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Search: subject:"Conditional Variance"
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conditional variance
67
Volatility
43
ARCH-Modell
39
Conditional variance
39
ARCH model
38
Volatilität
35
Conditional Variance
24
Capital income
21
Kapitaleinkommen
21
Schätzung
21
Estimation
19
Börsenkurs
18
Aktienmarkt
17
GARCH
17
Share price
17
Stock market
17
Schätztheorie
15
Estimation theory
14
Forecasting model
14
Prognoseverfahren
14
Theorie
13
Time series analysis
12
Zeitreihenanalyse
12
Theory
11
Analysis of variance
9
China
9
Varianzanalyse
9
asymptotic theory
9
MIDAS
8
volatility
8
CAPM
7
DCC-GARCH model
7
stationarity conditions
7
Cointegration
6
Conditional mean
6
Exchange rate
6
Inflation
6
Portfolio selection
6
Portfolio-Management
6
Risiko
6
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Online availability
All
Free
77
Undetermined
48
CC license
3
Type of publication
All
Article
89
Book / Working Paper
79
Other
2
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Working Paper
21
Arbeitspapier
7
Graue Literatur
7
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7
research-article
4
Article
3
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1
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1
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Language
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English
102
Undetermined
66
Polish
1
Portuguese
1
Author
All
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
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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
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)
58
EconStor
17
Other ZBW resources
4
BASE
3
Showing
41
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50
of
170
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41
Intertemporal risk-return relationship in BRIC equity markets after the US financial crisis
Singh, Amanjot
;
Singh, Manjit
- In:
International Journal of Law and Management
59
(
2017
)
4
,
pp. 547-570
in the Russian market because falling returns further increase
conditional
variance
making the investors to expect a risk …
Persistent link: https://www.econbiz.de/10014782197
Saved in:
42
Monitoring the disparity of teaching and learning process variability : a statistical approach
Djauhari, Maman A.
;
Revathi Sagadavan
;
Lee, Siaw Li
- In:
International journal of productivity and quality …
21
(
2017
)
4
,
pp. 532-547
Persistent link: https://www.econbiz.de/10011816886
Saved in:
43
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
44
Study of BRICS stock return volatility during and after subprime crisis
Kishor, Nawal
;
Singh, Raman Preet
- In:
International journal of business and globalisation : IJBG
18
(
2017
)
2
,
pp. 233-250
Persistent link: https://www.econbiz.de/10011800038
Saved in:
45
Bond market integration in East Asia : multivariate GARCH with dynamic conditional correlations approach
Tsukuda, Yoshihiko
;
Shimada, Junji
;
Miyakoshi, Tatsuyoshi
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 193-213
Persistent link: https://www.econbiz.de/10011754150
Saved in:
46
Individual mean-variance relation and stock-level investor sentiment
Kim, Jun Sik
;
Kim, Da-Hea
;
Seo, Sung Won
- In:
Journal of business economics and management
18
(
2017
)
1
,
pp. 20-34
Persistent link: https://www.econbiz.de/10011721640
Saved in:
47
Intertemporal risk-return relationship in BRIC equity markets after the US financial crisis
Amanjot Singh
;
Manjit Singh
- In:
International journal of law and management : IJLMA
25
(
2017
)
4
,
pp. 547-570
Persistent link: https://www.econbiz.de/10011776267
Saved in:
48
True or spurious long memory in European non-EMU currencies
Walther, Thomas
;
Klein, Tony
;
Thu, Hien Pham
;
Piontek, …
- In:
Research in international business and finance
40
(
2017
),
pp. 217-230
Persistent link: https://www.econbiz.de/10011912762
Saved in:
49
Robust estimation of
conditional
variance
of time series using density power divergences
Park, Jin‐Hong
;
Sriram, T. N.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
Saved in:
50
Evaluating the effect of "Zumwinkel-Affair" and financial crisis on stock prices in Liechtenstein: An unconventional augmented GARCH-approach
Brunhart, Andreas
-
2011
augmented GARCH-model to analyse the dynamical pattern and other influences on the risk measured by the
conditional
variance
of …
Persistent link: https://www.econbiz.de/10010281963
Saved in:
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