//--> //--> //--> //-->
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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Volatility"
~type:"article"
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
Volatility
ARCH model
120
ARCH-Modell
120
Volatilität
73
Estimation
42
Schätzung
42
Theorie
37
Theory
37
Capital income
35
Kapitaleinkommen
35
Time series analysis
35
Zeitreihenanalyse
35
Börsenkurs
23
Share price
23
Aktienmarkt
20
Forecasting model
20
Prognoseverfahren
20
Stock market
20
Estimation theory
18
Schätztheorie
18
Risikomaß
16
Risk measure
16
GARCH
14
Markov chain
13
Markov-Kette
13
Statistical distribution
11
Statistische Verteilung
11
Correlation
10
Korrelation
10
Stochastic process
8
Stochastischer Prozess
8
Financial market
7
Finanzmarkt
7
Option pricing theory
7
Optionspreistheorie
7
Risikoprämie
7
Risk premium
7
Heteroscedasticity
6
Heteroskedastizität
6
Multivariate Analyse
6
more ...
less ...
Online availability
All
Undetermined
60
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
73
Aufsatz in Zeitschrift
73
Language
All
English
73
Author
All
Chiang, Thomas C.
3
Jawadi, Fredj
3
Li, Bingxin
3
Blazsek, Szabolcs
2
Chan, Jennifer So Kuen
2
Haas, Markus
2
Jiang, Ying
2
Kok Haur Ng
2
Liu, Xiaoquan
2
Malik, Farooq
2
Nam, Kiseok
2
Yang, Sheng-Yung
2
Abbara, Omar
1
Ahmed, Shamim
1
Aknouche, Abdelhakim
1
Anatolyev, Stanislav
1
Andreou, Panayiotis C.
1
Ang, Kian Ping
1
Angelidis, Timotheos
1
Badescu, Alex
1
Barnett, William A.
1
Baur, Dirk G.
1
Bauwens, Luc
1
Beck, Alexander
1
Benos, Alexandros Vassiliou
1
Boyd, Naomi E.
1
Bracker, Kevin
1
Bu, Ruijun
1
Bunn, Derek W.
1
Cai, Charlie X.
1
Cappuccio, Nunzio
1
Carnero, M. Angeles
1
Cevik, Emrah Ismail
1
Charalambous, Chris
1
Cheffou, Abdoulkarim Idi
1
Chen, Mei-ling
1
Cheng, Jie
1
Chevallier, Julien
1
Choe, Kwang-il
1
Choi, Seungmoon
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
212
Finance research letters
128
Economic modelling
108
Applied economics
104
International review of financial analysis
104
The North American journal of economics and finance : a journal of financial economics studies
101
Research in international business and finance
91
Journal of empirical finance
90
International review of economics & finance : IREF
87
Journal of international financial markets, institutions & money
73
Journal of risk and financial management : JRFM
69
Journal of econometrics
66
International journal of forecasting
61
Applied financial economics
60
Journal of forecasting
57
Journal of banking & finance
55
Economics letters
52
Applied economics letters
49
International Journal of Energy Economics and Policy : IJEEP
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
39
The journal of futures markets
38
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
38
International journal of finance & economics : IJFE
37
The European journal of finance
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
International journal of economics and financial issues : IJEFI
32
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
International journal of economics and finance
30
Cogent economics & finance
29
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
The empirical economics letters : a monthly international journal of economics
28
Journal of international money and finance
27
Pacific-Basin finance journal
27
Journal of financial econometrics
25
Quantitative finance
23
Econometric reviews
22
Global business review
22
Global finance journal
22
more ...
less ...
Source
All
ECONIS (ZBW)
73
Showing
1
-
10
of
73
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
3
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
4
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
5
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
6
Bidirectional volatility transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
7
Asymmetry in stochastic volatility models with threshold and time-dependent correlation
Schäfers, Torben
;
Teng, Long
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10014288879
Saved in:
8
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
9
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:
10
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:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->