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~isPartOf:"Journal of econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Index number"
~subject:"Schätzung"
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Search: subject_exact:"Stock index"
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| 4 applied filters
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Index number
Schätzung
Aktienindex
33
Stock index
33
Volatility
13
Volatilität
13
USA
11
United States
11
ARCH model
7
ARCH-Modell
7
Capital income
7
Kapitaleinkommen
7
Börsenkurs
6
Share price
6
Estimation
5
Statistical distribution
5
Statistische Verteilung
5
Theorie
5
Theory
5
Index
4
Martingal
4
Martingale
4
Stochastic process
4
Stochastischer Prozess
4
Aktienmarkt
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Estimation theory
3
Index futures
3
Index-Futures
3
Risikomaß
3
Risk measure
3
Schätztheorie
3
Stock market
3
Time series analysis
3
Zeitreihenanalyse
3
Ankündigungseffekt
2
Announcement effect
2
Ausreißer
2
Bias
2
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8
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English
9
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Todorov, Viktor
2
Andersen, Torben
1
Babsiri, Mohamed el
1
Basse Mama, Houdou
1
Bollerslev, Tim
1
Bondarenko, Oleg
1
Finnerty, Joseph
1
Gu, Anthony Yanxiang
1
Hounyo, Ulrich
1
Jing, Bingyi
1
Kong, Xinbing
1
Liu, Zhi
1
Mueller, Stefan
1
Mykland, Per A.
1
Pape, Ulrich
1
Qin, Nan
1
Seo, Byeongseon
1
Singal, Vijay
1
Tauchen, George Eugene
1
Varneskov, Rasmus Tangsgaard
1
Zakoïan, Jean-Michel
1
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Journal of econometrics
Review of quantitative finance and accounting
Applied financial economics
32
International review of financial analysis
24
The North American journal of economics and finance : a journal of financial economics studies
17
Applied economics
16
Applied economics letters
16
Journal of risk and financial management : JRFM
13
Journal of banking & finance
12
CESifo working papers
11
Finance research letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The European journal of finance
11
Cogent economics & finance
10
Economic modelling
10
International review of economics & finance : IREF
10
Journal of international financial markets, institutions & money
10
The journal of futures markets
10
Journal of empirical finance
9
Working paper
9
International Journal of Energy Economics and Policy : IJEEP
8
Investment management and financial innovations
8
The empirical economics letters : a monthly international journal of economics
8
Economics letters
7
International journal of finance & economics : IJFE
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Afro-Asian Journal of Finance and Accounting : AAJFA
6
Computational economics
6
International journal of economics and finance
6
International journal of economics and financial issues : IJEFI
6
The journal of applied business research
6
Discussion paper / Deutsche Bundesbank
5
Finance India : the quarterly journal of Indian Institute of Finance
5
International journal of forecasting
5
Managerial finance
5
NBER working paper series
5
Research in international business and finance
5
Risks : open access journal
5
SFB 649 discussion paper
5
SpringerLink / Bücher
5
ZEW discussion papers
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ECONIS (ZBW)
9
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1
Equal-weighting and value-weighting : which one is better?
Qin, Nan
;
Singal, Vijay
- In:
Review of quantitative finance and accounting
58
(
2022
)
2
,
pp. 743-768
Persistent link: https://www.econbiz.de/10012818257
Saved in:
2
What's in the news? : the ambiguity of the information content of index reconstitutions in Germany
Basse Mama, Houdou
;
Mueller, Stefan
;
Pape, Ulrich
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 1087-1119
Persistent link: https://www.econbiz.de/10011797595
Saved in:
3
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 10-28
Persistent link: https://www.econbiz.de/10011818366
Saved in:
4
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
5
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
6
On the jump activity index for semimartingales
Jing, Bingyi
;
Kong, Xinbing
;
Liu, Zhi
;
Mykland, Per A.
- In:
Journal of econometrics
166
(
2012
)
2
,
pp. 213-223
Persistent link: https://www.econbiz.de/10009509230
Saved in:
7
The evolution of market efficiency: 103 years daily data of the dow
Gu, Anthony Yanxiang
;
Finnerty, Joseph
- In:
Review of quantitative finance and accounting
18
(
2002
)
3
,
pp. 219-237
Persistent link: https://www.econbiz.de/10001676821
Saved in:
8
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
101
(
2001
)
2
,
pp. 257-294
Persistent link: https://www.econbiz.de/10001554899
Saved in:
9
Distribution theory for unit root tests with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001382163
Saved in:
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