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Search: subject:"Conditional Variance"
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conditional variance
67
Volatility
42
ARCH-Modell
38
Conditional variance
38
ARCH model
37
Volatilität
34
Conditional Variance
24
Capital income
21
Kapitaleinkommen
21
Schätzung
21
Estimation
19
Börsenkurs
18
GARCH
17
Share price
17
Aktienmarkt
16
Stock market
16
Forecasting model
14
Prognoseverfahren
14
Schätztheorie
14
Estimation theory
13
Theorie
13
Time series analysis
12
Zeitreihenanalyse
12
Theory
11
China
9
asymptotic theory
9
Analysis of variance
8
MIDAS
8
Varianzanalyse
8
volatility
8
CAPM
7
DCC-GARCH model
7
stationarity conditions
7
Cointegration
6
Conditional mean
6
Exchange rate
6
Inflation
6
Risiko
6
Risk
6
Financial crisis
5
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Free
76
Undetermined
48
CC license
2
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Article
88
Book / Working Paper
78
Other
2
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Article in journal
50
Aufsatz in Zeitschrift
50
Working Paper
20
Arbeitspapier
6
Graue Literatur
6
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6
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4
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3
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1
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1
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English
100
Undetermined
66
Polish
1
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1
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McAleer, Michael
7
Caporin, Massimiliano
6
Faldzinski, Marcin
6
Balcerzak, Adam P.
5
He, Changli
5
Pietrzak, Michal Bernard
5
Audrino, Francesco
4
Meluzin, Tomas
4
Razzak, Weshah
4
Teräsvirta, Timo
4
Zinecker, Marek
4
Chiang, Thomas C.
3
Coffie, William
3
Cserna, Balázs
3
Diongue, Abdou Kâ
3
Ghysels, Eric
3
Girardin, Eric
3
Guérin, Pierre
3
Joyeux, Roselyne
3
Marcellino, Massimiliano
3
Palandri, Alessandro
3
SULEIMANN, Ryan
3
Sharma, Prateek
3
Vignal, Bertrand
3
Addison, John T.
2
Amanjot Singh
2
Bailey, Ralph W.
2
Banerjee, Prashanta K.
2
Belasco, Eric J.
2
Brunhart, Andreas
2
Chebbi, Tarek
2
Chen, Xiaoyu
2
Dang, Justin
2
Dette, Holger
2
Dimitriou, Dimitrios
2
Emran, M. Shahe
2
Entezarkheir, Mahdiyeh
2
Ghassan, Hassan B.
2
Goodwin, Barry K.
2
Guegan, Dominique
2
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
5
EconWPA
4
C.E.P.R. Discussion Papers
2
Department of Economics and Finance, College of Business and Economics
2
HAL
2
School of Economics and Political Science, Universität St. Gallen
2
Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften
1
Asociación Española de Economía y Finanzas Internacionales - AEEFI
1
Bank of Greece
1
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews
1
Cowles Foundation for Research in Economics, Yale University
1
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
1
Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales
1
Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe
1
Department of Economics, University of Birmingham
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Département de Sciences Économiques, Université de Montréal
1
Econometric Society
1
Economics and Econometrics Research Institute (EERI)
1
Erasmus University Rotterdam, Econometric Institute
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Finance Discipline Group, Business School
1
Fundación BBVA
1
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
1
Hanken Svenska Handelshögskolan
1
IESE Business School, Universidad de Navarra
1
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
1
Institute of Business and Economic Research (IBER), Walter A. Haas School of Business
1
Institute of Economic Research, Kyoto University
1
Institutionen för Nationalekonomi, Umeå Universitet
1
Instituto Complutense de Estudios Internacionales (ICEI), Facultad de Ciencias Económicas y Empresariales
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
Reserve Bank of Australia
1
School of Business, Edith Cowan University
1
School of Economics and Management, University of Aarhus
1
Sociedade Brasileira de Economia e Sociologia Rural - SOBER
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
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MPRA Paper
7
Institute of Economic Research Working Papers
6
Econometrics
5
SSE/EFI Working Paper Series in Economics and Finance
5
Finance research letters
3
CEPR Discussion Papers
2
EERI Research Paper Series
2
Iranian Economic Review
2
Istanbul Stock Exchange Review
2
Journal of Empirical Finance
2
Journal of empirical finance
2
Metrika
2
Post-Print / HAL
2
Review of quantitative finance and accounting
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working Papers in Economics
2
"Marco Fanno" Working Papers
1
46th Congress, July 20-23, 2008, Rio Branco, Acre, Brasil
1
Acta Universitatis Danubius. OEconomica
1
Agricultural economics : the journal of the International Association of Agricultural Economists
1
Annals of the Institute of Statistical Mathematics
1
Applied economics
1
Applied economics letters
1
Atlantic Economic Journal
1
Atlantic economic journal : AEJ
1
BAFFI CAREFIN Centre Research Paper
1
CREATES Research Papers
1
CRIEFF Discussion Papers
1
Cahiers de recherche
1
Central European journal of economic modelling and econometrics
1
China economic review : an international journal
1
Cowles Foundation Discussion Papers
1
DFAEII Working Papers
1
Department of Economics, Working Paper Series
1
Discussion Paper
1
Discussion Paper Series
1
Discussion Papers / Department of Economics, University of Birmingham
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Discussion papers / Department of Economics, The University of Birmingham
1
Documentos de Trabajo del ICAE
1
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Source
All
RePEc
88
ECONIS (ZBW)
56
EconStor
17
Other ZBW resources
4
BASE
3
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101
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168
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101
Risk and marketing behavior : pricing fed cattle on a grid
Fausti, Scott W.
;
Wang, Zhiguang
;
Qasmi, Bashir A.
; …
- In:
Agricultural economics : the journal of the …
45
(
2014
)
5
,
pp. 601-612
Persistent link: https://www.econbiz.de/10010414344
Saved in:
102
Risk–return trade-off in the pacific basin equity markets
Cheng, Ai-ru
;
Jahan-Parvar, Mohammad R.
- In:
Emerging markets review
18
(
2014
),
pp. 123-140
Persistent link: https://www.econbiz.de/10010418078
Saved in:
103
Inflation and inflation uncertainty in Turkey
Doğru, Bülent
- In:
The empirical economics letters : a monthly …
13
(
2014
)
4
,
pp. 401-411
Persistent link: https://www.econbiz.de/10010406029
Saved in:
104
Risk-free rate effects on conditional variances and conditional correlations of stock returns
Palandri, Alessandro
- In:
Journal of empirical finance
25
(
2014
),
pp. 95-111
Persistent link: https://www.econbiz.de/10010462056
Saved in:
105
Impact of the FII's Indian equity investment behavior on the BRIC countries' stock market volatility during the Subprime Crisis : an empirical investigation
Amanjot Singh
;
Kaur, Parneet
- In:
Journal of academic research in economics
6
(
2014
)
3
,
pp. 336-349
Persistent link: https://www.econbiz.de/10011348110
Saved in:
106
Regime switches in the risk-return trade-off
Ghysels, Eric
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Journal of empirical finance
28
(
2014
),
pp. 118-138
Persistent link: https://www.econbiz.de/10011285080
Saved in:
107
Forecasting electricity spot market prices with a k-factor GIGARCH process
Diongue, Abdou Kâ
;
Guegan, Dominique
;
Vignal, Bertrand
-
HAL
-
2007
-factor GIGARCH process. We are particularly interested in calculating the
conditional
variance
of the prediction error. We apply this …
Persistent link: https://www.econbiz.de/10010738662
Saved in:
108
Tilted Nonparametric Estimation of Volatility Functions
Phillips, Peter C.B.
;
Xu, Ke-Li
-
Cowles Foundation for Research in Economics, Yale University
-
2007
This paper proposes a novel positive nonparametric estimator of the
conditional
variance
function without reliance on …
Persistent link: https://www.econbiz.de/10005093922
Saved in:
109
Does currency substitution affect exchange rate uncertainty? the case of Turkey
Levent, Korap
-
Volkswirtschaftliche Fakultät, …
-
2007
Nelson (1991) indicate that currency substitution leads to the exchange rate uncertainty. Besides,
conditional
variance
…
Persistent link: https://www.econbiz.de/10008623473
Saved in:
110
Forecasting electricity spot market prices with a k-factor GIGARCH process.
Diongue, Abdou Kâ
;
Guégan, Dominique
;
Vignal, Bertrand
-
Centre d'Économie de la Sorbonne, Université Paris 1 …
-
2007
-factor GIGARCH process. We are particularly interested in calculating the
conditional
variance
of the prediction error. We apply this …
Persistent link: https://www.econbiz.de/10005670888
Saved in:
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