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Aktienindex
41
Stock index
41
Volatility
15
Volatilität
15
Aktienmarkt
14
Stock market
14
Estimation
12
Schätzung
12
Börsenkurs
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Allen, David E.
2
Singh, Abhay Kumar
2
Yoon, Seong-min
2
Abakah, Emmanuel Joel Aikins
1
Abutaleb, Ahmed S.
1
Ahmad, Muhammad Farooq
1
Albulescu, Claudiu Tiberiu
1
Araar, Abdelkrim
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Aragó, Vicent
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Aslam, Faheem
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Aubin, Christian
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Aziz, Saqib
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Barai, Parama
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BenSaïda, Ahmed
1
Bhar, Ramaprasad
1
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1
Browne, Frank
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Cabrera, Gustavo
1
Caporale, Guglielmo Maria
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Chang, Jung-Hsien
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Chang, Tsangyao
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Cheffou, Abdoulkarim Idi
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Chelley-Steeley, Patricia L.
1
Chen, Xiuwen
1
Chiang, Min-Hsien
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Clements, Kenneth W.
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Coronado, Semei
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DasGupta, Ranjan
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Degiannakis, Stavros
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Doran, David
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Elyasiani, Elyas
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Fernández Poncet, Adrián
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Ferrer, Román
1
Fortin, Mario
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Gambarelli, Luca
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Applied economics
Applied financial economics
95
International review of financial analysis
63
The journal of futures markets
62
IMF Working Papers
51
International review of economics & finance : IREF
48
Applied economics letters
44
Journal of banking & finance
44
Finance research letters
43
The North American journal of economics and finance : a journal of financial economics studies
42
Journal of international financial markets, institutions & money
39
IMF Staff Country Reports
37
Journal of risk and financial management : JRFM
36
Investment management and financial innovations
34
Journal of empirical finance
33
Economic modelling
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NBER working paper series
29
Research in international business and finance
28
The journal of asset management
28
Finance India : the quarterly journal of Indian Institute of Finance
26
International journal of economics and finance
26
The European journal of finance
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Pacific-Basin finance journal
24
The journal of finance : the journal of the American Finance Association
24
International journal of economics and financial issues : IJEFI
22
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
International Journal of Energy Economics and Policy : IJEEP
20
Managerial finance
20
The empirical economics letters : a monthly international journal of economics
20
Cogent economics & finance
19
Discussion paper / Tinbergen Institute
19
International journal of theoretical and applied finance
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of forecasting
19
Review of quantitative finance and accounting
19
The review of financial studies
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19
International journal of finance & economics : IJFE
18
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ECONIS (ZBW)
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1
Reliability study of stock index forecasting in volatile and trending cities using public sentiment : based on word2Vec and LSTM models
Ma, Yuanyuan
;
Liu, Chenglong
;
Zhang, Jie Tian
;
Liu, Yanze
- In:
Applied economics
55
(
2023
)
43
,
pp. 5013-5032
Persistent link: https://www.econbiz.de/10014334940
Saved in:
2
Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen
- In:
Applied economics
55
(
2023
)
48
,
pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498
Saved in:
3
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
4
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
Saved in:
5
US policy responses to the COVID-19 pandemic and sectoral stock indices : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Abakah, …
- In:
Applied economics
55
(
2023
)
3
,
pp. 283-292
Persistent link: https://www.econbiz.de/10013494423
Saved in:
6
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
7
COVID-19 pandemic and the dependence structure of global stock markets
Aslam, Faheem
;
Mughal, Khurrum Shahzad
;
Aziz, Saqib
; …
- In:
Applied economics
54
(
2022
)
18
,
pp. 2013-2031
Persistent link: https://www.econbiz.de/10012875715
Saved in:
8
Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Tiwari, Aviral Kumar
;
Pathak, Rajesh
;
DasGupta, Ranjan
; …
- In:
Applied economics
53
(
2021
)
58
,
pp. 6770-6788
Persistent link: https://www.econbiz.de/10012697968
Saved in:
9
Conventional and Islamic stock market liquidity and volatility during COVID 19
Jawadi, Fredj
;
Cheffou, Abdoulkarim Idi
;
Jawadi, Nabila
; …
- In:
Applied economics
53
(
2021
)
60
,
pp. 6944-6963
Persistent link: https://www.econbiz.de/10012697985
Saved in:
10
Deep time series forecasting for enhanced index tracking
Kim, Saejoon
- In:
Applied economics
53
(
2021
)
17
,
pp. 1916-1934
Persistent link: https://www.econbiz.de/10012500905
Saved in:
11
The skewness index : uncovering the relationship with volatility and market returns
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
53
(
2021
)
31
,
pp. 3619-3635
Persistent link: https://www.econbiz.de/10012589497
Saved in:
12
The cross-market dynamic effects of liquidity on volatility : evidence from Chinese stock index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Xu, Yanyan
;
Wang, Lu
- In:
Applied economics
52
(
2020
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10012197378
Saved in:
13
Short term response of Chinese stock markets to the outbreak of COVID-19
Liu, Haiyue
;
Wang, Yile
;
He, Dongmei
;
Wang, Changyu
- In:
Applied economics
52
(
2020
)
53
,
pp. 5859-5872
Persistent link: https://www.econbiz.de/10012308335
Saved in:
14
CVaR-LASSO Enhanced Index Replication (CLEIR) : outperforming by minimizing downside risk
Gendreau, Brian C.
;
Jin, Yong
;
Nimalendran, Mahendrarajah
; …
- In:
Applied economics
51
(
2019
)
52
,
pp. 5637-5651
Persistent link: https://www.econbiz.de/10012197263
Saved in:
15
Spillovers of volatility index : evidence from U.S., European, and Asian stock markets
Shu, Hui-chu
;
Chang, Jung-Hsien
- In:
Applied economics
51
(
2019
)
19
,
pp. 2070-2083
Persistent link: https://www.econbiz.de/10012196641
Saved in:
16
Does Shariah compliance make interest rate sensitivity of Islamic equities lower? : an industry level analysis under different market states
Umar, Zaghum
;
Shahzad, Syed Jawad Hussain
;
Ferrer, Román
; …
- In:
Applied economics
50
(
2018
)
42
,
pp. 4500-4521
Persistent link: https://www.econbiz.de/10012061195
Saved in:
17
A Bayesian approach to model changes in volatility in the Mexican stock exchange index
Cabrera, Gustavo
;
Coronado, Semei
;
Rojas, Omar
;
Romero, …
- In:
Applied economics
50
(
2018
)
15
,
pp. 1716-1724
Persistent link: https://www.econbiz.de/10011848848
Saved in:
18
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra
;
Barai, Parama
;
Rajib, Prabina
- In:
Applied economics
50
(
2018
)
23
,
pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
Saved in:
19
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes
Mensi, Walid
;
Hammoudeh, Shawkat
;
Sensoy, Ahmet
;
Yoon, …
- In:
Applied economics
49
(
2017
)
25
,
pp. 2456-2479
Persistent link: https://www.econbiz.de/10011819434
Saved in:
20
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
49
(
2017
)
7
,
pp. 677-692
Persistent link: https://www.econbiz.de/10011810876
Saved in:
21
Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
Applied economics
49
(
2017
)
18
,
pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
Saved in:
22
Index arbitrage and dynamics between REIT index futures and spot prices
Zhou, Jian
- In:
Applied economics
49
(
2017
)
19
,
pp. 1875-1885
Persistent link: https://www.econbiz.de/10011816956
Saved in:
23
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
24
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
25
The valuation of patents using third-party data : the Ocean Tomo 300 Patent Index
Mauck, Nathan
;
Pruitt, Stephen W.
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3995-3998
Persistent link: https://www.econbiz.de/10011639920
Saved in:
26
The impact of large-scale asset purchases on the S & P 500 index, long-term interest rates and unemployment
Bhar, Ramaprasad
;
Malliaris, Anastasios G.
;
Malliaris, …
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6010-6018
Persistent link: https://www.econbiz.de/10011380957
Saved in:
27
Modelling the dependence structures of Australian iTraxx CDS index
Fenech, Jean-pierre
;
Vosgha, Hamed
;
Shafik, Salwa
- In:
Applied economics
46
(
2014
)
4/6
,
pp. 420-431
Persistent link: https://www.econbiz.de/10010358995
Saved in:
28
Volatility and stock price indexes
Clements, Kenneth W.
;
Izan, H. Y.
;
Lan, Yihui
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3255-3262
Persistent link: https://www.econbiz.de/10010345452
Saved in:
29
Are US stock index returns predictable? : evidence from automatic autocorrelation-based tests
Lim, Kian-Ping
;
Luo, Weiwei
;
Kim, Jae H.
- In:
Applied economics
45
(
2013
)
7/9
,
pp. 953-962
Persistent link: https://www.econbiz.de/10009718484
Saved in:
30
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3533-3550
Persistent link: https://www.econbiz.de/10009619742
Saved in:
31
Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Su, Ender
;
Bilson, John F.
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575
Saved in:
32
Linkages in international stock markets : evidence from a classification procedure
Sosvilla-Rivero, Simón
;
Rodríguez, Pedro N.
- In:
Applied economics
42
(
2010
)
16/18
,
pp. 2081-2089
Persistent link: https://www.econbiz.de/10008747190
Saved in:
33
Time-varying inter-market linkage of international stock markets
Hu, Y.-P.
;
Lin, Lin
;
Kao, J.-W.
- In:
Applied economics
40
(
2008
)
19/21
,
pp. 2501-2507
Persistent link: https://www.econbiz.de/10003803097
Saved in:
34
Rolling-sampled parameters of ARCH and Levy-stable models
Degiannakis, Stavros
;
Livada, Alexandra
;
Panas, …
- In:
Applied economics
40
(
2008
)
22/24
,
pp. 3051-3067
Persistent link: https://www.econbiz.de/10003803846
Saved in:
35
Regime switching cointegration tests for the Asian stock index futures : evidence for MSCI Taiwan, Nikkei 225, Hong Kong Hang-Seng, and SGX straits times indices
Chiang, Min-Hsien
;
Wang, Jo-Yu
- In:
Applied economics
40
(
2008
)
1/3
,
pp. 285-293
Persistent link: https://www.econbiz.de/10003721960
Saved in:
36
Analysis of long-run benefits from international equity diversification between Taiwan and its major European trading partners : an empirical note
Chang, Tsangyao
;
Nieh, Chien-chung
;
Wei, Ching-chun
- In:
Applied economics
38
(
2006
)
19
,
pp. 2277-2283
Persistent link: https://www.econbiz.de/10003385877
Saved in:
37
Do equity index industry groups improve forecasts of inflation and production? : A US analysis
Browne, Frank
;
Doran, David
- In:
Applied economics
37
(
2005
)
15
,
pp. 1801-1812
Persistent link: https://www.econbiz.de/10003084777
Saved in:
38
Expiration and maturity effect : empirical evidence from the Spanish spot and futures stock index
Aragó, Vicent
;
Fernández Poncet, Adrián
- In:
Applied economics
34
(
2002
)
13
,
pp. 1617-1626
Persistent link: https://www.econbiz.de/10001692502
Saved in:
39
Maximum likelihood estimation of time-varying parameters : an application to the Athens Stock Exchange index
Abutaleb, Ahmed S.
;
Papaioannou, Michael G.
- In:
Applied economics
32
(
2000
)
10
,
pp. 1323-1328
Persistent link: https://www.econbiz.de/10001527086
Saved in:
40
Exchange controls and European stock market integration
Chelley-Steeley, Patricia L.
- In:
Applied economics
30
(
1998
)
2
,
pp. 263-267
Persistent link: https://www.econbiz.de/10001241352
Saved in:
41
Sectoral shifts, stock market dispersion and unemployment in Canada
Fortin, Mario
- In:
Applied economics
29
(
1997
)
6
,
pp. 829-839
Persistent link: https://www.econbiz.de/10001222640
Saved in:
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