//--> //--> //--> //-->
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:"Kapitaleinkommen"
~isPartOf:"Finance research letters"
~subject:"Estimation theory"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Estimation theory
ARCH model
176
ARCH-Modell
176
Volatility
128
Volatilität
128
Capital income
54
Estimation
54
Schätzung
54
Aktienmarkt
53
Stock market
53
Börsenkurs
50
Forecasting model
50
Prognoseverfahren
50
Share price
50
Theorie
33
Theory
33
Virtual currency
30
Virtuelle Währung
30
Welt
27
World
27
Time series analysis
26
Zeitreihenanalyse
26
China
24
Spillover effect
24
Spillover-Effekt
24
Correlation
23
Korrelation
23
Risiko
22
Risikomaß
22
Risk
22
Risk measure
22
Oil price
21
Ölpreis
21
GARCH
20
Volatility forecasting
19
Bitcoin
17
Portfolio selection
17
Portfolio-Management
17
Commodity derivative
14
Coronavirus
14
more ...
less ...
Online availability
All
Undetermined
59
Type of publication
All
Article
62
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Language
All
English
62
Author
All
Wu, Xinyu
4
Ardia, David
2
Corbet, Shaen
2
Gil-Alaña, Luis A.
2
Klein, Tony
2
Luo, Xingguo
2
Qin, Shihua
2
Shi, Yanlin
2
Tiwari, Aviral Kumar
2
Zhang, Wei
2
Abakah, Emmanuel Joel Aikins
1
Akyildirim, Erdinc
1
Alagidede, Imhotep Paul
1
Alshammari, Saad
1
An, Na
1
Apergēs, Nikolaos
1
Arnerić, Josip
1
Asgharian, Hossein
1
Bai, Fan
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bouteska, Ahmed
1
Brzeszczyński, Janusz
1
Bufalo, Michele
1
Będowska-Sójka, Barbara
1
Caporale, Guglielmo Maria
1
Charfeddine, Lanouar
1
Chatrath, Arjun
1
Chen, Cathy W. S.
1
Chen, Qihao
1
Chen, Shuning
1
Chen, Zhenlong
1
Chen, Zhonglu
1
Cheng, Tengfei
1
Chiang, Thomas C.
1
Christiansen, Charlotte
1
Christie-David, Rohan
1
Cummins, Mark
1
Das, Debojyoti
1
Dowling, Michael
1
more ...
less ...
Published in...
All
Finance research letters
Journal of econometrics
67
Journal of empirical finance
57
The North American journal of economics and finance : a journal of financial economics studies
52
International review of financial analysis
49
International journal of forecasting
43
Energy economics
42
International review of economics & finance : IREF
42
Applied economics
40
Economic modelling
40
Research in international business and finance
40
Journal of banking & finance
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Journal of forecasting
37
Journal of international financial markets, institutions & money
37
Econometric theory
35
Journal of risk and financial management : JRFM
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
The European journal of finance
30
Discussion paper / Tinbergen Institute
29
Economics letters
29
Applied economics letters
28
Applied financial economics
24
Journal of financial econometrics
23
International journal of economics and financial issues : IJEFI
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
International journal of economics and finance
19
Journal of risk
19
Econometric reviews
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Review of quantitative finance and accounting
18
International journal of finance & economics : IJFE
17
CREATES research paper
16
Pacific-Basin finance journal
16
Working paper
16
Cogent economics & finance
15
The econometrics journal
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International Journal of Energy Economics and Policy : IJEEP
14
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
2
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:
3
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
4
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
5
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:
6
Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel GARCH model with cross sectional dependence
Mamman, Suleiman O.
;
Wang, Zhanqin
;
Iliyasu, Jamilu
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473256
Saved in:
7
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
8
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
9
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
10
A real-rime GARCH-MIDAS model
Wu, Xinyu
;
Zhao, An
;
Cheng, Tengfei
- In:
Finance research letters
56
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014473667
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->