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Search: subject:"conditional Volatility"
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Volatilität
141
Volatility
138
conditional volatility
131
ARCH-Modell
110
ARCH model
108
Conditional volatility
102
Börsenkurs
55
Share price
53
Schätzung
40
Estimation
38
Capital income
36
Kapitaleinkommen
36
Theorie
34
GARCH
33
Stock market
33
Time series analysis
33
Zeitreihenanalyse
33
Conditional Volatility
32
Theory
32
Aktienmarkt
31
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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Free
171
Undetermined
127
CC license
4
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Article
196
Book / Working Paper
151
Other
2
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Article in journal
119
Aufsatz in Zeitschrift
119
Working Paper
47
Graue Literatur
23
Non-commercial literature
23
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22
Article
6
research-article
6
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2
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English
215
Undetermined
131
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2
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1
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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
All
RePEc
165
ECONIS (ZBW)
143
EconStor
31
Other ZBW resources
6
BASE
4
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349
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1
Investor attention and its impact on portfolio volatility and sectoral risk spillovers in Borsa Istanbul
Özdemir, Müge
;
Taş, Oktay
- In:
Borsa Istanbul Review
25
(
2025
)
1
,
pp. 107-126
investor attention intensifies asymmetric
conditional
volatility
in the finance, technology, banking, and mining sectors …
Persistent link: https://www.econbiz.de/10015334500
Saved in:
2
Are REITS hedge or safe haven against oil price fall?
Hanif, Waqas
;
Andraz, Jorge M.
;
Gubareva, Mariya
; …
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014446404
Saved in:
3
Modelling stock market volatility during the COVID-19 pandemic : evidence from BRICS countries
Banumathy, Karunanithy
- In:
Managing global transitions : international research journal
21
(
2023
)
3
,
pp. 253-268
Persistent link: https://www.econbiz.de/10015188996
Saved in:
4
Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua
;
Bouri, Elie
;
Gupta, Rangan
;
Fang, Libing
-
2023
Persistent link: https://www.econbiz.de/10013482253
Saved in:
5
Investigating the asymmetric behavior of oil price volatility using support vector regression
Li, Yushu
;
Karlsson, Hyunjoo Kim
- In:
Computational economics
61
(
2023
)
4
,
pp. 1765-1790
Persistent link: https://www.econbiz.de/10014327136
Saved in:
6
The choice of GARCH models to forecast value-at-risk for currencies (euro exchange rates), crypto assets (Bitcoin and Ethereum), gold, silver and crude oil: Automated processes, st...
Gohs, Andreas Marcus
-
2022
Regular or automated processes require reliable software applications that provide accurate volatility and Value-at-Risk forecasts. The univariate and multivariate GARCH models proposed in the literature are reviewed and the suitability of selected R functions for automated forecasting systems...
Persistent link: https://www.econbiz.de/10014322586
Saved in:
7
Sectoral herding behaviour in the Indian financial market
Madaan, Veena
;
Shrivastava, Monica
- In:
Global business & economics review
26
(
2022
)
2
,
pp. 185-213
Persistent link: https://www.econbiz.de/10012887569
Saved in:
8
Asymmetric volatility spillovers of oil price and exchange rate on chemical stocks : fresh results from a VAR-TBEKK-in-mean model for Iran
Sayadi, Mohammad
;
Rafei, Meysam
;
Sheykha, Younes
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
4
,
pp. 885-904
Persistent link: https://www.econbiz.de/10013531088
Saved in:
9
The choice of GARCH models to forecast value-at-risk for currencies (euro exchange rates), crypto assets (Bitcoin and Ethereum), gold, silver and crude oil : automated processes, s...
Gohs, Andreas Marcus
-
2022
Regular or automated processes require reliable software applications that provide accurate volatility and Value-at-Risk forecasts. The univariate and multivariate GARCH models proposed in the literature are reviewed and the suitability of selected R functions for automated forecasting systems...
Persistent link: https://www.econbiz.de/10013474092
Saved in:
10
Effects of conditional oil volatility on exchange rate and stock markets returns
Bouazizi, Tarek
;
Mrad, Fatma
;
Hamida, Arafet
;
Nafti, Sawsen
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
2
,
pp. 53-71
Persistent link: https://www.econbiz.de/10013190003
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