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~subject:"Zeitreihenanalyse"
~isPartOf:"International journal of financial research"
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Zeitreihenanalyse
Aktienindex
6
Stock index
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ARCH model
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Volatility
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Volatilität
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volatility
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Alam, Md. Zahangir
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Masukujjaman, Md.
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Siddikee, Md. Noman
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Xiao, Bing
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International journal of financial research
Applied financial economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Tinbergen Institute
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International review of economics & finance : IREF
5
Investment management and financial innovations
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
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Econometric analysis of financial and economic time series ; part B
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Econometric reviews
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International journal of economics and financial issues : IJEFI
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International review of financial analysis
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Journal of banking & finance
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The journal of finance : the journal of the American Finance Association
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The journal of risk finance : JRF
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Advances in quantitative analysis of finance and accounting : a research annual
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Asia-Pacific financial markets
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Economics and finance working paper series
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Future Business Journal
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Global finance journal
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International Journal of Financial Studies : open access journal
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International journal of economics and finance
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International journal of emerging markets
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Journal of econometrics
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Journal of macroeconomics
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Predicting the volatility of the Russell 3000 stock index
Xiao, Bing
- In:
International journal of financial research
7
(
2016
)
4
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011578780
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2
Forecasting volatility of stock indices with ARCH model
Alam, Md. Zahangir
;
Siddikee, Md. Noman
;
Masukujjaman, Md.
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 126-143
Persistent link: https://www.econbiz.de/10010205105
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