//--> //--> //--> //-->
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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Finance research letters"
~subject:"Börsenkurs"
~subject:"Korrelation"
~subject:"Share price"
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:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Korrelation
Share price
ARCH model
272
ARCH-Modell
272
Volatility
195
Volatilität
195
Forecasting model
87
Prognoseverfahren
87
Estimation
81
Schätzung
81
Capital income
75
Kapitaleinkommen
75
Theorie
69
Theory
69
Aktienmarkt
65
Stock market
65
Time series analysis
48
Zeitreihenanalyse
48
Welt
37
World
37
Risikomaß
36
Risk measure
36
Correlation
33
Virtual currency
32
Virtuelle Währung
32
Oil price
28
Risiko
28
Risk
28
Ölpreis
28
China
27
Spillover effect
27
Spillover-Effekt
27
GARCH
26
Volatility forecasting
26
Estimation theory
24
Schätztheorie
24
Portfolio selection
21
Portfolio-Management
21
Commodity derivative
19
more ...
less ...
Online availability
All
Undetermined
77
Type of publication
All
Article
88
Type of publication (narrower categories)
All
Article in journal
88
Aufsatz in Zeitschrift
88
Language
All
English
88
Author
All
Engle, Robert F.
3
Brzeszczyński, Janusz
2
Chen, Yi-ting
2
Gozgor, Giray
2
Klein, Tony
2
Lau, Chi Keung
2
Li, Ping
2
Li, Yan
2
Ma, Feng
2
Molnár, Peter
2
Tiwari, Aviral Kumar
2
Wang, Jiqian
2
Wu, Lan
2
Zeng, Qing
2
Abakah, Emmanuel Joel Aikins
1
Abdel-Qader, Waleed
1
Ahn, Yongkil
1
Ahoniemi, Katja
1
Akhtaruzzaman, Md.
1
Alagidede, Imhotep Paul
1
Alanya-Beltran, Willy
1
Alshammari, Saad
1
An, Na
1
Asgharian, Hossein
1
Aslanidis, Nektarios
1
Aysan, Ahmet Faruk
1
Bai, Fan
1
Baklaci, Hasan F.
1
Bariviera, Aurelio Fernández
1
Batten, Jonathan A.
1
Bazán-Palomino, Walter
1
Bašta, Milan
1
Beyene, Nardos
1
Boako, Gideon
1
Będowska-Sójka, Barbara
1
Caiado, Jorge
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Cappiello, Lorenzo
1
Chen, Xiaodan
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
Research in international business and finance
62
Energy economics
61
International review of economics & finance : IREF
60
Applied economics
59
International review of financial analysis
52
Journal of empirical finance
49
Economic modelling
48
Journal of international financial markets, institutions & money
45
The North American journal of economics and finance : a journal of financial economics studies
45
Journal of risk and financial management : JRFM
36
Applied economics letters
32
Journal of econometrics
32
Journal of banking & finance
31
Economics letters
25
International Journal of Energy Economics and Policy : IJEEP
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Discussion paper / Tinbergen Institute
23
International journal of forecasting
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of forecasting
21
The European journal of finance
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
International journal of finance & economics : IJFE
17
Cogent economics & finance
16
International journal of economics and financial issues : IJEFI
16
Review of quantitative finance and accounting
16
The empirical economics letters : a monthly international journal of economics
16
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
15
Global business review
15
The journal of futures markets
15
Computational economics
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International Journal of Financial Studies : open access journal
13
International journal of economics and finance
13
Journal of financial econometrics
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Working paper
13
Applied financial economics
12
more ...
less ...
Source
All
ECONIS (ZBW)
88
Showing
1
-
10
of
88
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting US stock market volatility : evidence from ESG and CPU indices
Ghani, Usman
;
Zhu, Bo
;
Qin, Quande
;
Ghani, Maria
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445411
Saved in:
2
Pricing CBOE VIX in non-affine GARCH models with variance risk premium
Tong, Chen
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530825
Saved in:
3
Forecasting stock volatility using time-distance weighting fundamental’s shocks
Mei, Xueting
;
Wang, Xinyu
- In:
Finance research letters
65
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014564298
Saved in:
4
Cross-sectional uncertainty and stock market volatility : new evidence
Lu, Fei
;
Ma, Feng
- In:
Finance research letters
57
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014513322
Saved in:
5
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
6
Volatility forecast with the regularity modifications
Zhu, Qinwen
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014582373
Saved in:
7
Return connectedness and volatility dynamics of the cryptocurrency network
Poddar, Abhishek
;
Misra, Arun Kumar
;
Mishra, Ajay Kumar
- In:
Finance research letters
58
(
2023
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014583135
Saved in:
8
Copula approach to market volatility and technology stocks dependence
Rašiová, Barbara
;
Árendáš, Peter
- In:
Finance research letters
52
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014472041
Saved in:
9
Time-frequency correlations and extreme spillover effects between carbon markets and NFTs : the roles of EPU and COVID-19
Liu, Jiatong
- In:
Finance research letters
54
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472625
Saved in:
10
The volatility of daily tug-of-war intensity and stock market returns
Bai, Fan
;
Zhang, Yaqi
;
Chen, Zhonglu
;
Li, Yan
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473224
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->