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~isPartOf:"Journal of econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Index number"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Stock index"
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Index number
Stochastischer Prozess
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
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6
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Estimation
5
Schätzung
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Statistical distribution
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Statistische Verteilung
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Theorie
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Theory
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Index
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Martingal
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Martingale
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Risk measure
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Schätztheorie
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Time series analysis
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Zeitreihenanalyse
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Todorov, Viktor
2
Andersen, Torben
1
Basse Mama, Houdou
1
Bollerslev, Tim
1
Bondarenko, Oleg
1
Corsi, Fulvio
1
Francq, Christian
1
Hounyo, Ulrich
1
Jing, Bingyi
1
Kong, Xinbing
1
Liu, Zhi
1
Mueller, Stefan
1
Mykland, Per A.
1
Pape, Ulrich
1
Pirino, Davide
1
Qin, Nan
1
Renò, Roberto
1
Singal, Vijay
1
Tauchen, George Eugene
1
Varneskov, Rasmus Tangsgaard
1
Wintenberger, Olivier
1
Zakoïan, Jean-Michel
1
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Journal of econometrics
Review of quantitative finance and accounting
International review of financial analysis
12
Journal of risk and financial management : JRFM
10
Journal of banking & finance
7
Applied economics
6
Applied economics letters
6
Econometric reviews
5
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Discussion paper / Tinbergen Institute
4
Econometric Institute research papers
4
Economics letters
4
International review of economics & finance : IREF
4
Journal of empirical finance
4
Risks : open access journal
4
The journal of asset management
4
Working paper
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
Applied financial economics
3
Cogent economics & finance
3
Computational economics
3
Financial studies
3
Global finance journal
3
Insurance / Mathematics & economics
3
International journal of theoretical and applied finance
3
Investment management and financial innovations
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international financial markets, institutions & money
3
Journal of investment management : JOIM
3
Pacific-Basin finance journal
3
Research paper series / Swiss Finance Institute
3
The journal of futures markets
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The review of financial studies
3
Theoretical and applied economics : GAER review
3
Asia Pacific financial markets
2
Borsa Istanbul Review
2
Copernican Journal of Finance & Accounting : CJF&A
2
EUR
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ECONIS (ZBW)
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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
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
7
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:
8
Threshold bipower variation and the impact of jumps on volatility forecasting
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
- In:
Journal of econometrics
159
(
2010
)
2
,
pp. 276-288
Persistent link: https://www.econbiz.de/10008840480
Saved in:
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