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~subject:"ARCH-Modell"
~subject:"Volatility"
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Search: subject:"Börsenkurs"
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ARCH-Modell
Volatility
Börsenkurs
51,562
Share price
50,024
Kapitaleinkommen
13,448
Capital income
13,429
Aktienmarkt
13,322
Stock market
13,160
Theorie
10,803
Theory
10,619
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9,197
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8,459
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8,273
USA
7,231
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7,061
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5,384
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4,531
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4,483
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3,622
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3,429
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3,381
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2,888
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2,678
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2,644
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2,616
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2,606
Portfolio-Management
2,515
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2,501
ARCH model
2,177
Effizienzmarkthypothese
2,148
Efficient market hypothesis
2,141
Deutschland
2,096
Wertpapierhandel
2,096
Securities trading
2,042
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2,034
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2,029
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2,010
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1,966
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Gupta, Rangan
98
McAleer, Michael
58
Caporale, Guglielmo Maria
57
Ma, Feng
37
Lux, Thomas
34
Bloom, Nicholas
33
Bollerslev, Tim
32
Bouri, Elie
32
Hautsch, Nikolaus
32
Spagnolo, Nicola
32
Ryu, Doojin
28
Pierdzioch, Christian
27
Wohar, Mark E.
25
Chiang, Thomas C.
24
Lettau, Martin
24
Salisu, Afees A.
24
Bansal, Ravi
23
Demirer, Rıza
23
Andersen, Torben
22
Corbet, Shaen
22
Bekaert, Geert
21
Molnár, Peter
21
Todorov, Viktor
21
Ang, Andrew
20
Balcilar, Mehmet
20
Christiansen, Charlotte
20
Davis, Steven J.
20
Engle, Robert F.
20
Kang, Wensheng
20
Narayan, Paresh Kumar
20
Stulz, René M.
20
Allen, David E.
19
Gil-Alaña, Luis A.
19
Hale, Galina
19
Härdle, Wolfgang
19
Jiang, George J.
19
Ratti, Ronald A.
19
Tauchen, George Eugene
19
Tong, Hui
19
Campbell, John Y.
18
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National Bureau of Economic Research
126
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Birkbeck College / Department of Economics
3
Center for Economic Research <Tilburg>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Weltwirtschaft
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Canterbury / Dept. of Economics and Finance
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Division of Research and Statistics
2
Internationaler Währungsfonds / Research Department
2
School of Finance and Business Economics <Perth, Western Australia>
2
Svenska Handelshögskolan <Helsinki>
2
Australian National University / Faculty of Economics and Commerce
1
Brown University / Department of Economics
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Centre for Growth and Business Cycle Research <Manchester>
1
Conference on Financial Stability <1993, Sydney>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Board of Governors
1
Financial Options Research Centre
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Goethe-Universität Frankfurt am Main
1
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1
Institute of European Finance <Bangor, Gwynedd>
1
International Monetary Fund
1
International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio>
1
Internationaler Währungsfonds / European Department <2>
1
Johns Hopkins University / Department of Economics
1
Karlsruher Institut für Technologie
1
Konjunkturinstitutet <Stockholm>
1
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Finance research letters
195
International review of financial analysis
137
Energy economics
125
NBER working paper series
125
International review of economics & finance : IREF
119
The North American journal of economics and finance : a journal of financial economics studies
118
Working paper / National Bureau of Economic Research, Inc.
115
Applied economics
107
Journal of banking & finance
106
Economic modelling
97
Research in international business and finance
94
Applied economics letters
92
Journal of empirical finance
91
NBER Working Paper
88
Journal of international financial markets, institutions & money
83
Journal of risk and financial management : JRFM
75
Journal of financial economics
74
The journal of futures markets
71
Pacific-Basin finance journal
70
Journal of econometrics
68
Applied financial economics
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
64
International Journal of Energy Economics and Policy : IJEEP
61
Working paper
52
Finance India : the quarterly journal of Indian Institute of Finance
47
The European journal of finance
47
Discussion paper / Centre for Economic Policy Research
46
Cogent economics & finance
45
Economics letters
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
45
CESifo working papers
43
The journal of finance : the journal of the American Finance Association
40
Journal of financial markets
39
Review of quantitative finance and accounting
39
Journal of financial and quantitative analysis : JFQA
38
Research paper series / Swiss Finance Institute
38
Discussion paper / Tinbergen Institute
37
Emerging markets, finance and trade : EMFT
37
International journal of economics and financial issues : IJEFI
37
The review of financial studies
37
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ECONIS (ZBW)
9,433
EconStor
40
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1
Herding states and stock market returns
Costa, Filipe
;
Fortuna, Natércia
;
Lobão, Júlio
- In:
Research in international business and finance
68
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014451812
Saved in:
2
Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?
Bongiovanni, Alessio
;
Fiandrino, Simona
- In:
Research in international business and finance
68
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451852
Saved in:
3
ESG news, stock volatility and tactical disclosure
De Vincentiis, Paola
- In:
Research in international business and finance
68
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014451859
Saved in:
4
Corporate acquisitions and firm-level uncertainty : domestic versus cross-border deals
Bai, Ye
;
Girma, Sourafel
;
Riaño, Alejandro
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451397
Saved in:
5
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
6
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
Saved in:
7
China's national team : a game changer in stock market stabilization?
Li, Hui
;
Liu, Kerry
- In:
Finance research letters
61
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490648
Saved in:
8
The lead-lag relation between VIX futures and SPX futures
Bangsgaard, Christine
;
Kokholm, Thomas
- In:
Journal of financial markets
67
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491067
Saved in:
9
Extreme risk contagion from the United States to BRICS stock markets : a multivariate quantile analysis
Zhang, Yi
;
Zhou, Long
;
Wu, Baoxiu
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
70
(
2024
)
Persistent link: https://www.econbiz.de/10014492033
Saved in:
10
Measuring market volatility connectedness to media sentiment
Abdollahi, Hooman
;
Fjesme, Sturla Lyngnes
;
Sirnes, Espen
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014492085
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