//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Arbeitspapiere zur mathematischen Wirtschaftsforschung"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Aktienindex"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Aktienindex
38
Stock index
38
Theorie
22
USA
17
United States
17
Volatilität
13
Capital income
12
Estimation
12
Kapitaleinkommen
12
Schätzung
12
Volatility
11
Time series analysis
9
Zeitreihenanalyse
9
ARCH model
6
ARCH-Modell
6
Stochastic process
6
Stochastischer Prozess
6
Deutschland
5
Forecasting model
5
Prognoseverfahren
5
DAX-Futures
4
Estimation theory
4
Germany
4
Großbritannien
4
Index futures
4
Index-Futures
4
Portfolio selection
4
Portfolio-Management
4
Schätztheorie
4
United Kingdom
4
Arbitrage
3
Bayes-Statistik
3
Bayesian inference
3
Börsenkurs
3
CAPM
3
Deutscher Aktienindex
3
Exchange rate
3
Heteroscedasticity
3
Heteroskedastizität
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
19
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Forschungsbericht
3
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
more ...
less ...
Language
All
English
21
German
1
Author
All
Bamberg, Günter
3
Dorfleitner, Gregor
2
Ammou, Samir Ben
1
Anatolyev, Stanislav
1
Bera, Anil K.
1
Buckley, I. R. C.
1
Damien, Paul
1
Dellaportas, P.
1
Drost, Feike C.
1
Dēmos, Antōnēs A.
1
Fridman, Moshe
1
Gerko, Alexander
1
Hambly, Ben
1
Harris, Lawrence E.
1
Higgins, Matthew Lawrence
1
Kalli, Maria
1
Konno, Hiroshi
1
Korn, Ralf
1
Kortas, Hedi
1
Li, David
1
Li, Wai Keung
1
Mabrouk, Anouar Ben
1
Madan, Dilip B.
1
Nijman, Theodore E.
1
Platen, Eckhard
1
Politis, Dimitris N.
1
Polson, Nicholas G.
1
Röder, Klaus
1
Schoutens, Wim
1
Sentana, Enrique
1
Tew, Bernard V.
1
Tse, Yiu Kuen
1
Tsui, Albert K.
1
Turtle, H. J.
1
Vaicenavicius, Juozas
1
Vrontos, I. D.
1
Wagalath, Lakshithe
1
Walker, Stephen G.
1
Werker, Bas J. M.
1
Wijayanayake, Annista
1
more ...
less ...
Institution
All
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Published in...
All
Arbeitspapiere zur mathematischen Wirtschaftsforschung
International journal of theoretical and applied finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Applied financial economics
14
Journal of banking & finance
14
Applied economics letters
11
Journal of risk and financial management : JRFM
10
The North American journal of economics and finance : a journal of financial economics studies
10
International review of financial analysis
9
Journal of empirical finance
9
Journal of forecasting
9
International journal of forecasting
7
International review of economics & finance : IREF
7
SpringerLink / Bücher
7
The European journal of finance
7
Applied economics
6
Economic modelling
6
Gabler Edition Wissenschaft
6
SFB 649 discussion paper
6
Springer eBook Collection / Business and Economics
6
Discussion paper / Tinbergen Institute
5
Econometric reviews
5
Economics letters
5
Europäische Hochschulschriften / 5
5
Finanzmarkt und Portfolio-Management
5
Journal of econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of mathematical finance
5
Reihe Quantitative Ökonomie : Ökon
5
Working paper
5
CORE discussion paper : DP
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Investment management and financial innovations
4
Journal of international money and finance
4
NBER working paper series
4
Quantitative finance
4
The journal of finance : the journal of the American Finance Association
4
The journal of futures markets
4
Asia Pacific financial markets
3
Asian economies
3
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
2
Lost in contagion? : building a liquidation index from covariance dynamics
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686776
Saved in:
3
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
4
The 3/2 model as a stochastic volatility approximation for a large-basket price-weighted index
Hambly, Ben
;
Vaicenavicius, Juozas
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403929
Saved in:
5
Modeling the conditional distribution of daily stock index returns : an alternative Bayesian semiparametric model
Kalli, Maria
;
Walker, Stephen G.
;
Damien, Paul
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 371-383
Persistent link: https://www.econbiz.de/10010337864
Saved in:
6
Wavelet estimators for long memory in stock markets
Mabrouk, Anouar Ben
;
Kortas, Hedi
;
Ammou, Samir Ben
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 297-317
Persistent link: https://www.econbiz.de/10003867402
Saved in:
7
Concentration on the nearby contract in futures markets : a simple stochastic model to explain the phenomenon
Bamberg, Günter
;
Dorfleitner, Gregor
-
1998
Persistent link: https://www.econbiz.de/10013374661
Saved in:
8
Shortfall-Risiken beim Hedging mit DAX-Futures
Bamberg, Günter
-
1997
Persistent link: https://www.econbiz.de/10013453110
Saved in:
9
A trading approach to testing for predictability
Anatolyev, Stanislav
;
Gerko, Alexander
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
4
,
pp. 455-461
Persistent link: https://www.econbiz.de/10003193494
Saved in:
10
The intraday ex ante profitability of DAX-futures arbitrage for institutional investors in Germany : the case of early and late transactions
Bamberg, Günter
-
1994
Persistent link: https://www.econbiz.de/10013374623
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->