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Search: subject:"Conditional Volatility"
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Subject
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Volatilität
142
Volatility
139
conditional volatility
131
ARCH-Modell
110
ARCH model
108
Conditional volatility
103
Börsenkurs
56
Share price
54
Schätzung
40
Estimation
38
Capital income
36
Kapitaleinkommen
36
Stock market
34
Theorie
34
GARCH
33
Time series analysis
33
Zeitreihenanalyse
33
Aktienmarkt
32
Conditional Volatility
32
Theory
32
Welt
26
World
26
asymmetry
24
leverage
22
conditional volatility models
19
Forecasting model
17
Prognoseverfahren
17
Risk
15
Estimation theory
14
Exchange rate
14
Schätztheorie
14
Wechselkurs
14
Oil price
13
Portfolio selection
13
Portfolio-Management
13
Ölpreis
13
Multivariate GARCH
12
Risiko
12
Aktienindex
11
Conditional volatility models
11
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Online availability
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Free
172
Undetermined
127
CC license
5
Type of publication
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Article
197
Book / Working Paper
151
Other
2
Type of publication (narrower categories)
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Article in journal
120
Aufsatz in Zeitschrift
120
Working Paper
47
Graue Literatur
23
Non-commercial literature
23
Arbeitspapier
22
Article
6
research-article
6
Conference paper
2
Konferenzbeitrag
2
Thesis
2
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1
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1
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English
216
Undetermined
131
German
2
Portuguese
1
Author
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McAleer, Michael
74
Chang, Chia-Lin
40
Haas, Markus
10
Mittnik, Stefan
9
Hsu, Hui-Kuang
8
Hammoudeh, Shawkat
6
Chuffart, Thomas
5
Harris, Richard D. F.
5
Kumar, Rakesh
5
Ling, Shiqing
5
Paolella, Marc S.
5
Papadamou, Stephanos
5
Stagiannis, Apostolos
5
Tansuchat, Roengchai
5
Tong, Howell
5
Allen, David E.
4
Asai, Manabu
4
Chen, Meng-Gu
4
Dhankar, Raj S.
4
Hoti, Suhejla
4
Huang, Biing-Wen
4
Lim, Christine
4
Malik, Farooq
4
McAleer, M.J.
4
Murphy, David
4
Nonejad, Nima
4
Signori, Ombretta
4
Singh, Abhay K.
4
Baluga, Anthony
3
Baumöhl, Eduard
3
Belhachemi, Rachid
3
Chan, Felix
3
Chang, C-L.
3
Chebbi, Tarek
3
Coleman, Simeon
3
Cremers, Heinz
3
Degiannakis, Stavros
3
Dime, Roselle
3
Filis, George
3
Kollias, Christos
3
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Institution
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
10
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
Department of Economics and Finance, College of Business and Economics
7
Center for Financial Studies
6
Erasmus University Rotterdam, Econometric Institute
5
Tinbergen Instituut
4
Bank of Greece
3
Institute of Economic Research, Kyoto University
3
Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales
2
HAL
2
Suomen Pankki
2
Université Paris-Dauphine (Paris IX)
2
Banca d'Italia
1
Banco de México
1
Bank of England
1
Center for Advanced Research in Finance and Banking (CARFIB), Academia de Studii Economice din Bucureşti
1
Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)
1
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
1
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
1
Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE), Instituto Superior de Economia e Gestão (ISEG)
1
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
1
Charles H. Dyson School of Applied Economics and Management, Cornell University
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
1
Department of Economics, Leicester University
1
Department of Economics, Tufts University
1
Department of Economics, University of Pennsylvania
1
EconWPA
1
Frankfurt School of Finance and Management
1
Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia
1
Hanken Svenska Handelshögskolan
1
Henley Business School, University of Reading
1
Hong Kong Monetary Authority
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz
1
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
International Economics Section, The Graduate Institute of International and Development Studies
1
Nottingham Trent University, Nottingham Business School, Economics Division
1
Office of Regional Economic Integration, Asian Development Bank
1
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Published in...
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Discussion paper / Tinbergen Institute
12
Tinbergen Institute Discussion Paper
12
Documentos de Trabajo del ICAE
10
Econometric Institute Research Papers
9
Finance research letters
9
MPRA Paper
9
International review of financial analysis
7
Research in international business and finance
7
Working Papers in Economics
7
CFS Working Paper Series
6
Econometrics
6
Mathematics and Computers in Simulation (MATCOM)
6
Econometric Institute Report
5
Economic modelling
4
Tinbergen Institute Discussion Papers
4
Applied economics
3
CFS Working Paper
3
Econometrics : open access journal
3
Economics Letters
3
International journal of economics and financial issues : IJEFI
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
KIER Working Papers
3
Working Papers / Bank of Greece
3
Asian Academy of Management Journal of Accounting and Finance
2
Borsa Istanbul Review
2
DFAEII Working Papers
2
Econometric Reviews
2
Economic Modelling
2
Economics Bulletin
2
Economics Papers from University Paris Dauphine
2
Economics letters
2
Energy economics
2
Frankfurt School - Working Paper Series
2
Global Business Review
2
International Journal of Economics and Business Research
2
International Journal of Energy Economics and Policy : IJEEP
2
International Journal of Monetary Economics and Finance
2
Istanbul Stock Exchange Review
2
Journal of International Financial Markets, Institutions and Money
2
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Source
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RePEc
165
ECONIS (ZBW)
144
EconStor
31
Other ZBW resources
6
BASE
4
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151
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
152
The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.
;
Stoja, Evarist
;
Tan, Linzhi
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 1085-1096
Persistent link: https://www.econbiz.de/10011695536
Saved in:
153
Modelling and forecasting inflation in Egypt : univariate and multivariate approaches
Ahmed, Doaa Akl
;
Abdelsalam, Mamdouh Abdelmoula Mohamed
- In:
Middle East development journal : a publication of the …
9
(
2017
)
1
,
pp. 127-159
Persistent link: https://www.econbiz.de/10011722559
Saved in:
154
Financial instability, integration and volatility of emerging South Asian stock markets
Kumar, Rakesh
;
Dhankar, Raj S.
- In:
South Asian journal of business studies
6
(
2017
)
2
,
pp. 177-190
Persistent link: https://www.econbiz.de/10011747787
Saved in:
155
Examining the dynamic and non-linear linkages between crude oil price and Indian stock market volatility
Kumar, Rakesh
- In:
Global business review
18
(
2017
)
2
,
pp. 388-401
Persistent link: https://www.econbiz.de/10011741204
Saved in:
156
Macroeconomic risks and REITs returns : a comparative analysis
Kola, Katlego
;
Kodongo, Odongo
- In:
Research in international business and finance
42
(
2017
),
pp. 1228-1243
Persistent link: https://www.econbiz.de/10011760970
Saved in:
157
Can asymmetric
conditional
volatility
imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
158
Initial margin model sensitivity analysis and volatility estimation
Houllier, Melanie
;
Murphy, David
- In:
The journal of financial market infrastructures
5
(
2017
)
4
,
pp. 77-103
Persistent link: https://www.econbiz.de/10011729235
Saved in:
159
Herding effect on idiosyncratic volatility in U.S. industries
BenSaïda, Ahmed
- In:
Finance research letters
23
(
2017
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011808374
Saved in:
160
Herd behavior in the French stock market
Litimi, Houda
- In:
Review of accounting & finance
16
(
2017
)
4
,
pp. 497-515
Persistent link: https://www.econbiz.de/10011819218
Saved in:
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