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~subject:"ARCH-Modell"
~type_genre:"Aufsatz im Buch"
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ARCH-Modell
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Forecasting volatility in the financial markets
5
East European transition and EU enlargement : a quantitative approach ; with 105 tables
2
Econometric analysis of financial and economic time series ; part a
2
Quantitative financial risk management
2
Risk management decisions and value under uncertainty
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Stock returns : cyclicity, prediction and economic consequences
2
Advances in Management Research : Emerging Challenges and Trends
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Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
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Annals of operations research ; volume 284, numbers 1 (January 2020)
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Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
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Business Development and Economic Governance in Southeastern Europe : 13th International Conference on the Economies of the Balkan and Eastern European Countries (EBEEC), Pafos, Cyprus, 2021
1
Business and finance : performance and management
1
Business research : an illustrative guide to practical methodological applications in selected case studies
1
Capital markets
1
Capital markets in Central and Eastern Europe : [papers included in this book were presented at the conference 'Capital Markets in Emerging Economies - Central and Eastern Europe' that was held in Vienna at the Institute for Advanced Studies, February 14-15, 1997]
1
China's rise and internationalization : regional and global challenges and impacts
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Cryptocurrencies in all aspects
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Decision making and risk/return optimization in financial economics
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Developments in forecast combination and portfolio choice
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Econometric modelling of issues in Caribbean economics and finance
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Economies et sociétés ; 48,8
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Emerging markets : identification, new developments and investments
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Encyclopedia of economics research ; Vol. 2
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Environmental, social, and governance perspectives on economic development in Asia ; part A
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Essays in nonlinear time series econometrics
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Evoluation of money, banking and financial crisis : history, theory and policy
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Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
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Financial and macroeconomic dynamics in Central and Eastern Europe : a Bayesian approach
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Financial econometrics and empirical market microstructure
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ECONIS (ZBW)
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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
2
Investigating the day-of-the-week effect on bitcoin returns
Bursa, Nurbanu
- In:
Cryptocurrencies in all aspects
,
(pp. 207-214)
.
2019
Persistent link: https://www.econbiz.de/10012108574
Saved in:
3
Impact of the volatility of macroeconomic variables on the volatility of stock market returns : Nigeria's experience
Nkoro, Emeka
;
Uko, Aham Kelvin
- In:
Global strategies in banking and finance
,
(pp. 218-230)
.
2014
Persistent link: https://www.econbiz.de/10010459149
Saved in:
4
Neuro-linguistic-programming-based modeling of stock markets
Babaev, Mamed
;
Savenko, Oxana
- In:
Fractal approaches for modeling financial assets and …
,
(pp. 205-229)
.
2018
Persistent link: https://www.econbiz.de/10011860802
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5
Construction and backtesting of a multi-factor stress-scenario for the stock market
Boldyrev, Kirill
;
Andrianov, Dmitry
;
Ivliev, Sergey
- In:
Financial econometrics and empirical market microstructure
,
(pp. 37-45)
.
2015
Persistent link: https://www.econbiz.de/10011326724
Saved in:
6
GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
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7
Looking for the pattern of GARCH type models in Polish stock exchange returns : comparison with indices of the EU and the East European stock markets
Fiszeder, Piotr
;
Románski, Jerzy
- In:
East European transition and EU enlargement : a …
,
(pp. 355-369)
.
2002
Persistent link: https://www.econbiz.de/10001686532
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8
Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard
;
Grammig, Joachim
-
2001
Persistent link: https://www.econbiz.de/10001615045
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9
Market risk under a price limit regime : evidence for Chinese stock markets
Friedmann, Ralph
;
Sanddorf-Köhle, Walter G.
-
2001
Persistent link: https://www.econbiz.de/10001615095
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10
The determinants of bank's stock volatility
Topaloğlu, Emre Esat
;
Sakur, Reşat
;
Yaman, Serdar
- In:
Evoluation of money, banking and financial crisis : …
,
(pp. 323-338)
.
2020
Persistent link: https://www.econbiz.de/10012802552
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