//--> //--> //--> //-->
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:"Review of quantitative finance and accounting"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The econometrics journal"
~source:"econis"
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:"Autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
140
ARCH-Modell
140
Volatility
73
Volatilität
73
Estimation
45
Schätzung
45
Theorie
42
Theory
42
Capital income
33
Kapitaleinkommen
33
Time series analysis
26
Zeitreihenanalyse
26
Börsenkurs
25
Share price
25
Aktienmarkt
22
Stock market
22
Forecasting model
18
Prognoseverfahren
18
GARCH
17
Estimation theory
15
Schätztheorie
15
USA
15
United States
15
Exchange rate
13
Wechselkurs
13
Correlation
12
Korrelation
12
Portfolio selection
12
Portfolio-Management
12
Risikomaß
12
Risk measure
12
Markov chain
11
Markov-Kette
11
Welt
11
World
11
Statistical distribution
10
Statistische Verteilung
10
Heteroscedasticity
8
Heteroskedastizität
8
Oil price
8
more ...
less ...
Online availability
All
Undetermined
48
Free
3
Type of publication
All
Article
139
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
140
Aufsatz in Zeitschrift
140
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
140
Author
All
Chiang, Thomas C.
4
Bauwens, Luc
3
Hafner, Christian M.
3
Li, Bingxin
3
Dellaportas, P.
2
Dēmos, Antōnēs A.
2
Grammig, Joachim
2
Grobys, Klaus
2
Jiang, Ying
2
Kanas, Angelos
2
Klaassen, Franc
2
Kyrtsou, Catherine
2
Lee, Cheng F.
2
Liu, Xiaoquan
2
Malik, Farooq
2
Melo-Velandia, Luis Fernando
2
Preminger, Arie
2
Raj, Baldev
2
Savva, Christos S.
2
Terraza, Michel
2
Vrontos, I. D.
2
Wu, Chun-chou
2
Yang, Sheng-Yung
2
Čížek, Pavel
2
Abadir, Karim Maher
1
Abbas, Qaisar
1
Ahmed, Shamim
1
Albulescu, Claudiu Tiberiu
1
Ali Shah, Syed Zulfiqar
1
Alomari, Mohammad
1
Amendola, Alessandra
1
Andreou, Panayiotis C.
1
Ang, Kian Ping
1
Angelidis, Timotheos
1
Ardia, David
1
Arvanitis, Stelios
1
Aslanidis, Nektarinos
1
Aue, Alexander
1
Auer, Benjamin R.
1
Awartani, Basil
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The econometrics journal
Energy economics
253
Finance research letters
176
Applied economics
160
Economic modelling
155
Journal of econometrics
148
International review of financial analysis
136
Journal of empirical finance
132
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
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
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
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
140
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
2
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
3
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
4
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
5
Rank-invariance conditions for the comparison of volatility forecasts
Palandri, Alessandro
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10012878903
Saved in:
6
Stochastic properties and pricing of Bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components
Theodossiou, Panayiotis
;
Ellina, Polina
;
Savva, Christos S.
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 695-716
Persistent link: https://www.econbiz.de/10013459306
Saved in:
7
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
8
Procyclical volatility in Chinese stock markets
Deschamps, Bruno
;
Fei, Tianlun
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1117-1144
Persistent link: https://www.econbiz.de/10013191850
Saved in:
9
Risk premia in the term structure of crude oil futures : long-run and short-run volatility components
Boyd, Naomi E.
;
Li, Bingxin
;
Liu, Rui
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1505-1533
Persistent link: https://www.econbiz.de/10013191983
Saved in:
10
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
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...
//-->