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Search: subject:"conditional volatility"
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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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Free
172
Undetermined
127
CC license
5
Type of publication
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Article
197
Book / Working Paper
151
Other
2
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Article in journal
120
Aufsatz in Zeitschrift
120
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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2
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English
216
Undetermined
131
German
2
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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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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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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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221
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
Saved in:
222
BRIC's risk management based on an innovative VaR
Matos, Paulo
;
Cruz, Rogério
;
Jucá, Iana
;
Azevedo, Alana
- In:
The empirical economics letters : a monthly …
14
(
2015
)
7
,
pp. 697-704
Persistent link: https://www.econbiz.de/10011419292
Saved in:
223
Modelling conditional moments and correlation with the continuous hidden-threshold-skew-normal distribution
Belhachemi, Rachid
;
Rostan, Pierre
;
Racicot, François-Éric
- In:
Applied economics
47
(
2015
)
49/51
,
pp. 5461-5475
Persistent link: https://www.econbiz.de/10011341770
Saved in:
224
Factors effecting trading volume : a test of mixed distribution hypothesis
Ananzeh, Izz Eddien Naif
- In:
International journal of financial research
6
(
2015
)
4
,
pp. 207-216
Persistent link: https://www.econbiz.de/10011405503
Saved in:
225
Islamic calendar anomalies : evidence from Pakistani firm-level data
Halari, Anwar
;
Tantisantiwong, Nongnuch
;
Power, David M.
; …
- In:
The quarterly review of economics and finance : journal …
58
(
2015
),
pp. 64-73
Persistent link: https://www.econbiz.de/10011574069
Saved in:
226
Relationship between volatilities of stock market and instruments of monetary policy in Vietnam
Tran Phuong Thao
;
Phan Chung Thuy
- In:
Journal of economic development
22
(
2015
)
1
,
pp. 82-99
Persistent link: https://www.econbiz.de/10011564408
Saved in:
227
Modelling a latent daily Tourism Financial Conditions Index
Chang, Chia-Lin
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011573563
Saved in:
228
Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015
Lera, Sandro Claudio
;
Sornette, Didier
-
2015
conditional
volatility
and density distribution close to the target zone limit, we present clear and direct evidence that the …
Persistent link: https://www.econbiz.de/10011411918
Saved in:
229
Volatility spillover dynamics and relationship across G7 financial markets
Liow, Kim Hiang
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 328-365
Persistent link: https://www.econbiz.de/10011535255
Saved in:
230
Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework : the financial and economic role of structural breaks
Block, Alexander Souza
;
Righi, Marcelo Brutti
; …
- In:
Energy economics
49
(
2015
),
pp. 23-32
Persistent link: https://www.econbiz.de/10011536627
Saved in:
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