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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Theory"
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Search: subject:"Aktienindex"
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Aktienindex
59
Stock index
59
Volatility
29
Volatilität
29
Börsenkurs
27
Share price
27
ARCH model
19
ARCH-Modell
19
Estimation
19
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18
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Caporin, Massimiliano
1
Chen, Cathy W. S.
1
Deng, Shangkun
1
Fengler, Matthias R.
1
Francis, Bill B.
1
Fu, Zhe
1
Golosnoy, Vasyl
1
González Sánchez, Mariano
1
Gouriéroux, Christian
1
Gribisch, Bastian
1
Göncü, Ahmet
1
Herwartz, Helmut
1
Huang, Xiaoru
1
Huang, Xiaoxia
1
Jasiak, Joann
1
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1
Kamal, Md Rajib
1
Kang, Sang Hoon
1
Koch, Paul Douglas
1
Koch, Timothy W.
1
Kshatriya, Saranya
1
Leachman, Lori L.
1
Lee, Sangyeol
1
Liao, Ying
1
Liesenfeld, Roman
1
Lin, Yu
1
Ma, Feng
1
Malliaropulos, Dimitrios
1
Mensi, Walid
1
Novotný, Jan
1
Okhrin, Ostap
1
Oomen, Roel C. A.
1
Prasanna, Krishna
1
Shimada, Tatsuro
1
Songsak Sriboonchitta
1
Su, Zhihao
1
Urga, Giovanni
1
Wang, Zona
1
Weber, Enzo
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of international money and finance
The North American journal of economics and finance : a journal of financial economics studies
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
11
Journal of risk and financial management : JRFM
10
International review of financial analysis
9
Journal of empirical finance
9
Journal of forecasting
9
SpringerLink / Bücher
8
International journal of forecasting
7
International journal of theoretical and applied finance
7
International review of economics & finance : IREF
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 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
Financial innovation : FIN
4
International Journal of Financial Studies : open access journal
4
Investment management and financial innovations
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
Arbeitspapiere zur mathematischen Wirtschaftsforschung
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ECONIS (ZBW)
19
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1
Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments
Deng, Shangkun
;
Huang, Xiaoru
;
Zhu, Yingke
;
Su, Zhihao
; …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246834
Saved in:
2
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
3
Two new mean-variance enhanced index tracking models based on uncertainty theory
Yang, Tingting
;
Huang, Xiaoxia
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413571
Saved in:
4
Jump Interdependencies : stochastic linkages among international stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822184
Saved in:
5
Forecasting stock index price using the CEEMDAN-LSTM model
Lin, Yu
;
Yan, Yan
;
Xu, Jiali
;
Liao, Ying
;
Ma, Feng
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012822188
Saved in:
6
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:
7
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
8
A comparison study of pricing credit default swap index tranches with convex combination of copulae
Okhrin, Ostap
;
Xu, Yafei
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 173-217
Persistent link: https://www.econbiz.de/10011938100
Saved in:
9
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:
10
Asymmetric causality in-mean and in-variance among equity markets indexes
González Sánchez, Mariano
- In:
The North American journal of economics and finance : a …
36
(
2016
),
pp. 49-68
Persistent link: https://www.econbiz.de/10011672599
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