//--> //--> //--> //-->
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 letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Börsenkurs"
~subject:"Oil price"
~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_exact:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Oil price
Volatility
ARCH model
141
ARCH-Modell
141
Volatilität
78
Theorie
50
Theory
50
Estimation
49
Schätzung
49
Capital income
40
Kapitaleinkommen
40
Estimation theory
32
Schätztheorie
32
Share price
32
Forecasting model
30
Prognoseverfahren
30
Time series analysis
30
Zeitreihenanalyse
30
Correlation
25
Korrelation
25
Aktienmarkt
22
Stock market
22
GARCH
15
Multivariate Analyse
15
Multivariate analysis
15
Exchange rate
14
Wechselkurs
14
Heteroscedasticity
12
Heteroskedastizität
12
Aktienindex
11
Markov chain
11
Markov-Kette
11
Risikomaß
11
Risk measure
11
Statistical distribution
11
Statistische Verteilung
11
Stock index
11
Financial market
10
Finanzmarkt
10
Portfolio selection
9
more ...
less ...
Online availability
All
Undetermined
47
Type of publication
All
Article
85
Type of publication (narrower categories)
All
Article in journal
85
Aufsatz in Zeitschrift
85
Language
All
English
85
Author
All
Bauwens, Luc
2
Corsi, Fulvio
2
Diao, Xundi
2
Lucas, André
2
Ma, Feng
2
Shin, Dong-wan
2
Wu, Xinyu
2
Amado, Cristina
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Ardia, David
1
Augustyniak, Maciej
1
Baek, Changryong
1
Balli, Faruk
1
Barassi, Marco R.
1
Bautista, Carlos C.
1
Berument, Hakan
1
Bisaglia, Luisa
1
Blazsek, Szabolcs
1
Bonilla, Claudio A.
1
Bordignon, Silvano
1
Bormetti, Giacomo
1
Brandt, Michael W.
1
Brännäs, Kurt
1
Buccheri, Giuseppe
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Chan, Wing Hong
1
Chang, Kuang-Liang
1
Charles, Amélie
1
Chen, Wilson Ye
1
Chen, Yixiang
1
Chevallier, Julien
1
Choi, Ji-Eun
1
Choudhry, Taufiq
1
Collins, Luke
1
Conrad, Christian
1
Creal, Drew
1
Cui, Hao
1
Dajcman, Silvo
1
more ...
less ...
Published in...
All
Applied economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Energy economics
230
Finance research letters
138
Economic modelling
117
Applied economics
116
International review of financial analysis
107
The North American journal of economics and finance : a journal of financial economics studies
104
Research in international business and finance
100
Journal of empirical finance
96
International review of economics & finance : IREF
95
Journal of international financial markets, institutions & money
80
Journal of risk and financial management : JRFM
75
Journal of econometrics
67
International journal of forecasting
64
Applied financial economics
62
Journal of banking & finance
59
Journal of forecasting
59
Discussion paper / Tinbergen Institute
54
Economics letters
54
International Journal of Energy Economics and Policy : IJEEP
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Working paper
42
The journal of futures markets
41
Econometric Institute research papers
40
International journal of economics and financial issues : IJEFI
37
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
36
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
Cogent economics & finance
31
International journal of economics and finance
31
Review of quantitative finance and accounting
31
The empirical economics letters : a monthly international journal of economics
29
Pacific-Basin finance journal
28
Journal of international money and finance
27
Journal of financial econometrics
25
Quantitative finance
24
more ...
less ...
Source
All
ECONIS (ZBW)
85
Showing
1
-
10
of
85
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
2
Economic policy uncertainty in US and Europe : time-varying Granger causality
Mladenovic, Zorica
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2913-2920
Persistent link: https://www.econbiz.de/10014414040
Saved in:
3
Volatility spillovers across financial markets : the role of oil price uncertainty
Lee, Seojin
;
Kim, Young Min
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2342-2347
Persistent link: https://www.econbiz.de/10014365776
Saved in:
4
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
5
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
6
Forecasting exchange rate markets' volatility of G7 countries : will stock market volatility help?
Zhang, Feipeng
;
Zhang, Zhao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 991-999
Persistent link: https://www.econbiz.de/10014303619
Saved in:
7
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
8
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
9
Forecasting oil futures price volatility with economic policy uncertainty : a CARR-MIDAS model
Wu, Xinyu
;
Cui, Hao
;
Wang, Lu
- In:
Applied economics letters
30
(
2023
)
2
,
pp. 120-125
Persistent link: https://www.econbiz.de/10013553019
Saved in:
10
Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->