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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
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Search: subject_exact:"Aktienindex"
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Aktienindex
58
Stock index
58
Volatility
28
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Azar, Samih Antoine
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Economic modelling
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The empirical economics letters : a monthly international journal of economics
Applied financial economics
14
Journal of banking & finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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Journal of empirical finance
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International journal of theoretical and applied finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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BestMasters
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ECONIS (ZBW)
14
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1
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
2
Testing for co-jumps in financial markets
Novotný, Jan
;
Urga, Giovanni
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 118-128
Persistent link: https://www.econbiz.de/10011987688
Saved in:
3
Beating the market index
Azar, Samih Antoine
- In:
The empirical economics letters : a monthly …
17
(
2018
)
12
,
pp. 1433-1440
Persistent link: https://www.econbiz.de/10012006975
Saved in:
4
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
5
Weak form efficiency and martingale difference sequence tests of six African stock market indexes
Setlhare, Lexi L.
;
Kouassi, Eugène
- In:
The empirical economics letters : a monthly …
15
(
2016
)
1
,
pp. 37-44
Persistent link: https://www.econbiz.de/10011579682
Saved in:
6
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
7
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
Saved in:
8
Combining forecasting method vs. individual forecasting methods : evidence from Istanbul stock exchange national 100 index
Sekreter, Ahmet
;
Gürsoy, Faruk
- In:
The empirical economics letters : a monthly …
13
(
2014
)
7
,
pp. 735-743
Persistent link: https://www.econbiz.de/10010520448
Saved in:
9
Enhanced index tracking with multiple time-scale analysis
Li, Qian
;
Bao, Liang
- In:
Economic modelling
39
(
2014
),
pp. 282-292
Persistent link: https://www.econbiz.de/10010421812
Saved in:
10
Realized volatility models and alternative Value-at-Risk prediction strategies
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Economic modelling
40
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010425716
Saved in:
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