//--> //--> //--> //-->
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:"Time series analysis"
~isPartOf:"Applied economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
ARCH model
409
ARCH-Modell
409
Volatility
295
Volatilität
295
Estimation
148
Schätzung
148
Börsenkurs
132
Share price
132
Aktienmarkt
126
Stock market
126
Capital income
119
Kapitaleinkommen
119
Forecasting model
103
Prognoseverfahren
103
Theorie
85
Theory
85
Spillover effect
66
Spillover-Effekt
66
Zeitreihenanalyse
60
Welt
53
World
53
Risikomaß
46
Risk measure
46
Correlation
45
Korrelation
45
Oil price
45
Ölpreis
45
Financial crisis
44
Finanzkrise
44
GARCH
44
USA
39
United States
39
China
38
Volatility forecasting
36
Portfolio selection
31
Portfolio-Management
31
Commodity derivative
30
Rohstoffderivat
30
Hedging
29
more ...
less ...
Online availability
All
Undetermined
45
Free
1
Type of publication
All
Article
60
Type of publication (narrower categories)
All
Article in journal
60
Aufsatz in Zeitschrift
60
Language
All
English
60
Author
All
Blazsek, Szabolcs
3
Caporin, Massimiliano
3
Kim, Jong-Min
3
Hammoudeh, Shawkat
2
Hwang, Sun Young
2
Licht, Adrian
2
Ma, Feng
2
McAleer, Michael
2
Abakah, Emmanuel Joel Aikins
1
Abuzayed, Bana
1
Ajmi, Ahdi Noomen
1
Al-Fayoumi, Nedal
1
Albulescu, Claudiu Tiberiu
1
Alexander, Carol
1
Allen, David E.
1
Aubin, Christian
1
Ayala, Astrid Loretta
1
Bahcivan, Hulusi
1
Balcilar, Mehmet
1
Bali, Rakesh
1
Bampinas, Georgios
1
Bee, Marco
1
Brooks, Robert
1
Cai, Yuzhi
1
Chang, Chia-Lin
1
Chang, Kuang-Liang
1
Charbonneau, Alain
1
Charfeddine, Lanouar
1
Chatzikonstanti, Vasiliki
1
Chen, Wang
1
Cheng, Jen-chi
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Choo, Wei Chong
1
Chrétien, Stéphane
1
Ciner, Cetin
1
Coggins, Frank
1
Cooray, Arusha
1
Costola, Michele
1
Cremaschini, Alessandro
1
more ...
less ...
Published in...
All
Applied economics
International review of economics & finance : IREF
International review of financial analysis
Discussion paper / Tinbergen Institute
42
Journal of econometrics
42
Journal of empirical finance
36
Economic modelling
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Energy economics
29
International journal of forecasting
29
Economics letters
26
Finance research letters
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
The North American journal of economics and finance : a journal of financial economics studies
21
CREATES research paper
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of forecasting
18
Working paper
18
Journal of risk and financial management : JRFM
17
Research in international business and finance
16
Econometric Institute research papers
15
Econometric reviews
15
Journal of banking & finance
14
International Journal of Energy Economics and Policy : IJEEP
13
Journal of time series econometrics
13
The econometrics journal
13
Econometrics : open access journal
12
International journal of economics and financial issues : IJEFI
12
Journal of financial econometrics
12
Computational economics
11
Journal of international financial markets, institutions & money
11
Journal of risk
11
Applied financial economics
10
Econometric theory
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of economics and finance
9
CORE discussion papers : DP
8
ECARES working paper
8
International journal of finance & economics : IJFE
8
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
2
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
3
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
4
Causality between volatility and the weekly economic index during COVID-19 : the predictive power of efficient markets and rational expectations
Cooray, Arusha
;
Gangopadhyay, Partha
;
Das, Narasingha
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467255
Saved in:
5
Nonparametric inference of expectile-based value-at-risk for financial time series with application to risk assessment
Zhang, Feipeng
;
Xu, Yixiong
;
Fan, Caiyun
- In:
International review of financial analysis
90
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014469910
Saved in:
6
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
7
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
8
High frequency correlation dynamics and day-of-the-week effect : a score-driven approach in an emerging market stock exchange
Bahcivan, Hulusi
;
Karahan, Cenk C.
- In:
International review of financial analysis
80
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013366247
Saved in:
9
A volatility model based on adaptive expectations : an improvement on the rational expectations model
Yao, Yuan
;
Zhao, Yang
;
Li, Yan
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013431245
Saved in:
10
Predicting VaR for China's stock market : a score-driven model based on normal inverse Gaussian distribution
Song, Shijia
;
Li, Handong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013426497
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->