//--> //--> //--> //-->
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 international financial markets, institutions & money"
~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
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
267
ARCH-Modell
267
Volatility
177
Volatilität
177
Estimation
94
Schätzung
94
Aktienmarkt
78
Stock market
78
Börsenkurs
77
Share price
77
Capital income
66
Kapitaleinkommen
66
Theorie
57
Theory
57
Forecasting model
56
Prognoseverfahren
56
Time series analysis
38
Zeitreihenanalyse
38
Welt
33
World
33
GARCH
32
USA
32
United States
32
Correlation
31
Korrelation
31
Financial crisis
29
Finanzkrise
29
Risikomaß
29
Risk measure
29
Spillover effect
29
Spillover-Effekt
29
Portfolio selection
26
Portfolio-Management
26
Exchange rate
25
Wechselkurs
25
Financial market
20
Finanzmarkt
20
Hedging
20
Oil price
20
Ölpreis
20
more ...
less ...
Online availability
All
Undetermined
151
Free
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
267
Aufsatz in Zeitschrift
267
Language
All
English
267
Author
All
Blazsek, Szabolcs
6
Ma, Feng
6
Zhang, Yaojie
6
Hammoudeh, Shawkat
4
Kim, Jong-Min
4
Liang, Chao
4
Nguyen, Duc Khuong
4
Bouri, Elie
3
Goutte, Stéphane
3
Hamori, Shigeyuki
3
Jawadi, Fredj
3
McMillan, David G.
3
Narayan, Paresh Kumar
3
Roca, Eduardo
3
Allen, David E.
2
Aloui, Chaker
2
Ané, Thierry
2
Aragó, Vicent
2
Baillie, Richard
2
Caporin, Massimiliano
2
Chiang, Thomas C.
2
Chkili, Walid
2
Coronado, Semei
2
Degiannakis, Stavros
2
Dempsey, Michael
2
Filis, George
2
Floros, Christos
2
Guesmi, Khaled
2
He, Mengxi
2
Hou, Ai Jun
2
Hui, Eddie Chi Man
2
Hwang, Sun Young
2
Jung, Hojin
2
Kambouroudis, Dimos S.
2
Li, Yan
2
Licht, Adrian
2
Liu, Li
2
Liu, Ruipeng
2
Louhichi, Waël
2
Lu, Xinjie
2
more ...
less ...
Published in...
All
Applied economics
Journal of international financial markets, institutions & money
Energy economics
253
Finance research letters
176
Economic modelling
155
Journal of econometrics
148
International review of financial analysis
136
Journal of empirical finance
131
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
Applied financial economics
101
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Journal of financial econometrics : official journal of the Society for Financial Econometrics
64
International Journal of Energy Economics and Policy : IJEEP
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
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
Review of quantitative finance and accounting
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
Cogent economics & finance
37
Pacific-Basin finance journal
37
Computational economics
36
Journal of applied econometrics
36
more ...
less ...
Source
All
ECONIS (ZBW)
267
Showing
1
-
10
of
267
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
The asymmetric impacts of oil price and shocks on inflation in BRICS : a multiple threshold nonlinear ARDL model
Li, Youshu
;
Guo, Junjie
- In:
Applied economics
54
(
2022
)
12
,
pp. 1377-1395
Persistent link: https://www.econbiz.de/10012875243
Saved in:
3
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:
4
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
5
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:
6
Introducing the GVAR-GARCH model : evidence from financial markets
Prelorentzos, Arsenios-Georgios N.
;
Konstantakis, …
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014494797
Saved in:
7
Do gulf stock markets share time varying connectedness
Saeed, Tareq
;
Nautiyal, Neeraj
;
Ur Rehman, Mobeen
; …
- In:
Applied economics
55
(
2023
)
48
,
pp. 5700-5718
Persistent link: https://www.econbiz.de/10014335664
Saved in:
8
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
9
Did cryptomarket chaos unleash Silvergate's bankruptcy? : investigating the high-frequency volatility and connectedness behind the collapse
Esparcia, Carlos
;
Escribano, Ana
;
Jareño, Francisco
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490072
Saved in:
10
Hedging effectiveness of bitcoin and gold : evidence from G7 stock markets
Xu, Lei
;
Kinkyō, Takuji
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014433230
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...
//-->