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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Aktienindex
4,829
Stock index
4,771
Börsenkurs
1,470
Share price
1,466
Volatilität
1,329
Volatility
1,327
Aktienmarkt
1,149
Stock market
1,138
Capital income
1,001
Kapitaleinkommen
1,001
Theorie
950
Theory
949
Estimation
904
Schätzung
904
USA
797
United States
795
ARCH model
608
ARCH-Modell
608
Index futures
584
Index-Futures
584
Index
503
Index number
500
Portfolio selection
498
Portfolio-Management
498
Prognoseverfahren
496
Forecasting model
493
Welt
410
World
410
Deutschland
386
Germany
381
Time series analysis
342
Economic indicator
341
Wirtschaftsindikator
341
Indexberechnung
282
Index construction
280
Cointegration
227
Kointegration
224
India
217
Indien
216
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Online availability
All
Free
93
Undetermined
77
Type of publication
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Article
236
Book / Working Paper
107
Type of publication (narrower categories)
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Article in journal
222
Aufsatz in Zeitschrift
222
Graue Literatur
58
Non-commercial literature
58
Arbeitspapier
54
Working Paper
54
Aufsatz im Buch
14
Book section
14
Hochschulschrift
13
Thesis
12
Bibliografie enthalten
3
Bibliography included
3
Aufsatzsammlung
1
Guidebook
1
Mehrbändiges Werk
1
Multi-volume publication
1
Ratgeber
1
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English
328
German
11
Spanish
2
French
1
Polish
1
Author
All
Gil-Alaña, Luis A.
15
Caporale, Guglielmo Maria
10
McAleer, Michael
7
Allen, David E.
6
Lux, Thomas
6
Ajmi, Ahdi Noomen
5
Härdle, Wolfgang
5
Blazsek, Szabolcs
4
Christensen, Bent Jesper
4
Escribano, Álvaro
4
Franses, Philip Hans
4
Gupta, Rangan
4
Nasr, Adnen Ben
4
Nielsen, Morten Ørregaard
4
Sattarhoff, Cristina
4
Yang, Minxian
4
Zhu, Jie
4
Brännäs, Kurt
3
Chang, Chia-Lin
3
Li, Wai Keung
3
Lönnbark, Carl
3
Mittnik, Stefan
3
Paolella, Marc S.
3
Singh, Abhay Kumar
3
Tiwari, Aviral Kumar
3
Ayala, Astrid
2
Barkoulas, John T.
2
Baum, Christopher F.
2
Billio, Monica
2
Caldeira, João F.
2
Casarin, Roberto
2
Chang, Yoosoon
2
Degiannakis, Stavros Antonios
2
Ferreira, Paulo
2
Ghijsels, Hendrik
2
Gil-Alana, Luis A.
2
Hansson, Björn A.
2
He, Xue-zhong
2
Hellenkamp, André
2
Herrera, Rodrigo
2
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Institution
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Ekonomiska forskningsinstitutet <Stockholm>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Published in...
All
Applied financial economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Discussion paper / Tinbergen Institute
6
International review of economics & finance : IREF
5
Investment management and financial innovations
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied economics
4
Economic modelling
4
International journal of forecasting
4
Journal of forecasting
4
Umeå economic studies
4
Afro-Asian Journal of Finance and Accounting : AAJFA
3
Applied economics letters
3
CESifo working papers
3
Econometric analysis of financial and economic time series ; part B
3
Econometric reviews
3
International journal of economics and financial issues : IJEFI
3
International review of financial analysis
3
Journal of banking & finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of risk finance : JRF
3
Working paper
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Asia-Pacific financial markets
2
Economics and finance working paper series
2
Economics letters
2
Economics working paper
2
Future Business Journal
2
Global finance journal
2
International Journal of Financial Studies : open access journal
2
International journal of economics and finance
2
International journal of emerging markets
2
International journal of financial research
2
Journal of applied econometrics
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Journal of macroeconomics
2
Journal of risk
2
Journal of risk : JOR
2
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ECONIS (ZBW)
343
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301
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343
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343
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301
Modeling day-of-the-week seasonality in the S&P 500 index
Franses, Philip Hans
;
Paap, Richard
-
1998
Persistent link: https://www.econbiz.de/10000988101
Saved in:
302
Non-linear threshold relationships between inflation and nominal returns : a time series approach to 39 different countries
Barnes, Michelle L.
-
1998
Persistent link: https://www.econbiz.de/10000995106
Saved in:
303
Nonparametric statistical tests for the random walk in stock prices
Cerrito, Patricia
;
Olson, Dennis
;
Ostaszewski, Krzysztof M.
- In:
Advances in quantitative analysis of finance and …
6
(
1998
),
pp. 27-36
Persistent link: https://www.econbiz.de/10001406201
Saved in:
304
Cointegration, forecasting and international stock prices
Crowder, William J.
;
Wohar, Mark E.
- In:
Global finance journal
9
(
1998
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10001352063
Saved in:
305
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Asia-Pacific financial markets
5
(
1998
)
2
,
pp. 99-128
Persistent link: https://www.econbiz.de/10001372063
Saved in:
306
A stochastic volatility model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
Saved in:
307
Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
Saved in:
308
Extreme events from the return-volume process : a discretization approach for complexity reduction
Bühlmann, Peter
- In:
Applied financial economics
8
(
1998
)
3
,
pp. 267-278
Persistent link: https://www.econbiz.de/10001244166
Saved in:
309
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 217-244
Persistent link: https://www.econbiz.de/10001244225
Saved in:
310
Predicting stock index volatility : can market volume help?
Brooks, Chris
- In:
Journal of forecasting
17
(
1998
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10001245342
Saved in:
311
An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 357-361
Persistent link: https://www.econbiz.de/10001246504
Saved in:
312
A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
Saved in:
313
Real and spurious long-memory properties of stock-market data
Lobato, Ignacio N.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 261-268
Persistent link: https://www.econbiz.de/10001246513
Saved in:
314
Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
Gannon, Gerard L.
- In:
International review of financial analysis
7
(
1998
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10001252958
Saved in:
315
Bayesian analysis of stochastic volatility models with flexible tails
Steel, Mark F. J.
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
Saved in:
316
Propagative causal price transmission among international stock markets : evidence from pre- and post-globalization period
Masih, Abdul Mansur M.
(
contributor
); …
-
1998
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001456816
Saved in:
317
Nonlinear modelling of the Finnish banking and finance branch index
Östermark, Ralf
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000963050
Saved in:
318
Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa
;
Lanne, Markku
-
1997
Persistent link: https://www.econbiz.de/10000963925
Saved in:
319
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
320
Additive outliers, garch and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
-
1997
Persistent link: https://www.econbiz.de/10000969033
Saved in:
321
ARCH and bilinearity as competing models for nonlinear dependence
Bera, Anil K.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 43-50
Persistent link: https://www.econbiz.de/10001214314
Saved in:
322
Uncovering nonlinear structure in real-time stock-market indexes : the S&P 500, the DAX, the Nikkei 225, and the FTSE-100
Abhyankar, Abhay
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001214331
Saved in:
323
Estimation non paramétrique de la dépendance sérielle sur les rentabilités boursières d'indices internationaux
Louvet, Pascal
- In:
Journal de la Société de Statistique de Paris
138
(
1997
)
1
,
pp. 53-79
Persistent link: https://www.econbiz.de/10001247028
Saved in:
324
The arrival rate of initial public offers in the UK
Rees, William
- In:
European financial management : the journal of the …
3
(
1997
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10001216134
Saved in:
325
Forecasting the S&P 500 index volatility
Chen, An-sing
- In:
International review of economics & finance : IREF
6
(
1997
)
4
,
pp. 391-404
Persistent link: https://www.econbiz.de/10001235520
Saved in:
326
Augmented ARCH models for financial time series : stability conditions and empirical evidence
Kunst, Robert M.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 575-586
Persistent link: https://www.econbiz.de/10001240823
Saved in:
327
Stochastic trends in stock prices : evidence from Latin American markets
Choudhry, Taufiq
- In:
Journal of macroeconomics
19
(
1997
)
2
,
pp. 285-304
Persistent link: https://www.econbiz.de/10001218203
Saved in:
328
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
;
Teräsvirta, Timo
;
Åsbrink, Stefan E.
-
1996
Persistent link: https://www.econbiz.de/10000947704
Saved in:
329
Daily returns in international stock markets : predictability, nonlinearity, and transaction costs
Satchell, Stephen
- In:
Nonlinear dynamics and economics : proceedings of the …
,
(pp. 369-391)
.
1996
Persistent link: https://www.econbiz.de/10001297232
Saved in:
330
Statistical aspects of ARCH and stochastic volatility
Shephard, Neil G.
- In:
Time series models : in econometrics, finance and other …
,
(pp. 1-67)
.
1996
Persistent link: https://www.econbiz.de/10001319937
Saved in:
331
Uncertainty and overconfidence in time series forecasts : application to the Standard & Poor's 500 Stock Index
Gordon, Danielle A.
- In:
Applied financial economics
6
(
1996
)
3
,
pp. 189-198
Persistent link: https://www.econbiz.de/10001202674
Saved in:
332
Spectral analysis in three dimensions : the examination of economic interdependence between New York, London, Tokyo and the Pacific Basin equity market indices
Lin, Shih-mo
- In:
The journal of applied business research
12
(
1996
)
3
,
pp. 72-84
Persistent link: https://www.econbiz.de/10001205325
Saved in:
333
Some empirical evidence on the time-series properties of four UK asset prices
Lane, J. A.
- In:
Economica
63
(
1996
)
251
,
pp. 405-426
Persistent link: https://www.econbiz.de/10001207841
Saved in:
334
The econometrics of the "market model" : cointegration, error correction and exogeneity
Mills, Terence C.
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 275-286
Persistent link: https://www.econbiz.de/10001211526
Saved in:
335
Long-term dependence in stock returns
Barkoulas, John T.
- In:
Economics letters
53
(
1996
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
Saved in:
336
Aktienindexprognosen mit Fehlerkorrekturmodellen und dem ökonomisch relevanten Zins
Sauer, Egbert
-
1995
Persistent link: https://www.econbiz.de/10000919875
Saved in:
337
A new approach for testing the randomness of heteroskedastic time series data
Kishimoto, Kazuo
- In:
Financial engineering and the Japanese markets
2
(
1995
)
3
,
pp. 197-218
Persistent link: https://www.econbiz.de/10001203354
Saved in:
338
Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung
- In:
The statistician : journal of the Institute of Statisticians
44
(
1995
)
3
,
pp. 333-341
Persistent link: https://www.econbiz.de/10001185761
Saved in:
339
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:
340
The efficiency of spot and futures stock indices : a survey based perspective
MacDonald, Ronald
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 431-454
Persistent link: https://www.econbiz.de/10001183584
Saved in:
341
A time series test of calendar seasonalities in the S & P 500 index since the introduction of index derivative securities
Cyr, Don J.
- In:
The journal of futures markets
14
(
1994
)
5
,
pp. 511-529
Persistent link: https://www.econbiz.de/10001169818
Saved in:
342
An index of co-movements in financial time series
Sentana, Enrique
;
Shah, Mushtaq
-
1994
Persistent link: https://www.econbiz.de/10000893176
Saved in:
343
Autocorrelation of daily index returns : intraday-to-intraday versus close-to-close intervals
McInish, Thomas H.
- In:
Journal of banking & finance
15
(
1991
)
1
,
pp. 193-206
Persistent link: https://www.econbiz.de/10001100942
Saved in:
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