz.de/10014491085
Saved in:
2
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:
3
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
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
Estimation of
leverage
effect
: kernel function and efficiency
Yang, Xiye
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 939-956
Persistent link: https://www.econbiz.de/10014448463
Saved in:
6
Credit default swaps, the
leverage
effect
, and cross-sectional predictability of equity and firm asset volatility
Forte, Santiago
;
Lovreta, Lidija
- In:
The journal of corporate finance : contracting, …
79
(
2023
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014250993
Saved in:
7
The predictability, volatility persistence, and leverage effects in stock market returns : a study of BRICS stock market indices
Joo, Bashir Ahmad
;
Ghulam, Younis Ahmed
- In:
American journal of finance and accounting
7
(
2023
)
3/4
,
pp. 188-213
Persistent link: https://www.econbiz.de/10014490945
Saved in:
8
Investor sentiment and stock volatility : new evidence
Gong, Xue
;
Zhang, Weiguo
;
Wang, Junbo
;
Wang, Chao
- In:
International review of financial analysis
80
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013366314
Saved in:
9
Modeling dynamic conditional correlations with leverage effects and volatility spillover effects : evidence from the Chinese and US stock markets affected by the recent trade frict...
Pan, Qunxing
;
Mei, Xiaowen
;
Gao, Tianqing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013413579
Saved in:
10
A two-component realized exponential generalized autoregressive conditional heteroscedasticity model
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Journal of risk
24
(
2022
)
6
,
pp. 61-92
Persistent link: https://www.econbiz.de/10013549674
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