//--> //--> //--> //-->
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:"Applied economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Volatility"
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:"conditional heteroscedasticity"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARCH model
225
ARCH-Modell
225
Volatilität
144
Estimation
81
Schätzung
81
Theorie
66
Theory
66
Börsenkurs
58
Share price
58
Forecasting model
53
Prognoseverfahren
53
Time series analysis
45
Zeitreihenanalyse
45
Capital income
44
Kapitaleinkommen
44
Aktienmarkt
41
Stock market
41
Risikomaß
28
Risk measure
28
GARCH
27
USA
25
United States
25
Correlation
23
Korrelation
23
Estimation theory
21
Schätztheorie
21
Welt
20
World
20
Markov chain
15
Markov-Kette
15
Oil price
15
Ölpreis
15
Financial market
14
Finanzmarkt
14
Portfolio selection
14
Portfolio-Management
14
Statistical distribution
14
Statistische Verteilung
14
Exchange rate
13
more ...
less ...
Online availability
All
Undetermined
89
Free
1
Type of publication
All
Article
143
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
144
Aufsatz in Zeitschrift
144
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
144
Author
All
Zhang, Yaojie
6
Ma, Feng
5
Kim, Jong-Min
3
Bouri, Elie
2
Caporin, Massimiliano
2
Coronado, Semei
2
Engle, Robert F.
2
Fleming, Jeff
2
Ghysels, Eric
2
Goutte, Stéphane
2
Hamori, Shigeyuki
2
He, Mengxi
2
Horváth, Lajos
2
Hui, Eddie Chi Man
2
Hwang, Sun Young
2
Jawadi, Fredj
2
Kirby, Chris
2
Liang, Chao
2
Liu, Li
2
Louhichi, Waël
2
Pereira, Pedro L. Valls
2
Romero, Rafael
2
Roubaud, David
2
Ruiz, Esther
2
Tiwari, Aviral Kumar
2
Wahab, M. I. M.
2
Wang, Yudong
2
Wei, Yu
2
Wen, Danyan
2
Wen, Fenghua
2
Zheng, Xian
2
Zhu, Huiming
2
Abalala, Turki
1
Abdoh, Hussein A.
1
Abid, Ilyes
1
Abuzayed, Bana
1
Ahalawat, Shweta
1
Ahoniemi, Katja
1
Ajmi, Ahdi Noomen
1
Akdoğu, Serpil Kahraman
1
more ...
less ...
Published in...
All
Applied economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Energy economics
212
Finance research letters
128
Economic modelling
108
International review of financial analysis
104
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of empirical finance
91
Research in international business and finance
91
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
Applied financial economics
61
International journal of forecasting
61
Journal of forecasting
57
Journal of banking & finance
55
Discussion paper / Tinbergen Institute
52
Economics letters
52
Applied economics letters
49
International Journal of Energy Economics and Policy : IJEEP
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Econometric Institute research papers
40
Working paper
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
Review of quantitative finance and accounting
28
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
Econometric reviews
23
more ...
less ...
Source
All
ECONIS (ZBW)
144
Showing
11
-
20
of
144
Sort
Relevance
Date (newest first)
Date (oldest first)
11
Petroleum prices and equity sector returns in petroleum exporting and importing countries : an analysis of volatility transmissions and hedging
Bagirov, Miramir
;
Mateus, Cesario
- In:
Applied economics
54
(
2022
)
23
,
pp. 2610-2626
Persistent link: https://www.econbiz.de/10013171109
Saved in:
12
Time-varying multivariate causality among infectious disease pandemic and emerging financial markets : the case of the Latin American stock and exchange markets
Coronado, Semei
;
Martínez, José
;
Romero, Rafael
- In:
Applied economics
54
(
2022
)
34
,
pp. 3924-3932
Persistent link: https://www.econbiz.de/10013410854
Saved in:
13
The determinants of inflation volatility : a panel data analysis for US-product categories
Arespa, Marta
;
González-Alegre, Juan
- In:
Applied economics
54
(
2022
)
35
,
pp. 4060-4083
Persistent link: https://www.econbiz.de/10013410867
Saved in:
14
Forecasting the Chinese stock market volatility : a regression approach with a t-distributed error
He, Mengxi
;
Zhang, Yaojie
;
Wen, Danyan
;
Wang, Yudong
- In:
Applied economics
54
(
2022
)
50
,
pp. 5811-5826
Persistent link: https://www.econbiz.de/10013411306
Saved in:
15
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
16
Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
17
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
18
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
19
Oil volatility forecasting and risk allocation : evidence from an extended mixed-frequency volatility model
Shang, Yuhuang
;
Dong, Qingma
- In:
Applied economics
53
(
2021
)
10
,
pp. 1127-1142
Persistent link: https://www.econbiz.de/10012425453
Saved in:
20
Rare earth and allied sectors in stock markets : extreme dependence of return and volatility
Bouri, Elie
;
Kanjilal, Kakali
;
Ghosh, Sajal
;
Roubaud, David
- In:
Applied economics
53
(
2021
)
49
,
pp. 5710-5730
Persistent link: https://www.econbiz.de/10012626945
Saved in:
First
Prev
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...
//-->