//--> //--> //-->
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
~person:"Chevallier, Julien"
~subject:"ARCH model"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Working Paper"
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_exact:"Kapitalmarktrendite"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Capital income
3
Capital market returns
3
Kapitaleinkommen
3
Kapitalmarktrendite
3
ARCH-Modell
2
Börsenkurs
2
Estimation
2
Oil price
2
Schätzung
2
Share price
2
Volatility
2
Volatilität
2
Ölpreis
2
Aktienmarkt
1
Cointegration
1
Correlation
1
Dynamic conditional correlation
1
Equity premium
1
Feedback effect
1
Forecasting model
1
Information transmission
1
Kointegration
1
Korrelation
1
Leverage effect
1
Prognoseverfahren
1
Realized semi-variance
1
Return predictability
1
Risikomaß
1
Risikoprämie
1
Risk measure
1
Risk premium
1
SKEW
1
Schock
1
Shock
1
Statistical distribution
1
Statistische Verteilung
1
Stock market
1
Tail risk
1
VIX
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Bibliografie enthalten
Working Paper
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Chevallier, Julien
McAleer, Michael
27
Allen, David E.
7
Chang, Chia-Lin
6
Martinet, Guillaume Gaetan
6
Asai, Manabu
5
Hafner, Christian M.
5
Powell, Robert
5
Linton, Oliver
4
Wu, Jianbin
4
Conrad, Christian
3
Lönnbark, Carl
3
Payne, Brian C.
3
Singh, Abhay Kumar
3
Toledo, Wilfredo
3
Trešl, Jiří
3
Velev, Julian P.
3
Ali, Faek Menla
2
Eraslan, Sercan
2
Harvey, Andrew C.
2
Hsu, Shu-Han
2
Lindblad, Annika
2
Ma, Feng
2
Morales Zumaquero, Amalia
2
Noureldin, Diaa
2
Rodriguez, Gabriel
2
Serletis, Apostolos
2
Shephard, Neil G.
2
Sheppard, Kevin
2
Singh, Abhay K.
2
Sosvilla-Rivero, Simón
2
Stürmer, Karin
2
Sun, Bo
2
Zhang, Yaojie
2
Aboura, Sofiane
1
Abraham, Rebecca
1
Adams, Zeno
1
Agbeyegbe, Terence D.
1
Al-Mulali, Usama
1
Al-hajj, Ekhlas
1
more ...
less ...
Published in...
All
Research in international business and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Dhaoui, Abderrazak
;
Chevallier, Julien
;
Ma, Feng
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012507450
Saved in:
2
Tail risk and the return-volatility relation
Aboura, Sofiane
;
Chevallier, Julien
- In:
Research in international business and finance
46
(
2018
),
pp. 16-29
Persistent link: https://www.econbiz.de/10011983542
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->