//--> //--> //--> //-->
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
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
165
ARCH-Modell
165
Volatility
131
Volatilität
131
Capital income
63
Kapitaleinkommen
63
Estimation
58
Schätzung
58
Aktienmarkt
56
Börsenkurs
56
Share price
56
Stock market
56
Spillover effect
44
Spillover-Effekt
44
Forecasting model
43
Prognoseverfahren
43
Risikomaß
29
Risk measure
29
Theorie
25
Theory
25
Time series analysis
25
Zeitreihenanalyse
25
GARCH
24
China
21
Welt
19
World
19
Aktienindex
18
Portfolio selection
18
Portfolio-Management
18
Stock index
18
Correlation
15
Korrelation
14
USA
14
United States
14
Oil price
13
Option pricing theory
13
Optionspreistheorie
13
Ölpreis
13
Emerging economies
12
Exchange rate
12
more ...
less ...
Online availability
All
Undetermined
122
Type of publication
All
Article
165
Type of publication (narrower categories)
All
Article in journal
165
Aufsatz in Zeitschrift
165
Conference paper
3
Konferenzbeitrag
3
Language
All
English
165
Author
All
Kang, Sang Hoon
6
Mensi, Walid
5
Gupta, Rangan
4
Wu, Xinyu
4
Balcilar, Mehmet
3
Chang, Chia-Lin
3
Hammoudeh, Shawkat
3
McAleer, Michael
3
Qiao, Gaoxiu
3
Yoon, Seong-min
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Baklaci, Hasan F.
2
Chen, Cathy W. S.
2
Demiralay, Sercan
2
Fernández, Viviana
2
Hamori, Shigeyuki
2
Huang, Hung-Hsi
2
Jiang, Yong
2
Kok Haur Ng
2
Li, Weiping
2
Lin, Ling
2
Lin, Shin-Hung
2
Liu, Fang
2
Liu, Qiang
2
Nonejad, Nima
2
Orłowski, Lucjan T.
2
Powell, Robert
2
Ryu, Doojin
2
Su, Xianfang
2
Tian, Shuairu
2
Wang, Janchung
2
Wang, Xingchun
2
Xuan Vinh Vo
2
Zhuang, Xintian
2
Abuzayed, Bana
1
Akdoğan, Kurmaş
1
Al Rababa'a, Abdel Razzaq
1
Al-Fayoumi, Nedal
1
more ...
less ...
Published in...
All
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
253
Finance research letters
176
Applied economics
160
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
136
Journal of empirical finance
132
Research in international business and finance
125
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
86
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The European journal of finance
70
The journal of futures markets
70
Econometric Institute research papers
69
Working paper
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International Journal of Energy Economics and Policy : IJEEP
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and financial issues : IJEFI
49
Econometric reviews
46
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Journal of risk
40
The econometrics journal
40
more ...
less ...
Source
All
ECONIS (ZBW)
165
Showing
1
-
10
of
165
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
2
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
3
Volatility forecasting in the Bitcoin market : a new proposed measure based on the VS-ACARR approach
Wu, Xinyu
;
Yin, Xuebao
;
Umar, Zaghum
;
Iqbal, Najaf
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014484142
Saved in:
4
Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic
Caiado, Jorge
;
Lúcio, Francisco
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485321
Saved in:
5
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
6
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
7
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
8
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
9
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
10
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->