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~isPartOf:"Economic modelling"
~subject:"Volatilität"
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Search: subject_exact:"Aktienindex"
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Volatilität
Aktienindex
30
Stock index
30
Aktienmarkt
16
Stock market
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Börsenkurs
15
Share price
15
Volatility
13
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9
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Baruník, Jozef
1
Dvořáková, Sylvie
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Feng, Yuanhua
1
Floros, Christos
1
Gil-Alaña, Luis A.
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1
Refenes, Apostolos-Paul
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Salvador, Enrique
1
Su, Jung-bin
1
Venetis, Ioannis A.
1
Vosgha, Hamed
1
Wang, Yudong
1
Xanthopoulos-Sisinis, Spyros
1
Yaya, OlaOluwa S.
1
Zhang, Yaojie
1
Zhang, Zhikai
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Economic modelling
Applied financial economics
25
International review of financial analysis
24
The North American journal of economics and finance : a journal of financial economics studies
23
The journal of futures markets
22
International review of economics & finance : IREF
20
Finance research letters
19
Applied economics letters
17
Journal of banking & finance
17
Journal of risk and financial management : JRFM
17
Applied economics
15
Journal of international financial markets, institutions & money
15
Discussion paper / Tinbergen Institute
13
Finance India : the quarterly journal of Indian Institute of Finance
12
Energy economics
11
International Journal of Energy Economics and Policy : IJEEP
11
Research in international business and finance
11
The empirical economics letters : a monthly international journal of economics
11
International journal of forecasting
10
Journal of empirical finance
10
Journal of forecasting
9
Working paper
9
Cogent economics & finance
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of econometrics
8
Pacific-Basin finance journal
8
Review of Pacific Basin financial markets and policies
8
Econometric Institute research papers
7
Economics letters
7
Journal of risk
7
Afro-Asian Journal of Finance and Accounting : AAJFA
6
Econometric reviews
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Research bulletin / The Institute of Cost Accountants of India
6
The IUP journal of applied finance : IJAF
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
CESifo working papers
5
Emerging markets, finance and trade : EMFT
5
Financial innovation : FIN
5
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
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1
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
2
Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Fenech, Jean-Pierre
;
Vosgha, Hamed
- In:
Economic modelling
77
(
2019
),
pp. 81-91
Persistent link: https://www.econbiz.de/10012198426
Saved in:
3
Hitting SKEW for SIX
Liu, Zhangxin
;
Faff, Robert W.
- In:
Economic modelling
64
(
2017
),
pp. 449-464
Persistent link: https://www.econbiz.de/10011761292
Saved in:
4
Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program
Lin, Wensheng
- In:
Economic modelling
67
(
2017
),
pp. 346-354
Persistent link: https://www.econbiz.de/10011813838
Saved in:
5
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
6
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
7
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Saved in:
8
Calendar anomalies in cash and stock index futures : international evidence
Floros, Christos
;
Salvador, Enrique
- In:
Economic modelling
37
(
2014
),
pp. 216-223
Persistent link: https://www.econbiz.de/10010417707
Saved in:
9
The persistence and asymmetric volatility in the Nigerian stock bull and bear markets
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
- In:
Economic modelling
38
(
2014
),
pp. 463-469
Persistent link: https://www.econbiz.de/10010419012
Saved in:
10
Realized volatility models and alternative Value-at-Risk prediction strategies
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Economic modelling
40
(
2014
),
pp. 101-116
Persistent link: https://www.econbiz.de/10010425716
Saved in:
11
Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
Saved in:
12
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
13
Non-linear in stock index returns : the volatility and serial correlation relationship
Venetis, Ioannis A.
;
Peel, David
- In:
Economic modelling
22
(
2005
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10002561649
Saved in:
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