//--> //--> //--> //-->
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"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~subject:"ARCH model"
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:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
ARCH model
Theorie
456
Theory
456
Estimation
88
Schätzung
88
Forecasting model
43
Prognoseverfahren
43
Time series analysis
42
Capital income
39
Kapitaleinkommen
39
Volatility
39
Volatilität
39
Portfolio selection
35
Portfolio-Management
35
Börsenkurs
28
Geldpolitik
28
Monetary policy
28
Share price
28
Risiko
26
Risk
26
CAPM
22
ARCH-Modell
21
Aktienmarkt
21
Stock market
21
Exchange rate
19
Wechselkurs
19
Welt
19
World
19
Inflation
18
Technical efficiency
18
Technische Effizienz
18
Statistical distribution
17
Statistische Verteilung
17
USA
17
United States
17
Risikomaß
16
Risk measure
16
Interest rate
15
Zins
15
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
56
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Language
All
English
56
Author
All
Gil-Alaña, Luis A.
5
Moosa, Imad A.
3
Bahmani-Oskooee, Mohsen
2
Blazsek, Szabolcs
2
Brorsen, B. Wade
2
Kim, Jong-Min
2
Ranjbar, Omid
2
Abid, Ilyes
1
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Allen, David E.
1
An, Sufang
1
Arteche, Josu
1
Astorkiza, Kepa
1
Ayestarán, Raquel
1
Barai, Parama
1
Bastianin, Andrea
1
Bermejo Muñoz, Lorenzo
1
Beruvides, Mario
1
Blazevic Buric, Sanja
1
Burns, Kelly
1
Caporale, Guglielmo Maria
1
Caporin, Massimiliano
1
Chang, Matthew C.
1
Chang, Tsangyao
1
Charfeddine, Lanouar
1
Chen, Shujuan
1
Chu, Guoqing
1
Chung, Keunsuk
1
Clark, Steven P.
1
Coggin, T. Daniel
1
Cordero-Franco, Alvaro E.
1
Costa, Carlos E. da
1
Costola, Michele
1
Damásio, Bruno
1
Dhaoui, Abderrazak
1
Diao, Xundi
1
Ding, Jin
1
Dong, Qingma
1
El-Khatib, Youssef
1
more ...
less ...
Published in...
All
Applied economics
International journal of forecasting
189
Journal of econometrics
122
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
109
Economics letters
76
Computational economics
70
Economic modelling
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Journal of forecasting
55
Finance research letters
54
Energy economics
50
Econometric reviews
45
Journal of empirical finance
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
35
SpringerLink / Bücher
35
Journal of financial econometrics
34
Discussion paper / Centre for Economic Policy Research
33
Journal of time series econometrics
32
The North American journal of economics and finance : a journal of financial economics studies
32
Quantitative finance
31
International review of economics & finance : IREF
30
Journal of economic dynamics & control
29
European journal of operational research : EJOR
28
Econometric theory
26
Journal of banking & finance
24
Applied economics letters
23
Discussion papers / CEPR
20
International review of financial analysis
20
Insurance / Mathematics & economics
19
Research in international business and finance
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
The European journal of finance
15
Journal of risk
14
International journal of production research
13
Journal of international financial markets, institutions & money
13
Macroeconomic dynamics
12
Journal of applied econometrics
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of international money and finance
11
Theoretical economics letters
11
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
3
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
4
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
5
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
6
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
7
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
8
Nonlinear dynamical analysis of metal futures price fluctuations : a recurrence quantification analysis approach
Sun, Xiaotian
;
Fang, Wei
;
Gao, Xiangyun
;
An, Sufang
;
Wu, Tao
- In:
Applied economics
55
(
2023
)
10
,
pp. 1142-1155
Persistent link: https://www.econbiz.de/10013499028
Saved in:
9
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
10
Oil volatility forecasting and risk allocation : evidence from an extended mixed-frequency volatility model
Shang, Yuhuang
;
Dong, Qingma
- In:
Applied economics
53
(
2021
)
10
,
pp. 1127-1142
Persistent link: https://www.econbiz.de/10012425453
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->