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~isPartOf:"Applied financial economics"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
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ARCH-Modell
Zeitreihenanalyse
Estimation
444
Schätzung
444
USA
385
United States
385
Capital income
355
Kapitaleinkommen
355
Theorie
330
Theory
330
Börsenkurs
324
Share price
324
Aktienmarkt
298
Stock market
298
Volatility
265
Volatilität
265
Großbritannien
198
United Kingdom
198
Bank
111
Portfolio selection
111
Portfolio-Management
111
Exchange rate
110
Forecasting model
110
Prognoseverfahren
110
Wechselkurs
110
ARCH model
101
Welt
100
World
100
Aktienindex
95
Stock index
95
Japan
86
Australia
81
Australien
81
Time series analysis
80
Deutschland
78
Financial crisis
78
Finanzkrise
78
Germany
78
CAPM
77
Interest rate
76
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Type of publication
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Article
171
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Article in journal
171
Aufsatz in Zeitschrift
171
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English
171
Author
All
Gil-Alaña, Luis A.
4
McMillan, David G.
4
Speight, Alan E. H.
3
Barkoulas, John T.
2
Baum, Christopher F.
2
Brooks, Robert
2
Caporale, Guglielmo Maria
2
Chiang, Min-Hsien
2
Cuñado Eizaguirre, Juncal
2
Degiannakis, Stavros
2
Dijk, Dick van
2
Gupta, Rangan
2
Hamori, Shigeyuki
2
Hegerty, Scott W.
2
Henry, Ólan Thomas John
2
Huang, Han-Ching
2
Kunst, Robert M.
2
Lee, Hsiang-tai
2
McKenzie, Michael D.
2
Su, Yong-chern
2
Yang, Lu
2
Abad, Pilar
1
Adrangi, Bahram
1
Aguirre, Maria Sophia
1
Ahn, Eun S.
1
Ajmi, Ahdi Noomen
1
Akdemir, A.
1
Akgül, Işıl
1
Alberg, Dima
1
Alles, Lakshman
1
Alper, C. Emre
1
Anatolyev, Stanislav
1
Andrikopulos, Andreas A.
1
Antonakakis, Nikolaos
1
Ané, Thierry
1
Aparicio, Teresa
1
Armah, Nii Ayi
1
Asēmakopulos, Iōannēs
1
Awad, Mouawiya al-
1
Ayala, Astrid
1
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Applied financial economics
Economics letters
530
Applied economics
453
Energy economics
421
Applied economics letters
286
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
274
CREATES research paper
188
International review of economics & finance : IREF
182
The North American journal of economics and finance : a journal of financial economics studies
178
Computational economics
151
Working paper
146
International Journal of Energy Economics and Policy : IJEEP
131
Oxford bulletin of economics and statistics
110
The empirical economics letters : a monthly international journal of economics
99
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
96
International journal of economics and financial issues : IJEFI
92
International journal of finance & economics : IJFE
87
International journal of economics and finance
85
EUI working paper / ECO
75
Cambridge working papers in economics
72
Discussion paper / Department of Economics, University of California San Diego
71
Econometric Institute research papers
69
Economics and finance working paper series
69
The review of economics and statistics
69
Cogent economics & finance
67
Empirical economics : a quarterly journal of the Institute for Advanced Studies
67
Cowles Foundation discussion paper
66
Working Paper
55
SSE EFI working paper series in economics and finance
54
Economics discussion papers
53
Discussion papers in economics
51
Journal of monetary economics
51
Theoretical and applied economics : GAER review
51
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
50
Discussion papers / Department of Economics, University of Copenhagen
50
Tourism economics : the business and finance of tourism and recreation
50
Journal of economics and finance
47
IHS economics series : working paper
46
Finance and economics discussion series
45
Working paper series
45
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ECONIS (ZBW)
171
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171
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1
A comparison of ARIMA forecasting and heuristic modelling
Wang, Chi-chen
;
Hsu, Yun-sheng
;
Liou, Cheng-hwai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1095-1102
Persistent link: https://www.econbiz.de/10009317433
Saved in:
2
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
3
Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.
;
Hedhli, A.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
Saved in:
4
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
5
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
6
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
7
The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi
;
Franci, Leonardo
;
Torluccio, Giuseppe
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
Saved in:
8
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.
;
Samitas, Aristeidis
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Saved in:
9
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
10
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto
;
Cuccia, Tiziana
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
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