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  • Search: subject:"Conditional Variance"
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Year of publication
Subject
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conditional variance 67 Volatility 44 Conditional variance 40 ARCH-Modell 39 ARCH model 38 Volatilität 36 Conditional Variance 24 Schätzung 22 Capital income 21 Kapitaleinkommen 21 Estimation 20 Börsenkurs 18 Aktienmarkt 17 GARCH 17 Share price 17 Stock market 17 Schätztheorie 15 Estimation theory 14 Forecasting model 14 Prognoseverfahren 14 Theorie 14 Theory 12 Time series analysis 12 Zeitreihenanalyse 12 Analysis of variance 9 China 9 Varianzanalyse 9 asymptotic theory 9 MIDAS 8 volatility 8 CAPM 7 DCC-GARCH model 7 Exchange rate 7 stationarity conditions 7 Cointegration 6 Conditional mean 6 Inflation 6 Portfolio selection 6 Portfolio-Management 6 Risiko 6
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Online availability
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Free 78 Undetermined 49 CC license 3
Type of publication
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Article 90 Book / Working Paper 79 Other 2
Type of publication (narrower categories)
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Article in journal 52 Aufsatz in Zeitschrift 52 Working Paper 21 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 research-article 4 Article 3 Conference paper 1 Konferenzbeitrag 1
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Language
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English 103 Undetermined 66 Polish 1 Portuguese 1
Author
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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 Sosvilla-Rivero, Simón 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
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Institution
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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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Published in...
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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 Applied economics 2 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 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
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RePEc 88 ECONIS (ZBW) 59 EconStor 17 Other ZBW resources 4 BASE 3
Showing 171 - 171 of 171
Cover Image
The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets
Giovannini, Alberto - C.E.P.R. Discussion Papers - 1988
Recent empirical work indicates that, in a variety of financial markets, both conditional expectations and conditional variances of asset returns are time-varying. The purpose of this paper is to determine whether these joint fluctuations of conditional first and second moments are consistent...
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