//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Zeitreihenanalyse"
~subject:"ARCH model"
~isPartOf:"Journal of international financial markets, institutions & money"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Stock market index"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
ARCH model
Aktienindex
39
Stock index
39
Capital income
15
Kapitaleinkommen
15
Volatility
15
Volatilität
15
Aktienmarkt
12
Börsenkurs
12
Share price
12
Stock market
12
ARCH-Modell
8
Estimation
7
Portfolio selection
7
Portfolio-Management
7
Schätzung
7
Welt
6
World
6
Großbritannien
5
United Kingdom
5
Derivat
4
Derivative
4
EU countries
4
EU-Staaten
4
Japan
4
Risikomaß
4
Risk measure
4
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Forecasting model
3
France
3
Frankreich
3
Index
3
Index construction
3
Index number
3
Indexberechnung
3
Liquidity
3
Liquidität
3
Market efficiency
3
Market liquidity
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Ané, Thierry
1
Aragó, Vicent
1
Bouverot, Julien
1
Gambet, Jean-Benoît
1
Jacobsen, Ben
1
Li, Yan
1
Liang, Chao
1
Luo, Qin
1
Luu Duc Toan Huynh
1
McPherson, Matthew Q.
1
Nieto Soria, Luisa
1
Nishimura, Yusaku
1
Palardy, Joseph
1
Puttonen, Vesa
1
Riedel, Christoph
1
So, Mike Ka-pui
1
Sun, Bianxia
1
Ureche-Rangau, Loredana
1
Wagner, Niklas F.
1
Yu, Philip L. H.
1
more ...
less ...
Published in...
All
Journal of international financial markets, institutions & money
Applied financial economics
21
The North American journal of economics and finance : a journal of financial economics studies
18
International review of financial analysis
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Applied economics
12
Economic modelling
11
Journal of risk and financial management : JRFM
10
Research in international business and finance
10
International review of economics & finance : IREF
9
The journal of futures markets
9
Discussion paper / Tinbergen Institute
8
Finance research letters
8
International journal of economics and financial issues : IJEFI
8
Journal of forecasting
8
Applied economics letters
7
Finance India : the quarterly journal of Indian Institute of Finance
7
Journal of empirical finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
CESifo working papers
6
International journal of forecasting
6
Investment management and financial innovations
6
Journal of banking & finance
6
Journal of econometrics
6
Journal of risk
6
Umeå economic studies
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Econometric reviews
5
Energy economics
5
IES working paper
5
International Journal of Energy Economics and Policy : IJEEP
5
Research bulletin / The Institute of Cost Accountants of India
5
Review of financial economics : RFE
5
CBN journal of applied statistics
4
Cogent economics & finance
4
International Journal of Financial Studies : open access journal
4
International journal of economics and finance
4
International journal of financial research
4
Journal of applied econometrics
4
Pacific-Basin finance journal
4
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Saved in:
2
The intraday volatility spillover index approach and an application in the Brexit vote
Nishimura, Yusaku
;
Sun, Bianxia
- In:
Journal of international financial markets, …
55
(
2018
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011984139
Saved in:
3
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
4
Robust outlier detection for Asia-Pacific stock index returns
Ané, Thierry
;
Ureche-Rangau, Loredana
;
Gambet, Jean-Benoît
- In:
Journal of international financial markets, …
18
(
2008
)
4
,
pp. 326-343
Persistent link: https://www.econbiz.de/10003727941
Saved in:
5
Are international stock returns predictable? : An examination of linear and non-linear pridictability using generalized spectral tests
McPherson, Matthew Q.
;
Palardy, Joseph
- In:
Journal of international financial markets, …
17
(
2007
)
5
,
pp. 452-464
Persistent link: https://www.econbiz.de/10003609496
Saved in:
6
Empirical analysis of GARCH models in value at risk estimation
So, Mike Ka-pui
;
Yu, Philip L. H.
- In:
Journal of international financial markets, …
16
(
2006
)
2
,
pp. 180-197
Persistent link: https://www.econbiz.de/10003300803
Saved in:
7
Heteroskedasticity in the returns of the main world stock exchange indices : volume versus GARCH effects
Aragó, Vicent
;
Nieto Soria, Luisa
- In:
Journal of international financial markets, …
15
(
2005
)
3
,
pp. 271-284
Persistent link: https://www.econbiz.de/10002922227
Saved in:
8
Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben
- In:
Journal of international financial markets, …
5
(
1995
)
2/3
,
pp. 37-52
Persistent link: https://www.econbiz.de/10001507986
Saved in:
9
International transmission of volatility between stock and stock index futures markets
Puttonen, Vesa
- In:
Journal of international financial markets, …
5
(
1995
)
2/3
,
pp. 97-115
Persistent link: https://www.econbiz.de/10001508146
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->