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~subject:"ARCH model"
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ARCH model
Correlation
8,391
Theorie
8,263
Korrelation
8,063
Diversification
8,058
Theory
7,946
Diversifikation
7,515
Portfolio-Management
3,083
Portfolio selection
3,059
Schätzung
1,727
Volatility
1,695
Estimation
1,691
Volatilität
1,658
Experiment
1,657
Spieltheorie
1,637
Welt
1,619
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1,601
Capital income
1,567
Kapitaleinkommen
1,567
Game theory
1,566
Schätztheorie
1,430
Estimation theory
1,425
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1,369
diversification
1,362
United States
1,305
Börsenkurs
1,264
Share price
1,253
Risk
1,214
Stock market
1,172
Aktienmarkt
1,171
Risiko
1,157
correlation
1,063
Matching
1,036
ARCH-Modell
994
Lernprozess
966
Learning process
916
Asymmetrische Information
905
Asymmetric information
889
Konsumentenverhalten
838
Consumer behaviour
818
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16
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8
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1
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994
German
3
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1
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Engle, Robert F.
20
McAleer, Michael
19
Bauwens, Luc
16
Teräsvirta, Timo
16
Ledoit, Olivier
15
Wolf, Michael
14
Gupta, Rangan
11
Silvennoinen, Annastiina
11
Asai, Manabu
9
Caporin, Massimiliano
9
Guesmi, Khaled
8
Hafner, Christian M.
8
Karanasos, Menelaos
8
Otranto, Edoardo
8
De Nard, Gianluca
7
Lucas, André
7
Sheppard, Kevin
7
Boudt, Kris
6
Chang, Chia-Lin
6
Conrad, Christian
6
Dijk, Dick van
6
Hamori, Shigeyuki
6
Koopman, Siem Jan
6
Laurent, Sébastien
6
Manera, Matteo
6
Molnár, Peter
6
Pereira, Pedro L. Valls
6
Storti, Giuseppe
6
Tiwari, Aviral Kumar
6
Tsui, Albert K.
6
Amado, Cristina
5
Clements, Adam
5
Degiannakis, Stavros
5
Demirer, Rıza
5
Derbali, Abdelkader
5
Dimitriou, Dimitrios
5
Fałdziński, Marcin
5
Fiszeder, Piotr
5
Füss, Roland
5
Herwartz, Helmut
5
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Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of San Francisco
1
International Center for Financial Asset Management and Engineering
1
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Research in international business and finance
26
Economic modelling
23
Energy economics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of empirical finance
20
Finance research letters
19
International review of financial analysis
19
Journal of econometrics
19
The North American journal of economics and finance : a journal of financial economics studies
18
Discussion paper / Tinbergen Institute
15
Economics letters
15
International review of economics & finance : IREF
15
Journal of international financial markets, institutions & money
15
Journal of banking & finance
14
Applied economics
13
Applied economics letters
11
International journal of forecasting
11
Journal of international money and finance
10
The European journal of finance
10
Working paper series / University of Zurich, Department of Economics
10
CREATES research paper
9
Journal of financial econometrics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
CORE discussion papers : DP
7
Computational economics
7
Journal of risk and financial management : JRFM
7
The journal of futures markets
7
Working paper
7
Econometric reviews
6
International journal of economics and financial issues : IJEFI
6
International journal of finance & economics : IJFE
6
Journal of forecasting
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Econometrics : open access journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Global finance journal
5
International Journal of Energy Economics and Policy : IJEEP
5
Review of quantitative finance and accounting
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Working papers
5
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ECONIS (ZBW)
994
EconStor
1
RePEc
1
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1
When times get tough, gold is golden
Areal, Nelson
;
Oliveira, Benilde
;
Sampaio, Raquel …
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 507-526
Persistent link: https://www.econbiz.de/10010528951
Saved in:
2
Regime-switching angular
correlation
diversification
Lee, Hsiang-Tai
- In:
Finance research letters
50
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014234140
Saved in:
3
The dynamic dependence between the Chinese market and other international stock markets : a time-varying copula approach
Wang, Kehluh
;
Chen, Yi-Hsuan
;
Huang, Szu-wei
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 654-664
Persistent link: https://www.econbiz.de/10009303893
Saved in:
4
Do return and volatility traverse the Middel Eastern and North African (MENA) stock markets borders?
Bouri, Elie I.
;
Yahchouchi, Georges
- In:
Journal of economic studies
41
(
2014
)
2
,
pp. 217-344
Persistent link: https://www.econbiz.de/10010259262
Saved in:
5
How past market movements affect
correlation
and volatility
Becker, Christoph
;
Schmidt, Wolfgang M.
- In:
Journal of international money and finance
50
(
2015
),
pp. 78-107
Persistent link: https://www.econbiz.de/10010465421
Saved in:
6
Diversification
into other emerging nations : evidence from India
Gupta, Rakesh
;
Bang, Nupur Pavan
- In:
International journal of business and globalisation : IJBG
15
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011544013
Saved in:
7
Dynamic correlations and domestic-global
diversification
Li, Leon
- In:
Research in international business and finance
39
(
2017
),
pp. 280-290
Persistent link: https://www.econbiz.de/10011876476
Saved in:
8
Do oil producing countries offer international
diversification
benefits? : evidence from GCC countries
Mimouni, Karim
;
Charfeddine, Lanouar
;
Al-Azzam, Moh'd
- In:
Economic modelling
57
(
2016
),
pp. 263-280
Persistent link: https://www.econbiz.de/10011646913
Saved in:
9
Currency risk : comovements and intraday cojumps
Lahaye, Jérôme
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 53-76
Persistent link: https://www.econbiz.de/10011592734
Saved in:
10
Correlation
based clustering of the Amman stock exchange
Abdoh, Hussein A.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 259-265
Persistent link: https://www.econbiz.de/10011786586
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